# EDGAR Filing Document

**Accession Number:** 0001861115
**File Stem:** 0001861115-25-000007
**Filing Date:** 2025-11
**Character Count:** 802892
**Document Hash:** 5c92699a25f0c629d721507dd64dfe1a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001861115-25-000007.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001861115-25-000007

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23669
- **FILM NUMBER:** 251525296

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

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

## Nport-Ex

#### Portfolio of Investments September 30, 2025

#### NMAI
(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM INVESTMENTS - 140.5% (98.0% of Total Investments)

ASSET-BACKED SECURITIES - 0.5% (0.3% of Total Investments)

–

$

300,000

(a) Avis Budget Rental Car Funding AESOP LLC, Series 2021 2A

.660

%

02/20/28

$

291,328

284,250

(a) Domino's Pizza Master Issuer LLC, Series 2018 1A

.328

07/25/48

283,503

306,000

Ford Credit Auto Owner Trust 2024-D, Series 2024 D

.610

08/15/29

309,578

250,000

(a) Hertz Vehicle Financing III LLC, Series 2023 3A

.940

02/25/28

254,671

244,536

(a),(b)

Industrial DPR Funding Ltd, Series 2022 1A

.380

04/15/34

219,938

118,690

(a) MVW 2020-1 LLC, Series 2020 1A

.740

10/20/37

116,080

81,661

(a) OneMain Financial Issuance Trust 2022-2, Series 2022 2A

.890

10/14/34

81,743

125,000

(a) PenFed Auto Receivables Owner Trust 2022-A, Series 2022 A

.600

12/15/28

125,051

300,000

(a) PFS Financing Corp, Series 2025 B

.850

02/15/30

304,904

279,504

(a) Sierra Timeshare 2024-3 Receivables Funding LLC, Series 2024

3A

.830

08/20/41

281,056

TOTAL ASSET-BACKED SECURITIES

(Cost $2,269,918)

2,267,852

SHARES

DESCRIPTION

VALUE

323255964

COMMON STOCKS - 68.0% (47.4% of Total Investments)

323255964

AUTOMOBILES & COMPONENTS - 0.3%

2,474

(c),(d)

Tesla Inc

1,100,237

23,400

(d) Toyota Motor Corp

449,431

TOTAL AUTOMOBILES & COMPONENTS

1,549,668

BANKS - 7.7%

156,948

Banco Bilbao Vizcaya Argentaria SA

3,024,332

309,244

Banco Santander SA

3,245,305

22,321

Bank of America Corp

1,151,540

502,000

Bank Rakyat Indonesia Persero Tbk PT

117,660

453,393

Barclays PLC

2,332,852

5,200

Citigroup Inc

527,800

9,044

Commonwealth Bank of Australia

998,761

7,490

Fifth Third Bancorp

333,680

68,000

Grupo Financiero Banorte SAB de CV

684,994

18,530

HDFC Bank Ltd, ADR

632,985

81,581

ING Groep NV

2,138,708

190,820

Itau Unibanco Holding SA

1,400,787

24,907

JPMorgan Chase & Co

7,856,414

3,150

M&T Bank Corp

622,503

199,200

Mitsubishi UFJ Financial Group Inc

3,213,369

43,288

Nordea Bank Abp

712,684

2,906

(c) PNC Financial Services Group Inc/The

583,903

95,800

Sumitomo Mitsui Financial Group Inc

2,695,128

3,557

(d) UniCredit SpA

270,670

52,918

(c),(e)

Wells Fargo & Co

4,435,587

TOTAL BANKS

36,979,662

CAPITAL GOODS - 7.8%

22,403

ABB Ltd

1,621,156

16,247

Airbus SE

3,794,094

3,646

(c),(d)

Boeing Co/The

786,916

3,715

(c) Caterpillar Inc

1,772,612

10,485

Cie de Saint-Gobain SA

1,136,067

788

Deere & Co

360,321

3,084

Dover Corp

514,504

8,918

(c) Eaton Corp PLC

3,337,562

8,799

Emerson Electric Co

1,154,253

1,470

Ferrovial SE

84,437

131,400

(d) Hitachi Ltd

3,481,189

10,374

(c) Honeywell International Inc

2,183,727

3,550

Howmet Aerospace Inc

696,617

4,524

Masco Corp

318,444

88,100

Mitsubishi Electric Corp

2,262,737

1,735

Northrop Grumman Corp

1,057,170

#### Portfolio of Investments September 30, 2025
(continued)

#### NMAI

SHARES

DESCRIPTION

CAPITAL GOODS

(continued)

1,731

Parker-Hannifin Corp

$

1,312,358

1,689

(d) Rheinmetall AG

3,950,860

9,579

RTX Corp

1,602,854

9,241

Siemens AG

2,494,867

3,290

Trane Technologies PLC

1,388,248

883

United Rentals Inc

842,965

4,817

Vinci SA

669,428

2,700

Westinghouse Air Brake Technologies Corp

541,269

TOTAL CAPITAL GOODS

37,364,655

COMMERCIAL & PROFESSIONAL SERVICES - 0.5%

1,434

(d) Casella Waste Systems Inc, Class A

136,058

22,727

Cleanaway Waste Management Ltd

41,613

1,867

(c) GFL Environmental Inc

88,458

3,452

Republic Services Inc

792,165

5,400

Veralto Corp

575,694

1,067

Waste Connections Inc

187,579

2,917

Waste Management Inc

644,161

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

2,465,728

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 3.1%

6,142

(c) Alibaba Group Holding Ltd, Sponsored ADR

1,097,760

31,148

(c),(d),(e)

Amazon.com Inc

6,839,167

(b),(d)

Belk Inc

5,923

Home Depot Inc/The

2,399,940

2,415

Lowe's Cos Inc

606,914

21,866

(d) O'Reilly Automotive Inc

2,357,373

8,839

TJX Cos Inc/The

1,277,589

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

14,578,751

CONSUMER DURABLES & APPAREL - 2.0%

8,376

Cie Financiere Richemont SA

1,607,910

2,432

Kering SA

814,957

2,731

LVMH Moet Hennessy Louis Vuitton SE

1,680,607

8,038

Moncler SpA

473,063

11,348

NIKE Inc, Class B

791,296

(d) NVR Inc

626,703

116,500

Sony Group Corp

3,348,991

TOTAL CONSUMER DURABLES & APPAREL

9,343,527

CONSUMER SERVICES - 0.8%

364,675

(d) 24 Hour Fitness Worldwide Inc

3,647

Booking Holdings Inc

512,931

17,332

(d) Crown Finance US Inc

373,002

3,535

Hilton Worldwide Holdings Inc

917,120

2,481

McDonald's Corp

753,951

15,198

Starbucks Corp

1,285,751

TOTAL CONSUMER SERVICES

3,846,402

CONSUMER STAPLES DISTRIBUTION & RETAIL - 1.5%

825

Casey's General Stores Inc

466,389

3,175

(c) Costco Wholesale Corp

2,938,875

37,927

(c) Walmart Inc

3,908,757

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

7,314,021

ENERGY - 3.7%

39,573

BP PLC

227,214

4,273

Cheniere Energy Inc

1,004,070

7,292

Chevron Corp

1,132,375

17,569

ConocoPhillips

1,661,852

1,149

DT Midstream Inc

129,906

10,263

Enbridge Inc

517,871

14,477

Energy Transfer LP

248,425

4,408

(c) EOG Resources Inc

494,225

34,486

Exxon Mobil Corp

3,888,296

10,303

(c),(e)

Kinder Morgan Inc

291,678

4,634

ONEOK Inc

338,143

SHARES

DESCRIPTION

ENERGY

(continued)

6,105

Pembina Pipeline Corp

$

246,841

8,158

(a) Reliance Insurance PLC, Sponsored GDR

497,638

3,430

(a) Reliance Insurance PLC, Sponsored GDR

209,519

78,048

Shell PLC

2,781,708

1,042

Targa Resources Corp

174,577

3,744

TC Energy Corp

203,570

9,468

TotalEnergies SE

576,683

7,368

(d) Transocean Ltd

22,988

10,235

(c) Valero Energy Corp

1,742,611

17,501

Williams Cos Inc/The

1,108,688

TOTAL ENERGY

17,498,878

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 0.7%

3,076

American Tower Corp

591,576

2,855

Crown Castle Inc

275,479

629

Digital Realty Trust Inc

108,742

147,079

(d) NTT DC REIT

147,079

14,812

Prologis Inc

1,696,270

1,930

Simon Property Group Inc

362,203

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

3,181,349

FINANCIAL SERVICES - 3.0%

7,326

American Express Co

2,433,403

800

Ameriprise Financial Inc

393,000

3,383

(d) Ares Management Corp, Class A

540,908

2,350

(c),(d)

Berkshire Hathaway Inc, Class B

1,181,439

627

Blackrock Inc

731,000

5,574

Charles Schwab Corp/The

532,150

950

(d) Corpay Inc

273,657

1,157

Goldman Sachs Group Inc/The

921,377

14,185

Infratil Ltd

101,667

3,868

Intercontinental Exchange Inc

651,681

5,210

KKR & Co Inc

677,040

3,823

Mastercard Inc, Class A

2,174,560

6,300

Nasdaq Inc

557,235

13,500

ORIX Corp

354,321

2,146

S&P Global Inc

1,044,480

3,700

SBI Holdings Inc

161,089

4,347

Visa Inc, Class A

1,483,978

TOTAL FINANCIAL SERVICES

14,212,985

FOOD, BEVERAGE & TOBACCO - 2.2%

36,717

(d) British American Tobacco PLC

1,952,877

26,044

Coca-Cola Co/The

1,727,238

7,005

Fomento Economico Mexicano SAB de CV, Sponsored ADR

690,903

6,362

Heineken NV

498,202

13,403

Mondelez International Inc, Class A

837,285

14,435

(d) Monster Beverage Corp

971,620

3,132

Nestle SA

287,628

2,521

PepsiCo Inc

354,049

19,410

Philip Morris International Inc

3,148,303

TOTAL FOOD, BEVERAGE & TOBACCO

10,468,105

HEALTH CARE EQUIPMENT & SERVICES - 2.1%

12,281

Abbott Laboratories

1,644,917

21,938

(c),(d)

Boston Scientific Corp

2,141,808

2,552

Cigna Group/The

735,614

2,799

Elevance Health Inc

904,413

2,367

EssilorLuxottica SA

771,059

1,231

HCA Healthcare Inc

524,652

12,280

(b),(d)

Millennium Health LLC

1,117

11,534

(b),(d)

Millennium Health LLC

4,421

(e) Stryker Corp

1,634,311

2,232

UnitedHealth Group Inc

770,710

#### Portfolio of Investments September 30, 2025
(continued)

#### NMAI

SHARES

DESCRIPTION

HEALTH CARE EQUIPMENT & SERVICES

(continued)

2,125

(d) Veeva Systems Inc, Class A

$

633,059

TOTAL HEALTH CARE EQUIPMENT & SERVICES

9,761,775

HOUSEHOLD & PERSONAL PRODUCTS - 0.6%

11,000

Kenvue Inc

178,530

11,349

(c) Procter & Gamble Co/The

1,743,774

1,908

Reckitt Benckiser Group PLC

146,920

14,487

Unilever PLC

856,306

TOTAL HOUSEHOLD & PERSONAL PRODUCTS

2,925,530

INSURANCE - 0.8%

7,708

American International Group Inc

605,386

1,851

Chubb Ltd

522,445

5,950

Marsh & McLennan Cos Inc

1,199,104

6,117

(c) MetLife Inc

503,857

116,500

(d) Sony Financial Group Inc

129,195

1,222

Zurich Insurance Group AG

873,465

TOTAL INSURANCE

3,833,452

MATERIALS - 4.0%

3,230

(d) Air Liquide SA

672,992

25,189

BHP Group Ltd

703,660

22,964

CRH PLC

2,753,384

12,903

DuPont de Nemours Inc

1,005,144

36,143

Freeport-McMoRan Inc

1,417,528

300,202

Glencore PLC

1,382,618

10,694

Heidelberg Materials AG

2,417,334

10,256

(c),(d)

Linde PLC

4,871,599

1,050

Reliance Inc

294,872

73,660

(c) Smurfit WestRock PLC

3,135,706

32,300

Vale SA, Sponsored ADR

350,778

TOTAL MATERIALS

19,005,615

MEDIA & ENTERTAINMENT - 3.8%

13,810

(e) Alphabet Inc, Class A

3,357,211

12,440

Alphabet Inc, Class C

3,029,762

18,604

Comcast Corp, Class A

584,538

(d) Crown Finance US Inc

2,066

8,599

Meta Platforms Inc

6,314,934

725

(d) Netflix Inc

869,217

26,010

Nintendo Co Ltd

2,250,365

12,326

(c) Walt Disney Co/The

1,411,327

TOTAL MEDIA & ENTERTAINMENT

17,819,420

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 3.5%

5,868

AbbVie Inc

1,358,677

14,030

AstraZeneca PLC

2,149,409

48,200

Daiichi Sankyo Co Ltd

1,084,509

5,433

Danaher Corp

1,077,147

3,205

Eli Lilly & Co

2,445,414

404,270

Haleon PLC

1,819,287

6,256

Johnson & Johnson

1,159,988

2,145

Lonza Group AG

1,434,229

2,247

Novartis AG

288,916

14,542

Novo Nordisk A/S, Class B

809,722

1,288

(d) Regeneron Pharmaceuticals Inc

724,204

2,741

Roche Holding AG

912,708

6,658

Sanofi SA, ADR

314,258

1,700

(d) United Therapeutics Corp

712,657

3,445

Zoetis Inc

504,072

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

16,795,197

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 6.4%

23,200

Advantest Corp

2,295,471

1,991

Analog Devices Inc

489,189

2,739

Applied Materials Inc

560,783

1,407

ASML Holding NV

1,372,088

SHARES

DESCRIPTION

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

(continued)

4,217

(d) Bright Bidco BV

$

987

3,087

(d) Bright Bidco BV

722

24,049

Broadcom Inc

7,934,006

14,000

Intel Corp

469,700

9,849

Lam Research Corp

1,318,781

2,456

Micron Technology Inc

410,938

53,962

(c) NVIDIA Corp

10,068,229

1,665

NXP Semiconductors NV

379,170

17,819

Taiwan Semiconductor Manufacturing Co Ltd, Sponsored ADR

4,976,669

1,408

Texas Instruments Inc

258,692

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

30,535,425

SOFTWARE & SERVICES - 4.4%

4,502

Accenture PLC, Class A

1,110,193

12,787

(d) Avaya Holdings Corp

133,202

2,498

(d) Avaya Inc

26,022

21,300

(d) Fujitsu Ltd

499,662

26,562

(c) Microsoft Corp

13,757,787

3,795

(d) NEXTDC Ltd

42,575

Oracle Corp

98,434

3,450

(d) Palo Alto Networks Inc

702,489

4,631

Salesforce Inc

1,097,547

2,310

SAP SE

618,543

2,295

(c),(d)

ServiceNow Inc

2,112,043

1,000

(d) Synopsys Inc

493,390

TOTAL SOFTWARE & SERVICES

20,691,887

TECHNOLOGY HARDWARE & EQUIPMENT - 3.5%

8,528

Amphenol Corp, Class A

1,055,340

38,468

(c),(e)

Apple Inc

9,795,107

16,664

Cisco Systems Inc

1,140,151

(d) EJF SIDECAR FUND, SERIES LLC

1,984

Motorola Solutions Inc

907,263

4,136

(d) Riverbed Technology LLC/US

48,420

Samsung Electronics Co Ltd

2,902,794

2,930

TE Connectivity PLC

643,223

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

16,443,885

TELECOMMUNICATION SERVICES - 0.2%

5,003

(a) Cellnex Telecom SA

173,291

5,115

Infrastrutture Wireless Italiane SpA

60,109

125,119

Koninklijke KPN NV

600,513

1,387

T-Mobile US Inc

332,020

TOTAL TELECOMMUNICATION SERVICES

1,165,933

TRANSPORTATION - 1.5%

28,522

(a),(d)

Aena SME SA

779,773

1,879

Aeroports de Paris SA

248,929

35,129

Atlas Arteria Ltd

114,078

54,789

Auckland International Airport Ltd

250,441

Canadian National Railway Co

45,925

4,520

CSX Corp

160,505

4,022

DSV A/S

803,478

899

FedEx Corp

211,993

Flughafen Zurich AG

143,909

2,959

(d) Fraport AG Frankfurt Airport Services Worldwide

256,078

12,510

Getlink SE

230,677

1,427

(c) Grupo Aeroportuario del Centro Norte SAB de CV, ADR

148,222

1,465

Grupo Aeroportuario del Pacifico SAB de CV, ADR

347,483

1,485

Grupo Aeroportuario del Sureste SAB de CV, ADR

480,145

14,243

International Container Terminal Services Inc

115,509

873

Norfolk Southern Corp

262,258

106,481

Qube Holdings Ltd

289,206

25,184

Rumo SA

75,567

13,137

(d) Tokyo Metro Co Ltd

150,567

#### Portfolio of Investments September 30, 2025
(continued)

#### NMAI

SHARES

DESCRIPTION

VALUE

TRANSPORTATION

(continued)

57,442

Transurban Group

$

524,092

5,777

Union Pacific Corp

1,365,510

TOTAL TRANSPORTATION

7,004,345

UTILITIES - 3.9%

10,154

(c) Alliant Energy Corp

684,481

5,218

(d) AltaGas Ltd

160,773

7,768

Ameren Corp

810,824

9,023

American Electric Power Co Inc

1,015,088

14,266

CenterPoint Energy Inc

553,521

864

CMS Energy Corp

63,297

Constellation Energy Corp

150,714

1,950

Dominion Energy Inc

119,282

6,028

Duke Energy Corp

745,965

36,550

E.ON SE

688,437

51,910

Enel SpA

491,927

5,305

Engie SA

114,039

9,882

Entergy Corp

920,904

5,705

Evergy Inc

433,694

Eversource Energy

34,218

105,398

Iberdrola SA

1,995,113

IDACORP Inc

54,578

58,446

National Grid PLC

839,791

1,051

National Grid PLC, Sponsored ADR

76,376

30,097

(c) NextEra Energy Inc

2,272,022

10,330

(e) NiSource Inc

447,289

1,337

NRG Energy Inc

216,527

11,308

PG&E Corp

170,525

8,410

(d) PPL Corp

312,516

3,666

Redeia Corp SA

70,782

29,959

RWE AG

1,332,537

26,976

Sembcorp Industries Ltd

126,037

6,849

Sempra

616,273

3,547

Severn Trent PLC

123,672

6,089

SSE PLC

142,822

5,283

Veolia Environnement SA

180,161

2,889

Vistra Corp

566,013

9,344

WEC Energy Group Inc

1,070,729

10,773

Xcel Energy Inc

868,842

TOTAL UTILITIES

18,469,769

TOTAL COMMON STOCKS

(Cost $246,469,130)

323,255,964

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

91654477

CORPORATE BONDS - 19.3% (13.5% of Total Investments) (f)

91654477

AUTOMOBILES & COMPONENTS - 0.3%

105,000

(a) Clarios Global LP / Clarios US Finance Co

.750

%

02/15/30

108,466

295,000

(g),(h)

General Motors Financial Co Inc

.750

N/A

292,304

177,000

(g),(h)

General Motors Financial Co Inc

.700

N/A

176,218

375,000

Goodyear Tire & Rubber Co/The

.000

07/15/29

362,129

165,000

(a) Phinia Inc

.750

04/15/29

169,981

255,000

(a) Phinia Inc

.625

10/15/32

262,811

TOTAL AUTOMOBILES & COMPONENTS

1,371,909

BANKS - 2.7%

294,000

(g),(h)

Bank of America Corp

.250

N/A

297,756

266,000

(g),(h)

Bank of America Corp

.125

N/A

269,015

170,000

Bank of America Corp

.162

01/24/31

175,455

92,000

(g),(h)

Bank of America Corp

.375

N/A

90,490

1,163,000

(g),(h)

Bank of America Corp

.625

N/A

1,210,088

400,000

Citibank NA

.576

05/29/27

403,539

169,000

(g),(h)

Citigroup Inc

.875

N/A

174,164

147,000

(g),(h)

Citigroup Inc

.250

N/A

147,927

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

(continued)

100,000

Citigroup Inc

.503

%

09/11/31

$

100,054

314,000

(g),(h)

Citigroup Inc

.000

N/A

333,515

260,000

(g),(h)

Citigroup Inc

.375

N/A

270,904

794,000

(c),(g),(h)

Citigroup Inc

.625

N/A

833,586

378,000

(g),(h)

Citigroup Inc

.125

N/A

390,520

85,000

Citigroup Inc

.174

09/11/36

85,863

125,000

(g),(h),(i)

Citizens Financial Group Inc (TSFR3M + 3.419%)

.704

N/A

124,705

335,000

(g),(h)

Citizens Financial Group Inc

.000

N/A

328,288

229,000

(g),(h),(i)

Fifth Third Bancorp (TSFR3M + 3.295%)

.296

N/A

228,310

242,000

(g),(h),(i)

First Citizens BancShares Inc/NC (TSFR3M + 4.234%)

.271

N/A

249,204

431,000

(g),(h)

Huntington Bancshares Inc/OH

.625

N/A

435,709

268,000

(g),(h)

Huntington Bancshares Inc/OH

.250

N/A

267,294

351,000

(g),(h)

JPMorgan Chase & Co

.500

N/A

363,332

1,103,000

(c),(g),(h)

JPMorgan Chase & Co

.875

N/A

1,161,741

270,000

(g),(h)

M&T Bank Corp

.125

N/A

268,819

180,000

Morgan Stanley Bank NA

.952

01/14/28

181,774

850,000

Morgan Stanley Private Bank NA

.734

07/18/31

862,693

253,000

(g),(h)

PNC Financial Services Group Inc/The

.400

N/A

245,215

529,000

(g),(h)

PNC Financial Services Group Inc/The

.250

N/A

542,807

325,000

(g),(h)

PNC Financial Services Group Inc/The

.000

N/A

327,407

715,000

(g),(h)

Truist Financial Corp

.669

N/A

718,248

152,000

(g),(h)

Truist Financial Corp

.100

N/A

151,743

65,000

(h) Webster Financial Corp

.784

09/11/35

65,008

308,000

(g),(h)

Wells Fargo & Co

.900

N/A

305,009

125,000

Wells Fargo & Co

.150

04/23/31

128,913

950,000

(c),(g),(h)

Wells Fargo & Co

.625

N/A

1,016,899

497,000

(g),(h)

Wells Fargo & Co

.850

N/A

522,292

TOTAL BANKS

13,278,286

CAPITAL GOODS - 0.9%

220,000

(a) AECOM

.000

08/01/33

224,926

93,000

(g),(h)

Air Lease Corp

.125

N/A

89,886

241,000

(g),(h)

Air Lease Corp

.000

N/A

233,816

300,000

(a) Alta Equipment Group Inc

.000

06/01/29

280,003

215,000

Boeing Co/The

.805

05/01/50

214,799

150,000

(a) Camelot Return Merger Sub Inc

.750

08/01/28

145,126

75,000

(a) Gates Corp/DE

.875

07/01/29

77,824

135,000

(a) Goat Holdco LLC

.750

02/01/32

138,375

315,000

(a) Herc Holdings Inc

.000

06/15/30

327,199

195,000

(a) Herc Holdings Inc

.625

06/15/29

200,363

50,000

Honeywell International Inc

.250

03/01/54

48,126

115,000

L3Harris Technologies Inc

.400

07/31/33

119,869

180,000

(a) Masterbrand Inc

.000

07/15/32

186,017

250,000

(a) Quikrete Holdings Inc

.375

03/01/32

258,961

275,000

Regal Rexnord Corp

.050

04/15/28

284,469

120,000

(a) Standard Building Solutions Inc

.250

08/01/33

121,606

375,000

(a) TransDigm Inc

.875

12/15/30

388,550

450,000

(a) TransDigm Inc

.375

03/01/29

460,079

300,000

(a) TransDigm Inc

.375

05/31/33

303,373

200,000

(a) Windsor Holdings III LLC

.500

06/15/30

211,422

TOTAL CAPITAL GOODS

4,314,789

COMMERCIAL & PROFESSIONAL SERVICES - 0.4%

230,000

(a),(j)

AMN Healthcare Inc

.500

01/15/31

230,711

240,000

(a) ASGN Inc

.625

05/15/28

235,588

75,000

(a) Boost Newco Borrower LLC

.500

01/15/31

79,567

105,000

(a),(j)

Clean Harbors Inc

.750

10/15/33

105,917

200,000

(a) Neptune Bidco US Inc

.290

04/15/29

196,338

215,000

(a) Prime Security Services Borrower LLC / Prime Finance Inc

.750

04/15/26

215,880

200,000

(a) Prime Security Services Borrower LLC / Prime Finance Inc

.375

08/31/27

194,414

400,000

(a) RR Donnelley & Sons Co

.500

08/01/29

409,947

60,000

(a) Science Applications International Corp

.875

11/01/33

60,019

110,000

Verisk Analytics Inc

.250

03/15/35

112,138

#### Portfolio of Investments September 30, 2025
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COMMERCIAL & PROFESSIONAL SERVICES

(continued)

120,000

Waste Management Inc

.950

%

03/15/35

$

121,798

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

1,962,317

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 0.6%

240,000

(a) Academy Ltd

.000

11/15/27

239,863

225,000

(a) Bath & Body Works Inc

.625

10/01/30

230,017

310,000

Kohl's Corp

.625

05/01/31

244,729

240,000

(a) LCM Investments Holdings II LLC

.875

05/01/29

235,141

50,000

(a) Macy's Retail Holdings LLC

.125

03/15/32

50,048

525,000

(a) Michaels Cos Inc/The

.250

05/01/28

483,215

300,000

(a) Michaels Cos Inc/The

.875

05/01/29

250,500

80,000

O'Reilly Automotive Inc

.200

04/01/30

79,717

50,000

(a) Park River Holdings Inc

.000

03/15/31

50,634

270,000

(a) Queen MergerCo Inc

.750

04/30/32

279,557

300,000

(a) Staples Inc

.750

09/01/29

296,631

50,000

(a) Veritiv Operating Co

.500

11/30/30

53,661

150,000

(a) Wayfair LLC

.250

10/31/29

154,656

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

2,648,369

CONSUMER DURABLES & APPAREL - 0.3%

300,000

(a) CD&R Smokey Buyer Inc

.500

10/15/29

234,623

60,000

(a) Champ Acquisition Corp

.375

12/01/31

63,788

240,000

Newell Brands Inc

.625

09/15/29

241,370

360,000

(a) S&S Holdings LLC

.375

10/01/31

352,930

60,000

(a) TopBuild Corp

.625

01/31/34

59,782

345,000

(a) Wolverine World Wide Inc

.000

08/15/29

315,633

TOTAL CONSUMER DURABLES & APPAREL

1,268,126

CONSUMER SERVICES - 0.8%

225,000

(a) Caesars Entertainment Inc

.000

10/15/32

221,616

360,000

(a) Carnival Corp

.875

06/15/31

368,907

155,000

(a) Carnival Corp

.750

08/01/32

157,740

460,000

(a) Churchill Downs Inc

.750

04/01/30

459,584

285,000

(a) Cinemark USA Inc

.000

08/01/32

296,216

345,000

(a) Fertitta Entertainment LLC / Fertitta Entertainment Finance Co

Inc

.625

01/15/29

328,350

120,000

(a) Life Time Inc

.000

11/15/31

121,916

150,000

(a) Light & Wonder International Inc

.250

10/01/33

150,255

240,000

(a) Marriott Ownership Resorts Inc

.500

10/01/33

238,902

185,000

MGM Resorts International

.125

09/15/29

188,293

100,000

(a) Muvico LLC

.000

02/19/29

108,446

60,000

(a) NCL Corp Ltd

.875

01/15/31

59,998

95,000

(a) NCL Corp Ltd

.250

09/15/33

95,492

450,000

Piedmont Operating Partnership LP

.250

07/20/28

499,677

150,000

(a) Six Flags Entertainment Corp / Six Flags Theme Parks Inc

.625

05/01/32

152,822

150,000

(a) Wynn Resorts Finance LLC / Wynn Resorts Capital Corp

.250

03/15/33

152,322

TOTAL CONSUMER SERVICES

3,600,536

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.1%

250,000

(a) Albertsons Cos Inc / Safeway Inc / New Albertsons LP /

Albertsons LLC

.250

03/15/33

255,675

200,000

(a) Albertsons Cos Inc / Safeway Inc / New Albertsons LP /

Albertsons LLC

.875

02/15/28

199,956

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

455,631

ENERGY - 2.1%

225,000

(a) Antero Midstream Partners LP / Antero Midstream Finance

Corp

.750

10/15/33

224,002

250,000

(a) Archrock Partners LP / Archrock Partners Finance Corp

.625

09/01/32

256,446

195,000

(a) Archrock Partners LP / Archrock Partners Finance Corp

.250

04/01/28

195,270

325,000

(a) Ascent Resources Utica Holdings LLC / ARU Finance Corp

.625

10/15/32

331,652

240,000

(a) Buckeye Partners LP

.750

02/01/30

249,276

400,000

(a) Chord Energy Corp

.750

03/15/33

405,275

85,000

(a) Chord Energy Corp

.000

10/01/30

84,408

295,000

(a) Civitas Resources Inc

.750

07/01/31

302,231

165,000

(a) Civitas Resources Inc

.375

07/01/28

171,031

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

(continued)

280,000

(a) CNX Resources Corp

.250

%

03/01/32

$

290,480

95,000

(a) Delek Logistics Partners LP / Delek Logistics Finance Corp

.375

06/30/33

96,605

358,000

(g),(h)

Energy Transfer LP

.125

N/A

369,920

49,000

(g),(h)

Energy Transfer LP

.625

N/A

48,906

91,000

(g),(h)

Energy Transfer LP

.500

N/A

91,339

95,000

(h) Energy Transfer LP

.000

05/15/54

101,519

273,000

(h) Energy Transfer LP

.750

02/15/56

272,508

150,000

Genesis Energy LP / Genesis Energy Finance Corp

.875

05/15/32

156,443

160,000

(a) Global Partners LP / GLP Finance Corp

.250

01/15/32

168,746

400,000

(a) Harvest Midstream I LP

.500

05/15/32

408,602

100,000

(a) Hilcorp Energy I LP / Hilcorp Finance Co

.250

04/15/32

95,935

130,000

(a) Hilcorp Energy I LP / Hilcorp Finance Co

.375

11/01/33

136,536

495,000

(a) Hilcorp Energy I LP / Hilcorp Finance Co

.750

02/01/29

487,623

90,000

(a) Howard Midstream Energy Partners LLC

.625

01/15/34

91,762

345,000

(a) Kinetik Holdings LP

.875

06/15/30

347,007

150,000

(a) Kodiak Gas Services LLC

.250

02/15/29

155,650

75,000

(a) Kodiak Gas Services LLC

.750

10/01/35

77,007

50,000

(a) Kodiak Gas Services LLC

.500

10/01/33

50,909

220,000

(a) Matador Resources Co

.250

04/15/33

221,034

225,000

(a) Noble Finance II LLC

.000

04/15/30

232,888

120,000

ONEOK Inc

.050

11/01/34

118,342

400,000

(a) PBF Holding Co LLC / PBF Finance Corp

.875

09/15/30

394,928

150,000

(a) Rockies Express Pipeline LLC

.750

03/15/33

156,572

300,000

(a) Sunoco LP

.250

07/01/33

305,353

225,000

(a),(g),(h)

Sunoco LP

.875

N/A

228,535

150,000

(a) Sunoco LP

.625

03/31/31

148,893

150,000

(a) Sunoco LP

.875

03/15/34

148,701

150,000

(a) Talos Production Inc

.000

02/01/29

155,104

110,000

Targa Resources Corp

.550

08/15/35

112,191

126,538

(a) Transocean Aquila Ltd

.000

09/30/28

130,161

85,000

(a),(j)

Transocean International Ltd

.875

10/15/32

85,000

101,250

(a) Transocean International Ltd

.750

02/15/30

106,532

85,000

(a) Transocean Titan Financing Ltd

.375

02/01/28

87,091

60,000

(a) USA Compression Partners LP / USA Compression Finance

Corp

.250

10/01/33

60,230

400,000

(a) USA Compression Partners LP / USA Compression Finance

Corp

.125

03/15/29

412,530

750,000

(a),(c)

Venture Global LNG Inc

.000

01/15/30

776,073

254,000

(a),(g),(h)

Venture Global LNG Inc

.000

N/A

251,734

235,000

(a) Venture Global LNG Inc

.125

06/01/28

243,241

65,000

(a) Venture Global Plaquemines LNG LLC

.500

01/15/34

68,423

185,000

(a),(j)

Weatherford International Ltd

.750

10/15/33

185,129

TOTAL ENERGY

10,295,773

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 0.5%

220,000

GLP Capital LP / GLP Financing II Inc

.750

06/01/28

226,101

140,000

GLP Capital LP / GLP Financing II Inc

.000

01/15/30

135,580

250,000

Healthcare Realty Holdings LP

.400

03/15/30

225,978

400,000

(a) Iron Mountain Inc

.000

02/15/29

412,212

175,000

(a) Millrose Properties Inc

.375

08/01/30

177,973

120,000

(a) Millrose Properties Inc

.250

09/15/32

120,314

195,000

MPT Operating Partnership LP / MPT Finance Corp

.000

10/15/27

188,902

105,000

(a) MPT Operating Partnership LP / MPT Finance Corp

.500

02/15/32

111,569

250,000

(a) RLJ Lodging Trust LP

.750

07/01/26

247,478

350,000

(a) Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital

LLC

.750

04/15/28

342,741

165,000

Ventas Realty LP

.000

01/15/35

165,076

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

2,353,924

FINANCIAL SERVICES - 2.6%

203,000

(g),(h)

Ally Financial Inc

.700

N/A

187,087

144,600

(g),(h)

Ally Financial Inc

.700

N/A

140,830

305,000

(a),(g),(h)

American AgCredit Corp

.250

N/A

298,900

150,000

(a) Azorra Finance Ltd

.250

01/15/31

156,194

#### Portfolio of Investments September 30, 2025
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES

(continued)

50,000

(a) Azorra Finance Ltd

.750

%

04/15/30

$

52,619

250,000

Block Inc

.500

05/15/32

258,752

200,000

(a) Burford Capital Global Finance LLC

.500

07/15/33

203,520

130,000

(g),(h)

Capital One Financial Corp

.500

N/A

130,209

200,000

(g),(h)

Capital One Financial Corp

.950

N/A

196,335

$

307,000

(g),(h)

Charles Schwab Corp/The

.000

N/A

303,547

407,000

(a) Compass Group Diversified Holdings LLC

.250

04/15/29

375,999

70,000

(a) CrossCountry Intermediate HoldCo LLC

.500

10/01/30

70,258

250,000

(a) Encore Capital Group Inc

.625

04/15/31

249,272

450,000

(a) Encore Capital Group Inc

.500

05/15/30

477,876

285,000

(a) FirstCash Inc

.875

03/01/32

294,578

150,000

(a) Freedom Mortgage Holdings LLC

.875

04/01/33

154,527

330,000

(a) Freedom Mortgage Holdings LLC

.375

04/01/32

345,890

179,000

(g),(h)

Goldman Sachs Group Inc/The

.300

N/A

178,853

505,000

(g),(h)

Goldman Sachs Group Inc/The

.850

N/A

524,557

305,000

(g),(h)

Goldman Sachs Group Inc/The

.125

N/A

309,548

543,000

(g),(h)

Goldman Sachs Group Inc/The

.500

N/A

573,266

338,000

(g),(h)

Goldman Sachs Group Inc/The

.500

N/A

358,723

90,000

Goldman Sachs Group Inc/The

.536

01/28/36

93,946

294,000

(g),(h)

Goldman Sachs Group Inc/The

.379

N/A

296,872

300,000

(a) Hunt Cos Inc

.250

04/15/29

292,484

500,000

Icahn Enterprises LP / Icahn Enterprises Finance Corp

.250

05/15/27

491,472

300,000

(a) Icahn Enterprises LP / Icahn Enterprises Finance Corp

.000

11/15/29

301,325

400,000

(a) Jane Street Group / JSG Finance Inc

.125

11/01/32

405,424

415,000

JPMorgan Chase & Co

.572

04/22/36

437,420

435,000

JPMorgan Chase & Co

.103

04/22/31

449,407

370,000

Morgan Stanley

.664

04/17/36

390,372

600,000

Navient Corp

.500

03/15/29

588,185

115,000

OneMain Finance Corp

.125

05/15/30

116,459

690,000

(c) OneMain Finance Corp

.625

05/15/29

709,230

140,000

(a) Osaic Holdings Inc

.750

08/01/32

144,597

180,000

(a) PennyMac Financial Services Inc

.875

12/15/29

191,033

300,000

(a) PennyMac Financial Services Inc

.125

11/15/30

312,379

175,000

(a) Rocket Cos Inc

.125

08/01/30

179,606

60,000

(a) Starwood Property Trust Inc

.500

07/01/30

62,061

375,000

(a) Starwood Property Trust Inc

.000

04/15/30

380,700

177,000

(g),(h)

State Street Corp

.700

N/A

184,095

240,000

(a) UWM Holdings LLC

.625

02/01/30

244,148

229,000

(g),(h)

Voya Financial Inc

.758

N/A

243,265

165,000

(a) Walker & Dunlop Inc

.625

04/01/33

168,737

240,000

(a) WEX Inc

.500

03/15/33

245,108

185,000

(a) Wynnton Funding Trust II

.991

08/15/55

189,894

TOTAL FINANCIAL SERVICES

12,959,559

FOOD, BEVERAGE & TOBACCO - 0.7%

180,000

Constellation Brands Inc

.800

05/01/30

182,554

345,000

(a) Darling Ingredients Inc

.000

06/15/30

348,299

50,000

Kraft Heinz Foods Co

.200

07/15/45

46,200

150,000

Kraft Heinz Foods Co

.875

05/15/27

149,331

80,000

Kraft Heinz Foods Co

.500

06/01/50

75,563

1,000,000

(a),(g),(h)

Land O' Lakes Inc

.000

N/A

980,000

125,000

(a) Mars Inc

.600

03/01/28

126,529

110,000

(a) Mars Inc

.200

03/01/35

112,435

40,000

(a) Mars Inc

.650

05/01/45

40,577

195,000

(a) Mars Inc

.700

05/01/55

197,525

300,000

(a) Post Holdings Inc

.375

03/01/33

302,793

300,000

(a) Primo Water Holdings Inc / Triton Water Holdings Inc

.250

04/01/29

299,752

390,000

(a) Viking Baked Goods Acquisition Corp

.625

11/01/31

390,084

TOTAL FOOD, BEVERAGE & TOBACCO

3,251,642

HEALTH CARE EQUIPMENT & SERVICES - 1.0%

150,000

(a) CHS/Community Health Systems Inc

.250

05/15/30

135,697

200,000

(a) CHS/Community Health Systems Inc

.875

01/15/32

211,819

150,000

(a) CHS/Community Health Systems Inc

.750

01/15/34

153,675

PRINCIPAL

DESCRIPTION

VALUE

MATURITY

VALUE

HEALTH CARE EQUIPMENT & SERVICES

(continued)

$

120,000

CVS Health Corp

.050

%

03/25/48

$

106,769

142,000

(h) CVS Health Corp

.750

12/10/54

146,577

80,000

(h) CVS Health Corp

.000

03/10/55

83,979

75,000

CVS Health Corp

.450

09/15/35

76,320

285,000

(a) DaVita Inc

.625

06/01/30

273,141

300,000

(a) DaVita Inc

.875

09/01/32

309,911

270,000

(a) DaVita Inc

.750

07/15/33

278,423

85,000

(a) Global Medical Response Inc

.375

10/01/32

87,491

42,000

(a) Heartland Dental LLC / Heartland Dental Finance Corp

.500

04/30/28

44,255

180,000

(a) IQVIA Inc

.250

06/01/32

185,065

150,000

(a) LifePoint Health Inc

.875

08/15/30

162,441

80,000

(a) Molina Healthcare Inc

.250

01/15/33

80,889

250,000

(a) Mozart Debt Merger Sub Inc

.875

04/01/29

241,111

300,000

(a) Prime Healthcare Services Inc

.375

09/01/29

312,000

375,000

(a) Radiology Partners Inc

.500

07/15/32

388,064

50,000

(a) Star Parent Inc

.000

10/01/30

52,860

456,632

(a) Team Health Holdings Inc, (cash 9.000%, PIK 4.500%)

.000

06/30/28

493,162

195,000

(a) Team Health Holdings Inc

.375

06/30/28

199,193

250,000

Tenet Healthcare Corp

.125

10/01/28

250,145

150,000

UnitedHealth Group Inc

.050

04/15/53

137,443

130,000

UnitedHealth Group Inc

.500

07/15/44

130,245

TOTAL HEALTH CARE EQUIPMENT & SERVICES

4,540,675

HOUSEHOLD & PERSONAL PRODUCTS - 0.0%

50,000

Haleon US Capital LLC

.625

03/24/32

47,382

TOTAL HOUSEHOLD & PERSONAL PRODUCTS

47,382

INSURANCE - 1.5%

400,000

(a) Acrisure LLC / Acrisure Finance Inc

.750

07/01/32

411,874

500,000

(a) Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer

.500

10/01/31

511,216

475,000

(a) Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer

.250

10/15/27

467,114

214,000

(h) American National Group Inc

.000

12/01/55

220,544

50,000

(a) APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC /

APH3 Somerset Inves

.875

11/01/29

52,181

393,000

(h) Assurant Inc

.000

03/27/48

402,846

244,000

(h) Corebridge Financial Inc

.375

09/15/54

250,441

235,000

(h) Enstar Finance LLC

.500

01/15/42

233,303

184,000

(a),(h)

Enstar Group Ltd

.500

04/01/45

191,896

375,000

(a) HUB International Ltd

.250

06/15/30

391,089

207,000

(h) MetLife Inc

.350

03/15/55

219,930

354,000

(a),(h)

MetLife Inc

.250

04/08/38

424,861

459,000

(a) Omnis Funding Trust

.722

05/15/55

495,099

600,000

(a) Panther Escrow Issuer LLC

.125

06/01/31

624,071

125,000

(a) Pine Street Trust III

.223

05/15/54

128,772

360,000

(h) Provident Financing Trust I

.405

03/15/38

391,483

150,000

(h) Prudential Financial Inc

.500

03/15/54

160,515

210,000

(h) Prudential Financial Inc

.125

03/01/52

210,761

150,000

Reinsurance Group of America Inc

.750

09/15/34

156,822

150,000

(a) Ryan Specialty LLC

.875

08/01/32

151,678

600,000

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

SBL Holdings Inc

.508

N/A

623,986

575,000

(a),(g),(h)

SBL Holdings Inc

.500

N/A

559,241

TOTAL INSURANCE

7,279,723

MATERIALS - 0.5%

125,000

Amcor Group Finance PLC

.450

05/23/29

129,148

250,000

(a) Arsenal AIC Parent LLC

.000

10/01/30

264,699

350,000

(a) Avient Corp

.250

11/01/31

355,434

75,000

Ball Corp

.000

06/15/29

76,773

200,000

(a) Compass Minerals International Inc

.000

07/01/30

209,035

300,000

(a) EverArc Escrow Sarl

.000

10/30/29

293,627

50,000

International Flavors & Fragrances Inc

.000

09/26/48

43,949

80,000

(a) Methanex US Operations Inc

.250

03/15/32

81,397

350,000

(a) Olin Corp

.625

04/01/33

351,806

60,000

(a) Owens-Brockway Glass Container Inc

.250

05/15/31

61,079

#### Portfolio of Investments September 30, 2025
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

VALUE

MATURITY

VALUE

MATERIALS

(continued)

$

170,000

(a) Qnity Electronics Inc

.750

%

08/15/32

$

171,297

55,000

(a) Qnity Electronics Inc

.250

08/15/33

56,165

150,000

(a) Sealed Air Corp

.500

07/15/32

155,356

50,000

(a) Solstice Advanced Materials Inc

.625

09/30/33

50,165

100,000

(a) WR Grace Holdings LLC

.625

08/15/32

98,878

TOTAL MATERIALS

2,398,808

MEDIA & ENTERTAINMENT - 1.2%

195,000

(a) Arches Buyer Inc

.250

06/01/28

191,089

200,000

CCO Holdings LLC / CCO Holdings Capital Corp

.500

05/01/32

182,013

575,000

(a) CCO Holdings LLC / CCO Holdings Capital Corp

.500

08/15/30

543,038

855,000

(a),(c)

CCO Holdings LLC / CCO Holdings Capital Corp

.250

02/01/31

787,652

90,000

Charter Communications Operating LLC / Charter

Communications Operating Capital

.550

06/01/34

95,915

80,000

Comcast Corp

.350

05/15/53

75,015

87,000

(a) CSC Holdings LLC

.500

04/15/27

82,574

105,000

(a) Directv Financing LLC

.875

02/01/30

103,711

360,000

(a) Directv Financing LLC / Directv Financing Co-Obligor Inc

.875

08/15/27

359,596

225,000

(a) DISH Network Corp

.750

11/15/27

238,108

152,000

(a),(g),(h)

Farm Credit Bank of Texas

.750

N/A

158,977

260,000

(a) Gray Media Inc

.250

08/15/33

257,648

200,000

(a) Gray Media Inc

.750

10/15/30

153,250

200,000

(a) Gray Media Inc

.500

07/15/29

216,250

69,000

(a) McGraw-Hill Education Inc

.750

08/01/28

68,959

225,000

(a) McGraw-Hill Education Inc

.375

09/01/31

233,764

250,000

(a) Outfront Media Capital LLC / Outfront Media Capital Corp

.000

08/15/27

248,744

165,000

(a) Scripps Escrow II Inc

.875

01/15/29

145,362

150,000

(a) Sirius XM Radio LLC

.875

09/01/31

135,942

40,000

(a) Univision Communications Inc

.375

08/01/32

42,627

225,000

(a) Univision Communications Inc

.500

05/01/29

212,226

300,000

(a) Univision Communications Inc

.500

07/31/31

309,793

150,000

Warnermedia Holdings Inc

.141

03/15/52

111,750

225,000

Warnermedia Holdings Inc

.050

03/15/42

179,622

150,000

Warnermedia Holdings Inc

.279

03/15/32

137,438

240,000

(a) Ziff Davis Inc

.625

10/15/30

226,197

TOTAL MEDIA & ENTERTAINMENT

5,497,260

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.3%

200,000

(a) 1261229 BC Ltd

.000

04/15/32

205,010

65,000

AbbVie Inc

.950

03/15/31

67,186

70,000

Amgen Inc

.650

03/02/53

69,821

300,000

(a) Bausch Health Cos Inc

.875

06/01/28

268,500

410,000

(a) Organon & Co / Organon Foreign Debt Co-Issuer BV

.875

05/15/34

379,825

250,000

(a) Organon & Co / Organon Foreign Debt Co-Issuer BV

.125

04/30/31

219,012

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

1,209,354

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.1%

330,000

(a) Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp

.000

04/15/30

333,961

295,000

Kennedy-Wilson Inc

.000

03/01/31

274,413

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

608,374

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.1%

295,000

Broadcom Corp

.200

10/15/30

294,497

100,000

Broadcom Inc

.200

07/15/35

103,060

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

397,557

SOFTWARE & SERVICES - 0.2%

450,000

(a) Ahead DB Holdings LLC

.625

05/01/28

450,099

25,000

(a) Amentum Escrow Corp

.250

08/01/32

25,959

165,000

(a) Fair Isaac Corp

.000

05/15/33

167,053

110,000

Oracle Corp

.200

09/26/35

110,606

135,000

Oracle Corp

.875

09/26/45

135,367

TOTAL SOFTWARE & SERVICES

889,084

PRINCIPAL

DESCRIPTION

VALUE

MATURITY

VALUE

TECHNOLOGY HARDWARE & EQUIPMENT - 0.1%

$

40,000

Apple Inc

.650

%

05/11/50

$

25,629

300,000

(a) Imola Merger Corp

.750

05/15/29

291,787

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

317,416

TELECOMMUNICATION SERVICES - 0.5%

60,000

AT&T Inc

.650

06/01/51

43,388

120,000

AT&T Inc

.500

09/15/53

83,004

270,000

AT&T Inc

.800

12/01/57

192,523

90,000

EchoStar Corp, (cash 6.750%, PIK 6.750%)

.750

11/30/30

92,786

104,000

EchoStar Corp

.750

11/30/29

114,418

375,000

(a) Frontier Communications Holdings LLC

.875

10/15/27

374,773

275,000

(a) Level 3 Financing Inc

.875

06/15/29

258,528

300,000

(a) Level 3 Financing Inc

.875

06/30/33

305,754

75,000

T-Mobile US Inc

.125

05/15/32

77,187

80,000

T-Mobile US Inc

.300

05/15/35

81,935

410,000

(a) Windstream Escrow LLC / Windstream Escrow Finance Corp

.250

10/01/31

424,708

95,000

(a),(j)

Windstream Services LLC

.500

10/15/33

94,974

197,620

(a) Zayo Group Holdings Inc

.250

03/09/30

189,221

TOTAL TELECOMMUNICATION SERVICES

2,333,199

TRANSPORTATION - 0.2%

180,000

(a) Air Transport Services Group Inc

.250

03/15/32

189,546

295,000

(a) American Airlines Inc

.250

02/15/28

302,214

195,000

(a) Genesee & Wyoming Inc

.250

04/15/32

198,148

250,000

(a) United Airlines Inc

.375

04/15/26

249,616

TOTAL TRANSPORTATION

939,524

UTILITIES - 1.6%

100,000

AEP Transmission Co LLC

.400

03/15/53

99,173

143,000

(h) AES Corp/The

.600

01/15/55

148,127

192,000

(h) AES Corp/The

.950

07/15/55

188,424

105,000

Atmos Energy Corp

.200

08/15/35

107,493

192,000

(h) CMS Energy Corp

.500

06/01/55

198,787

115,000

(h) Dominion Energy Inc

.000

06/01/54

124,693

85,000

DTE Electric Co

.200

03/01/34

87,972

145,000

Duke Energy Carolinas LLC

.350

01/15/53

142,216

125,000

Duke Energy Carolinas LLC

.250

12/15/41

110,410

300,000

Duke Energy Carolinas Nc Storm Funding II LLC

.000

07/01/35

298,983

101,000

(h) Duke Energy Corp

.450

09/01/54

106,684

150,000

(g),(h)

Edison International

.375

N/A

145,630

103,000

(g),(h)

Edison International

.000

N/A

97,591

139,000

(h) Edison International

.125

06/15/53

142,059

314,000

(h) Entergy Corp

.125

12/01/54

328,098

193,000

(h) EUSHI Finance Inc

.625

12/15/54

202,343

550,000

(a) Ferrellgas LP / Ferrellgas Finance Corp

.875

04/01/29

511,853

70,000

Florida Power & Light Co

.700

03/15/55

72,559

165,000

Interstate Power and Light Co

.600

06/29/35

171,425

262,000

(h) NextEra Energy Capital Holdings Inc

.750

06/15/54

281,580

155,000

Northern States Power Co/MN

.050

05/15/35

158,086

150,000

(a) NRG Energy Inc

.750

01/15/34

149,847

225,000

(a) NRG Energy Inc

.000

02/01/33

228,503

180,000

(a) NRG Energy Inc

.250

11/01/34

184,516

484,000

PG&E Corp

.000

07/01/28

479,520

128,000

(h) PG&E Corp

.375

03/15/55

131,501

50,000

PG&E Corp

.250

07/01/30

49,307

269,000

(h) Sempra

.550

04/01/55

274,881

121,000

(h) Sempra

.375

04/01/56

124,176

195,000

Suburban Propane Partners LP/Suburban Energy Finance Corp

.875

03/01/27

194,440

585,000

(a) Talen Energy Supply LLC

.625

06/01/30

621,001

390,000

(a) TerraForm Power Operating LLC

.000

01/31/28

387,185

217,000

(a),(g),(h)

Vistra Corp

.875

N/A

238,406

185,000

(a),(g),(h)

Vistra Corp

.000

N/A

189,229

255,000

(a) Vistra Operations Co LLC

.750

10/15/31

269,839

60,000

(a) XPLR Infrastructure Operating Partners LP

.375

01/15/31

62,880

#### Portfolio of Investments September 30, 2025
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

VALUE

MATURITY

VALUE

UTILITIES

(continued)

$

120,000

(a) XPLR Infrastructure Operating Partners LP

.625

%

03/15/33

$

125,843

TOTAL UTILITIES

7,435,260

TOTAL CORPORATE BONDS

(Cost $90,258,583)

91,654,477

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

69333176

EMERGING MARKET DEBT AND FOREIGN CORPORATE BONDS - 14.6% (10.2% of

Total Investments)

69333176

ANGOLA - 0.0%

200,000

(a) Angolan Government International Bond

.750

04/14/32

190,745

TOTAL ANGOLA

190,745

ARGENTINA - 0.2%

140,000

(a) Arcor SAIC

.600

07/31/33

138,250

100,000

Argentine Republic Government International Bond

.750

07/09/30

67,150

475,000

Argentine Republic Government International Bond

.125

07/09/35

246,762

200,000

Argentine Republic Government International Bond

.000

01/09/38

112,300

298,480

(a) Provincia de Buenos Aires/Government Bonds

.625

09/01/37

173,865

250,000

(a) YPF SA

.250

01/17/34

240,719

TOTAL ARGENTINA

979,046

AUSTRALIA - 0.2%

200,000

AngloGold Ashanti Holdings PLC

.750

10/01/30

190,807

255,000

(a) Mineral Resources Ltd

.000

11/01/27

259,920

285,000

(a) Mineral Resources Ltd

.250

10/01/28

298,625

35,000

(a),(j)

Mineral Resources Ltd

.000

04/01/31

35,453

TOTAL AUSTRALIA

784,805

BARBADOS - 0.0%

150,000

(a) Barbados Government International Bond

.000

06/26/35

155,973

TOTAL BARBADOS

155,973

BELGIUM - 0.0%

64,000

Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide

Inc

.900

02/01/46

59,957

TOTAL BELGIUM

59,957

BENIN - 0.0%

EUR

190,000

(a) Benin Government International Bond

.950

01/22/35

204,523

TOTAL BENIN

204,523

BRAZIL - 0.6%

150,000

(a) Banco Bradesco SA/Cayman Islands

.500

01/22/30

158,250

BRL

285,000

Brazil Notas do Tesouro Nacional Serie F

.000

01/01/27

51,281

BRL

1,575,000

Brazil Notas do Tesouro Nacional Serie F

.000

01/01/31

259,124

340,000

Brazilian Government International Bond

.000

10/20/33

348,160

200,000

Brazilian Government International Bond

.250

01/12/56

202,270

200,000

(a) Caixa Economica Federal

.625

05/13/30

202,730

200,000

(a) Klabin Austria GmbH

.750

04/03/29

203,367

200,000

(a) LD Celulose International GmbH

.950

01/26/32

211,452

200,000

(a) Minerva Luxembourg SA

.875

09/13/33

219,624

145,000

Petrobras Global Finance BV

.750

06/03/50

137,272

115,000

Petrobras Global Finance BV

.500

06/10/51

94,662

200,000

(a) Raizen Fuels Finance SA

.700

01/17/35

184,220

200,000

(a) Rede D'or Finance Sarl

.450

09/09/35

205,500

TOTAL BRAZIL

2,477,912

CANADA - 1.5%

75,000

(a) 1011778 BC ULC / New Red Finance Inc

.000

10/15/30

70,682

150,000

(a) Air Canada

.875

08/15/26

148,639

120,000

(a) AltaGas Ltd

.200

10/15/54

124,130

200,000

Bank of Montreal

.700

05/26/84

211,942

314,000

Bank of Montreal

.300

11/26/84

333,209

274,000

Bank of Montreal

.875

11/26/85

278,859

200,000

Bank of Nova Scotia/The

.000

01/27/84

214,637

200,000

(j) Bank of Nova Scotia/The

.875

10/27/85

199,404

345,000

(a) Baytex Energy Corp

.375

03/15/32

337,792

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CANADA

$

278,000

Bell Telephone Co of Canada or Bell Canada

.000

%

09/15/55

$

290,539

285,000

Canadian Imperial Bank of Commerce

.950

01/28/85

289,014

200,000

Canadian Imperial Bank of Commerce

.000

10/28/85

205,379

293,000

Emera Inc

.750

06/15/76

294,502

688,000

Enbridge Inc

.500

01/15/84

786,875

175,000

Enbridge Inc

.500

07/15/77

174,103

305,000

Enbridge Inc

.625

01/15/83

330,533

270,000

(a) New Flyer Holdings Inc

.250

07/01/30

288,999

150,000

(a) Open Text Corp

.875

12/01/29

141,788

75,000

(a) Open Text Holdings Inc

.125

12/01/31

69,360

177,000

Rogers Communications Inc

.125

04/15/55

187,649

242,000

Royal Bank of Canada

.750

08/24/85

249,622

144,000

South Bow Corp

.500

03/01/55

152,908

250,000

(a) Superior Plus LP / Superior General Partner Inc

.500

03/15/29

241,204

152,000

TELUS Corp

.000

10/15/55

160,271

425,000

Toronto-Dominion Bank/The

.350

10/31/85

426,063

200,000

Toronto-Dominion Bank/The

.125

10/31/82

211,386

75,000

Transcanada Trust

.875

08/15/76

75,045

219,000

Transcanada Trust

.600

03/07/82

217,007

TOTAL CANADA

6,711,541

CHILE - 0.4%

400,000

(a) AES Andes SA

.150

06/10/55

422,951

196,897

(a) Alfa Desarrollo SpA 2021 1

.550

09/27/51

157,599

200,000

(a),(k)

Banco de Credito e Inversiones SA

.750

08/08/74

216,500

200,000

(a),(k)

Banco del Estado de Chile

.950

11/02/73

213,362

CLP

140,000,000

(a) Bonos de la Tesoreria de la Republica en pesos, Reg S

.000

10/01/28

145,462

CLP

45,000,000

(a) Bonos de la Tesoreria de la Republica en pesos, Reg S

.000

04/01/33

48,091

200,000

(a) Celulosa Arauco y Constitucion SA

.180

05/05/32

208,700

EUR

50,000

Chile Government International Bond

.800

07/01/35

58,690

175,000

(a) Cia Cervecerias Unidas SA

.350

01/19/32

157,649

200,000

(a) Corp Nacional del Cobre de Chile

.440

01/26/36

216,173

200,000

(a) Empresa Nacional del Petroleo

.150

05/10/33

212,028

TOTAL CHILE

2,057,205

CHINA - 0.0%

200,000

(a) Lenovo Group Ltd

.421

11/02/30

189,882

TOTAL CHINA

189,882

COLOMBIA - 0.4%

200,000

(a),(k)

Banco Davivienda SA

.125

07/02/35

207,308

200,000

(k) Bancolombia SA

.625

12/24/34

215,972

EUR

100,000

Colombia Government International Bond

.000

09/19/32

115,939

350,000

Colombia Government International Bond

.125

04/15/31

303,608

200,000

Colombia Government International Bond

.000

11/14/35

214,600

COP

725,000,000

Colombian TES

.750

09/18/30

163,492

200,000

Ecopetrol SA

.625

11/02/31

179,385

200,000

Ecopetrol SA

.875

11/02/51

148,153

200,000

(a) Grupo Aval Ltd

.375

02/04/30

189,885

TOTAL COLOMBIA

1,738,342

COTE D'IVOIRE - 0.1%

395,000

Ivory Coast Government International Bond, Reg S

.125

06/15/33

378,699

TOTAL COTE D'IVOIRE

378,699

CZECH REPUBLIC - 0.0%

CZK

2,150,000

Czech Republic Government Bond

.750

06/23/32

88,565

CZK

1,200,000

Czech Republic Government Bond, Reg S

.950

05/15/30

50,488

TOTAL CZECH REPUBLIC

139,053

DOMINICAN REPUBLIC - 0.1%

200,000

(a) Aeropuertos Dominicanos Siglo XXI SA

.000

06/30/34

210,000

125,000

Dominican Republic International Bond, Reg S

.450

04/30/44

137,031

150,000

(a) Dominican Republic International Bond

.050

02/03/31

161,633

DOP

3,100,000

(a) Dominican Republic International Bond

.000

06/10/34

58,649

TOTAL DOMINICAN REPUBLIC

567,313

#### Portfolio of Investments September 30, 2025
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ECUADOR - 0.0%

$

260,000

(a) Ecuador Government International Bond

.000

%

07/31/35

$

193,700

TOTAL ECUADOR

193,700

EGYPT - 0.2%

220,000

(a) Egypt Government International Bond

.300

09/30/33

207,936

200,000

(a) Egypt Government International Bond

.600

03/01/29

206,587

205,000

(a) Egypt Government International Bond

.875

05/29/50

184,654

225,000

(a) Egypt Government International Bond

.500

01/31/47

198,214

TOTAL EGYPT

797,391

EL SALVADOR - 0.1%

200,000

(a) Comision Ejecutiva Hidroelectrica del Rio Lempa

.650

01/24/33

209,080

150,000

(a) El Salvador Government International Bond

.250

04/17/30

3,579

150,000

(a) El Salvador Government International Bond

.650

11/21/54

162,000

TOTAL EL SALVADOR

374,659

FINLAND - 0.1%

400,000

(a),(k)

Nordea Bank Abp

.750

11/10/73

405,798

TOTAL FINLAND

405,798

FRANCE - 1.2%

502,000

(a),(k)

BNP Paribas SA

.750

02/16/71

531,564

200,000

(a),(k)

BNP Paribas SA

.250

05/17/74

214,868

610,000

(a),(k)

BNP Paribas SA

.500

02/14/74

651,695

625,000

(a),(k)

BNP Paribas SA

.000

08/22/74

673,126

409,000

(a),(k)

BNP Paribas SA

.375

03/10/74

427,735

200,000

(a),(k)

BNP Paribas SA

.450

12/27/73

208,749

507,000

(a),(k)

Credit Agricole SA

.700

12/23/73

508,982

403,000

(a),(k)

Credit Agricole SA

.125

12/23/73

411,542

525,000

(a) Maya SAS/Paris France

.500

04/15/31

563,059

454,000

(a),(k)

Societe Generale SA

.375

05/22/74

486,810

205,000

(a),(k)

Societe Generale SA

.500

09/25/74

221,647

495,000

(a),(k)

Societe Generale SA

.000

05/14/74

548,312

TOTAL FRANCE

5,448,089

GERMANY - 0.4%

600,000

(k) Deutsche Bank AG, Reg S

.130

04/30/73

635,992

480,000

(a) IHO Verwaltungs GmbH

.000

11/15/32

503,733

100,000

(a) Merck KGaA

.125

08/15/28

100,035

450,000

ZF North America Capital Inc

.750

04/23/30

439,146

150,000

(a) ZF North America Capital Inc

.500

03/24/31

148,979

TOTAL GERMANY

1,827,885

GHANA - 0.1%

118,280

(a) Ghana Government International Bond

.000

07/03/29

115,005

367,320

(a) Ghana Government International Bond

.000

07/03/35

309,130

200,000

(a) Kosmos Energy Ltd

.500

03/01/28

174,768

TOTAL GHANA

598,903

GUATEMALA - 0.2%

200,000

(a) CT Trust

.125

02/03/32

190,470

200,000

(a) Guatemala Government Bond

.700

10/07/33

177,300

200,000

(a) Guatemala Government Bond

.250

08/15/36

206,436

180,000

(a) Millicom International Cellular SA 2029 2029

.250

03/25/29

181,634

TOTAL GUATEMALA

755,840

HUNGARY - 0.2%

HUF

50,000,000

Hungary Government Bond

.500

03/23/28

144,132

210,000

(a) Hungary Government International Bond

.500

03/26/36

211,553

200,000

(a) Hungary Government International Bond

.375

09/26/30

205,743

200,000

(a) Magyar Export-Import Bank Zrt

.125

12/04/27

206,805

TOTAL HUNGARY

768,233

INDIA - 0.2%

200,000

(a) Adani Ports & Special Economic Zone Ltd

.100

02/02/31

178,034

200,000

(a) Indian Railway Finance Corp Ltd

.570

01/21/32

189,863

200,000

(a) IRB Infrastructure Developers Ltd

.110

03/11/32

207,688

200,000

(a) Muthoot Finance Ltd

.375

04/23/29

202,660

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDIA

$

200,000

(a) ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9

Subsidiaries

.500

%

07/14/28

$

193,152

TOTAL INDIA

971,397

INDONESIA - 0.2%

200,000

(a) Indika Energy Tbk PT

.750

05/07/29

200,444

IDR

2,702,000,000

Indonesia Treasury Bond

.000

09/15/30

171,039

IDR

1,110,000,000

Indonesia Treasury Bond

.625

02/15/34

67,748

200,000

(a) Medco Maple Tree Pte Ltd

.960

04/27/29

208,534

200,000

Perusahaan Perseroan Persero PT Perusahaan Listrik Negara,

Reg S

.250

05/15/47

183,362

335,000

Perusahaan Perseroan Persero PT Perusahaan Listrik Negara,

Reg S

.875

07/17/29

327,662

TOTAL INDONESIA

1,158,789

IRAQ - 0.0%

125,000

(a) Iraq International Bond

.800

01/15/28

124,229

TOTAL IRAQ

124,229

IRELAND - 0.2%

636,000

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

.950

03/10/55

665,699

450,000

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

.500

01/31/56

464,238

TOTAL IRELAND

1,129,937

ISRAEL - 0.1%

200,000

(a),(k)

Bank Hapoalim BM, Reg S

.255

01/21/32

195,016

200,000

(a) Israel Electric Corp Ltd, Reg S

.250

08/14/28

197,058

TOTAL ISRAEL

392,074

ITALY - 0.0%

200,000

(a) Efesto Bidco SpA Efesto US LLC

.500

02/15/32

203,520

TOTAL ITALY

203,520

JAMAICA - 0.1%

150,000

(a) Digicel International Finance Ltd / Difl US LLC

.625

08/01/32

154,227

225,000

(a) Montego Bay Airport Revenue Finance Ltd

.600

06/15/35

230,063

TOTAL JAMAICA

384,290

JAPAN - 0.0%

200,000

(k) Nomura Holdings Inc

.000

01/15/74

207,019

TOTAL JAPAN

207,019

JORDAN - 0.0%

200,000

(a) Jordan Government International Bond

.850

07/07/30

199,184

TOTAL JORDAN

199,184

KAZAKHSTAN - 0.1%

200,000

(a) Baiterek National Managing Holding JSC

.450

05/08/28

203,838

200,000

(a) Development Bank of Kazakhstan JSC

.500

04/15/27

202,704

200,000

(a) KazMunayGas National Co JSC

.500

04/14/33

180,262

TOTAL KAZAKHSTAN

586,804

KENYA - 0.0%

200,000

(a) Republic of Kenya Government International Bond

.250

02/28/28

205,201

TOTAL KENYA

205,201

LUXEMBOURG - 0.1%

300,000

(a) Albion Financing 1 SARL / Aggreko Holdings Inc

.000

05/21/30

310,290

TOTAL LUXEMBOURG

310,290

MACAU - 0.0%

200,000

(a) MGM China Holdings Ltd

.125

06/26/31

210,997

TOTAL MACAU

210,997

MALAYSIA - 0.1%

MYR

200,000

Malaysia Government Bond

.762

04/07/37

52,593

MYR

400,000

Malaysia Government Bond

.254

05/31/35

100,834

240,000

(a) Petronas Capital Ltd

.340

04/03/35

250,329

205,000

(a) Petronas Capital Ltd

.404

04/28/61

141,373

TOTAL MALAYSIA

545,129

#### Portfolio of Investments September 30, 2025
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEXICO - 1.1%

$

300,000

(a),(k)

Banco Mercantil del Norte SA/Grand Cayman

.625

%

10/06/73

$

307,782

509,800

(a),(k)

Banco Mercantil del Norte SA/Grand Cayman

.750

02/20/73

544,815

200,000

(a),(k)

Banco Mercantil del Norte SA/Grand Cayman

.375

02/20/74

210,590

200,000

(a) Banco Nacional de Comercio Exterior SNC/Cayman Islands

.720

08/11/31

194,910

200,000

(a) Banco Nacional de Comercio Exterior SNC/Cayman Islands

.875

05/07/30

207,142

178,049

(a) Borr IHC Ltd / Borr Finance LLC

.000

11/15/28

176,439

298,000

(a) Cemex SAB de CV

.200

09/10/74

311,559

200,000

(a) Comision Federal de Electricidad

.125

06/16/45

189,415

200,000

(a) Corp Inmobiliaria Vesta SAB de CV

.500

01/30/33

202,100

198,101

(a) FIEMEX Energia - Banco Actinver SA Institucion de Banca

Multiple

.250

01/31/41

211,503

200,000

(a) Gruma SAB de CV

.761

12/09/54

198,783

200,000

(a) Grupo Aeromexico SAB de CV

.625

11/15/31

199,730

MXN

5,610,000

Mexican Bonos

.500

11/18/38

294,228

MXN

1,000,000

Mexican Bonos

.750

05/29/31

53,206

200,000

Mexico Government International Bond

.280

08/14/41

161,950

250,000

Mexico Government International Bond

.400

05/07/54

244,003

250,000

Mexico Government International Bond

.625

09/22/35

248,765

200,000

(a) Nemak SAB de CV

.625

06/28/31

174,844

200,000

Petroleos Mexicanos

.750

09/21/47

165,061

275,000

Petroleos Mexicanos

.840

01/23/30

279,718

245,000

Petroleos Mexicanos

.950

01/28/31

237,309

200,000

Petroleos Mexicanos

.950

01/28/60

164,502

TOTAL MEXICO

4,978,354

MOROCCO - 0.1%

200,000

(a) Morocco Government International Bond

.500

12/11/42

191,387

200,000

(a) OCP SA

.125

06/23/51

167,000

TOTAL MOROCCO

358,387

NETHERLANDS - 0.4%

234,000

(k) ING Groep NV

.750

11/16/73

234,379

565,000

(k) ING Groep NV

.000

11/16/73

582,557

526,000

(k) ING Groep NV, Reg S

.500

05/16/72

546,588

450,000

(a) Sunrise FinCo I BV

.875

07/15/31

428,693

310,000

(a) VZ Secured Financing BV

.000

01/15/32

280,463

TOTAL NETHERLANDS

2,072,680

NIGERIA - 0.1%

200,000

(a) IHS Holding Ltd

.875

05/29/30

206,664

275,000

(a) Nigeria Government International Bond

.375

12/09/34

305,362

TOTAL NIGERIA

512,026

PANAMA - 0.2%

200,000

(a) Aeropuerto Internacional de Tocumen SA

.125

08/11/61

158,800

200,000

(a) Empresa de Transmision Electrica SA

.125

05/02/49

152,282

300,000

Panama Government International Bond

.500

04/01/56

219,015

200,000

Panama Government International Bond

.000

03/01/38

227,620

162,222

(a) UEP Penonome II SA 2020 1

.500

10/01/38

144,804

TOTAL PANAMA

902,521

PARAGUAY - 0.0%

200,000

(a) Paraguay Government International Bond

.000

02/09/36

211,880

TOTAL PARAGUAY

211,880

PERU - 0.1%

200,000

(a) Banco Internacional del Peru SAA Interbank

.397

04/30/35

206,400

200,000

(a) Niagara Energy SAC

.746

10/03/34

205,937

PEN

250,000

(a) Peruvian Government International Bond

.400

08/12/34

69,686

150,000

Peruvian Government International Bond

.000

01/15/34

130,125

TOTAL PERU

612,148

PHILIPPINES - 0.0%

200,000

Philippine Government International Bond

.200

03/29/47

170,661

TOTAL PHILIPPINES

170,661

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

POLAND - 0.2%

$

200,000

(a) Bank Gospodarstwa Krajowego

.375

%

05/22/33

$

206,412

PLN

525,000

Republic of Poland Government Bond

.750

10/25/29

134,407

PLN

375,000

Republic of Poland Government Bond

.000

10/25/33

108,091

PLN

550,000

Republic of Poland Government Bond

.000

10/25/34

147,289

90,000

Republic of Poland Government International Bond

.500

04/04/53

87,152

100,000

Republic of Poland Government International Bond

.375

02/12/35

103,757

TOTAL POLAND

787,108

REPUBLIC OF SERBIA - 0.0%

200,000

(a) Serbia International Bond

.500

09/26/33

216,964

TOTAL REPUBLIC OF SERBIA

216,964

ROMANIA - 0.1%

RON

320,000

Romania Government Bond

.150

01/26/28

69,154

EUR

185,000

(a) Romanian Government International Bond

.250

05/30/32

217,094

102,000

(a) Romanian Government International Bond

.875

01/30/29

104,803

110,000

(a) Romanian Government International Bond

.750

03/24/35

105,922

TOTAL ROMANIA

496,973

RWANDA - 0.1%

300,000

(a) Rwanda International Government Bond

.500

08/09/31

269,041

TOTAL RWANDA

269,041

SAUDI ARABIA - 0.2%

200,000

(a) EIG Pearl Holdings Sarl

.387

11/30/46

165,005

200,000

Saudi Arabian Oil Co, Reg S

.250

04/16/39

181,587

385,000

Saudi Government International Bond, Reg S

.750

01/21/55

277,591

200,000

(a) Saudi Government International Bond

.625

01/13/35

213,069

TOTAL SAUDI ARABIA

837,252

SENEGAL - 0.1%

215,000

Senegal Government International Bond, Reg S

.750

03/13/48

133,546

200,000

(a) Senegal Government International Bond

.750

03/13/48

124,228

TOTAL SENEGAL

257,774

SOUTH AFRICA - 0.4%

200,000

(a) Bidvest Group UK PLC/The

.200

09/17/32

201,284

500,000

(a) Eskom Holdings SOC Ltd

.450

08/10/28

534,186

ZAR

3,025,000

Republic of South Africa Government Bond

.875

02/28/35

171,706

ZAR

2,100,000

Republic of South Africa Government Bond

.750

02/28/48

104,872

200,000

Republic of South Africa Government International Bond

.375

07/24/44

162,495

200,000

(a) Republic of South Africa Government International Bond

.100

11/19/36

208,503

250,000

(a) Transnet/South Africa

.250

02/06/28

263,707

200,000

(a) Windfall Mining Group Inc / Groupe Minier Windfall Inc

.854

05/13/32

208,034

TOTAL SOUTH AFRICA

1,854,787

SPAIN - 0.7%

440,000

(k) Banco Bilbao Vizcaya Argentaria SA

.125

02/16/74

439,695

473,000

(k) Banco Bilbao Vizcaya Argentaria SA

.375

12/19/73

527,761

200,000

(k) Banco Bilbao Vizcaya Argentaria SA

.750

04/14/74

212,097

600,000

(k) Banco Santander SA

.000

11/01/73

659,806

200,000

(k) Banco Santander SA

.750

08/12/74

196,506

600,000

(k) Banco Santander SA

.625

02/21/74

723,614

TOTAL SPAIN

2,759,479

SRI LANKA - 0.0%

129,323

(a) Sri Lanka Government International Bond

.350

03/15/33

110,672

79,065

(a) Sri Lanka Government International Bond

.600

02/15/38

70,352

56,938

(a) Sri Lanka Government International Bond

.600

06/15/35

41,623

TOTAL SRI LANKA

222,647

SUPRANATIONAL - 0.0%

INR

12,500,000

European Bank for Reconstruction & Development

.300

10/26/27

139,899

TOTAL SUPRANATIONAL

139,899

SWITZERLAND - 0.7%

1,000,000

(b) Credit Suisse Group AG

.000

12/31/49

125,000

1,645,000

(b) Credit Suisse Group AG

.250

12/31/49

205,625

300,000

(b) Credit Suisse Group AG

.380

12/31/49

37,500

575,000

(b) Credit Suisse Group AG

.500

12/31/49

71,875

#### Portfolio of Investments September 30, 2025
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SWITZERLAND

$

735,000

(b) Credit Suisse Group AG

.500

%

12/31/49

$

91,875

521,000

(a),(k)

UBS Group AG

.250

05/13/74

620,442

499,000

(a),(k)

UBS Group AG

.250

05/13/74

549,655

484,000

(a),(k)

UBS Group AG

.750

04/12/74

522,338

480,000

(a) VistaJet Malta Finance PLC / Vista Management Holding Inc

.375

02/01/30

467,846

TOTAL SWITZERLAND

2,692,156

THAILAND - 0.0%

200,000

(a) Bangkok Bank PCL/Hong Kong

.466

09/23/36

181,800

TOTAL THAILAND

181,800

TOGO - 0.0%

200,000

(a) Ecobank Transnational Inc

.125

10/15/29

212,430

TOTAL TOGO

212,430

TRINIDAD AND TOBAGO - 0.0%

200,000

(a) Trinidad Generation UnLtd

.750

06/16/33

210,168

TOTAL TRINIDAD AND

TOBAGO

210,168

TURKEY - 0.4%

200,000

(a) Limak Cimento Sanayi ve Ticaret AS

.750

07/25/29

205,373

450,000

(a) Turk Telekomunikasyon AS

.950

10/07/32

447,346

200,000

(a) Turkcell Iletisim Hizmetleri AS

.650

01/24/32

209,075

TRY

1,800,000

Turkiye Government Bond

.000

02/18/26

43,271

EUR

225,000

Turkiye Government International Bond

.200

08/17/31

267,570

250,000

Turkiye Government International Bond

.000

01/14/41

217,925

200,000

Turkiye Government International Bond

.125

07/17/32

206,131

200,000

(a) Ulker Biskuvi Sanayi AS

.875

07/08/31

208,456

200,000

(a) Yapi ve Kredi Bankasi AS

.250

01/17/34

212,593

TOTAL TURKEY

2,017,740

UGANDA - 0.0%

UGX

353,000,000

Republic of Uganda Government Bonds

.250

06/22/34

89,686

TOTAL UGANDA

89,686

UKRAINE - 0.1%

243,699

(a) Ukraine Government International Bond

.750

02/01/29

165,716

311,275

(a) Ukraine Government International Bond

.000

02/01/35

150,190

67,730

(a) Ukraine Government International Bond

.000

02/01/36

32,612

TOTAL UKRAINE

348,518

UNITED ARAB EMIRATES - 0.2%

400,000

Emirate of Dubai Government International Bonds, Reg S

.900

09/09/50

302,323

435,000

(a) Galaxy Pipeline Assets Bidco Ltd

.625

03/31/36

383,160

207,931

(a) Galaxy Pipeline Assets Bidco Ltd 2022 2022

.940

09/30/40

176,568

183,220

(a) Sweihan PV Power Co PJSC 2022 1

.625

01/31/49

155,371

TOTAL UNITED ARAB EMIRATES

1,017,422

UNITED KINGDOM - 2.2%

450,000

(a) Ardonagh Finco Ltd

.750

02/15/31

470,875

388,000

(k) Barclays PLC

.000

12/15/73

410,716

1,092,000

(k) Barclays PLC

.625

03/15/73

1,239,705

200,000

(k) Barclays PLC

.625

06/15/74

211,937

300,000

(a) California Buyer Ltd / Atlantica Sustainable Infrastructure PLC

.375

02/15/32

307,479

300,000

(a) ContourGlobal Power Holdings SA

.750

02/28/30

311,622

695,000

(k) HSBC Holdings PLC

.950

03/11/74

730,389

394,000

(k) HSBC Holdings PLC

.875

03/11/74

408,318

275,000

(k) HSBC Holdings PLC

.950

08/27/74

287,537

200,000

(k) HSBC Holdings PLC

.500

09/23/73

204,295

453,000

(k) HSBC Holdings PLC

.000

09/07/74

479,875

771,000

(k) Lloyds Banking Group PLC

.000

06/27/74

833,035

221,000

(k) Lloyds Banking Group PLC

.750

12/27/73

226,195

300,000

(a) Merlin Entertainments Group US Holdings Inc

.375

02/15/31

258,511

300,000

(a) Motion Finco Sarl

.375

02/15/32

259,405

882,000

(c),(k)

NatWest Group PLC

.125

06/30/74

992,916

442,000

(k) NatWest Group PLC

.300

12/31/73

465,994

200,000

(k) Phoenix Group Holdings PLC, Reg S

.500

12/12/72

214,500

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UNITED KINGDOM

$

343,000

(a),(k)

Standard Chartered PLC

.750

%

02/15/74

$

355,685

550,000

(a) Virgin Media Secured Finance PLC

.500

05/15/29

543,782

365,000

Vodafone Group PLC

.000

04/04/79

385,639

233,000

(a) Zegona Finance PLC

.625

07/15/29

248,029

TOTAL UNITED KINGDOM

9,846,439

URUGUAY - 0.0%

UYU

6,200,000

Uruguay Government International Bond

.250

05/21/31

156,925

TOTAL URUGUAY

156,925

UZBEKISTAN - 0.0%

200,000

(a) Republic of Uzbekistan International Bond

.900

02/28/32

214,881

TOTAL UZBEKISTAN

214,881

ZAMBIA - 0.1%

122,524

(a) Zambia Government International Bond

.750

06/30/33

117,112

197,169

(a) Zambia Government International Bond

.500

12/31/53

132,964

TOTAL ZAMBIA

250,076

TOTAL EMERGING MARKET DEBT AND FOREIGN CORPORATE BONDS

(Cost $72,038,593)

69,333,176

SHARES

DESCRIPTION

VALUE

35986405

EXCHANGE-TRADED FUNDS - 7.6% (5.3% of Total Investments)

35986405

13,156

3i Infrastructure PLC

64,006

253,147

(d) Alerian MLP ETF

11,880,189

364,718

(c) iShares Core MSCI Emerging Markets ETF

24,042,210

TOTAL EXCHANGE-TRADED FUNDS

(Cost $28,967,268)

35,986,405

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE-BACKED SECURITIES - 12.8% (8.9% of Total Investments)

–

100,000

(a),(i)

ARDN 2025-ARCP Mortgage Trust, Series 2025 ARCP, (TSFR1M

+ 1.750%)

.900

06/15/35

100,161

420,000

(i) BANK 2019-BNK24, Series 2019 BN24

.283

11/15/62

392,686

72,529

(a),(i)

Bayview MSR Opportunity Master Fund Trust 2021-INV4, Series

2021 4

.500

10/25/51

59,825

307,876

(a),(i)

BX Commercial Mortgage Trust 2021-CIP, Series 2021 CIP,

(TSFR1M + 1.035%)

.185

12/15/38

307,781

130,000

CD 2017-CD5 Mortgage Trust, Series 2017 CD5

.431

08/15/50

127,746

55,223

(i) Citigroup Commercial Mortgage Trust 2015-GC29, Series 2015

GC29

.758

04/10/48

53,214

250,000

(i) Citigroup Commercial Mortgage Trust 2018-B2, Series 2018 B2

.179

03/10/51

245,759

475,000

(a),(i)

Connecticut Avenue Securities Trust 2022-R05, Series 2022

R05, (SOFR30A + 7.000%)

.356

04/25/42

510,480

105,000

(a),(i)

Connecticut Avenue Securities Trust 2022-R09, Series 2022

R09, (SOFR30A + 4.750%)

.106

09/25/42

111,967

500,000

(a),(i)

Connecticut Avenue Securities Trust 2023-R01, Series 2023

R01, (SOFR30A + 3.750%)

.106

12/25/42

525,572

935,000

(a),(i)

Connecticut Avenue Securities Trust 2023-R05, Series 2023

R05, (SOFR30A + 3.100%)

.456

06/25/43

972,402

695,000

(a),(i)

Connecticut Avenue Securities Trust 2023-R06, Series 2023

R06, (SOFR30A + 2.700%)

.056

07/25/43

718,851

210,000

(a),(i)

Connecticut Avenue Securities Trust 2023-R06, Series 2023

R06, (SOFR30A + 3.900%)

.188

07/25/43

221,292

148,760

(a),(i)

ELP Commercial Mortgage Trust 2021-ELP, Series 2021 ELP,

(TSFR1M + 1.434%)

.585

11/15/38

148,637

353,921

Fannie Mae Pool, FN MA4805, Series 2022 1

.500

11/01/52

344,809

815,950

Fannie Mae Pool, FN MA4732

.000

09/01/52

771,795

2,084,668

(l) Fannie Mae Pool, FN MA4733

.500

09/01/52

2,031,636

1,589,561

(l) Fannie Mae Pool, FN MA4737, Series 2022 1

.000

08/01/52

1,584,260

1,646,891

(l) Fannie Mae Pool, FN MA4783

.000

10/01/52

1,556,650

601,449

(l) Fannie Mae Pool, FN MA4785

.000

10/01/52

599,381

1,045,038

(l) Fannie Mae Pool, FN MA4918

.000

02/01/53

1,041,337

113,874

Fannie Mae Pool, FN MA5107

.500

08/01/53

114,996

#### Portfolio of Investments September 30, 2025
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE-BACKED SECURITIES

(continued)

$

717,675

Fannie Mae Pool, FN MA4942

.000

%

03/01/53

$

736,572

916,702

(l) Fannie Mae Pool, FN MA4978

.000

04/01/53

913,362

775,355

(l) Fannie Mae Pool, FN MA5039

.500

06/01/53

784,586

428,512

(l) Fannie Mae Pool, FN MA5106

.000

08/01/53

426,619

1,768,346

(l) Fannie Mae Pool, FN MA4700, Series 2022 1

.000

08/01/52

1,671,295

2,556,163

(l) Fannie Mae Pool, FN MA5165

.500

10/01/53

2,585,069

1,250,997

(l) Fannie Mae Pool, FN MA5497

.500

10/01/54

1,262,247

378,028

Fannie Mae Pool, FN MA4919

.500

02/01/53

382,880

2,419,029

(l) Fannie Mae Pool, FN MA4655

.000

07/01/52

2,286,265

1,895,863

(l) Fannie Mae Pool, FN MA5353

.500

05/01/54

1,914,442

1,263,217

(l) Fannie Mae Pool, FN MA4626

.000

06/01/52

1,196,563

802,507

(l) Fannie Mae Pool, FN MA4644, Series 2022 1

.000

05/01/52

758,341

4,316,589

(l) Fannie Mae Pool, FN BW3382

.500

07/01/52

4,209,012

429,738

(l) Fannie Mae Pool, FN BW3383

.500

07/01/52

418,673

1,336,419

(l) Fannie Mae Pool, FN CB1301

.500

08/01/51

1,140,326

397,612

Fannie Mae Pool, FN CB2795

.000

02/01/52

350,185

1,215,614

(l) Fannie Mae Pool, FN CB3905

.500

06/01/52

1,114,486

225,121

Fannie Mae Pool, FN MA5247

.000

01/01/54

230,351

1,133,963

(l) Fannie Mae Pool, FN FS1533

.000

04/01/52

1,008,478

1,511,231

(l) Fannie Mae Pool, FN FS1535

.000

04/01/52

1,342,542

450,218

(l) Fannie Mae Pool, FN FS7299

.000

05/01/52

400,194

242,057

Fannie Mae Pool, FN MA4578

.500

04/01/52

204,596

785,350

Fannie Mae Pool, FN MA4600, Series 2022 2

.500

05/01/52

718,799

765,515

Fannie Mae Pool, FN FS0522

.500

02/01/52

654,032

91,932

(a),(i)

Flagstar Mortgage Trust 2021-10INV, Series 2021 10IN

.500

10/25/51

75,927

29,108

Freddie Mac Gold Pool, FG U99084

.500

02/01/44

28,998

1,298,940

(l) Freddie Mac Pool, FR RA6766

.500

02/01/52

1,111,580

736,126

(l) Freddie Mac Pool, FR SD8288

.000

01/01/53

733,557

1,521,406

(l) Freddie Mac Pool, FR RA9629

.500

08/01/53

1,539,096

842,230

(l) Freddie Mac Pool, FR QE5382

.500

07/01/52

821,154

1,249,054

Freddie Mac REMICS, Series 2021 5160

.000

09/25/50

922,939

145,000

(a),(i)

Freddie Mac STACR REMIC Trust 2022-DNA4, Series 2022

DNA4, (SOFR30A + 3.350%)

.706

05/25/42

150,573

170,000

(a),(i)

Freddie Mac STACR REMIC Trust 2022-HQA2, Series 2022

HQA2, (SOFR30A + 4.000%)

.356

07/25/42

179,086

285,000

(a),(i)

Freddie Mac STACR REMIC Trust 2023-DNA1, Series 2023

DNA1, (SOFR30A + 3.100%)

.444

03/25/43

296,526

605,295

(l) Ginnie Mae II Pool, G2 MA8428

.000

11/20/52

605,699

268,473

Ginnie Mae II Pool, G2 MA8724

.500

03/20/53

262,017

789,648

(l) Ginnie Mae II Pool, G2 MA8200

.000

08/20/52

749,950

352,400

(l) Ginnie Mae II Pool, G2 MA7768, Series 2021 1

.000

12/20/51

315,167

432,710

(l) Ginnie Mae II Pool, G2 MA7871, Series 2022 1

.500

02/20/52

365,746

277,010

(l) Ginnie Mae II Pool, G2 MA7419, Series 2021 MTGE

.000

06/20/51

247,529

1,250,950

(l) Ginnie Mae II Pool, G2 MA8149

.500

07/20/52

1,142,611

247,951

Government National Mortgage Association, Series 2021 209

.000

11/20/51

181,031

425,765

Government National Mortgage Association, Series 2023 111

.000

02/20/52

292,281

478,789

Government National Mortgage Association, Series 2022 174

.500

09/20/52

446,146

728,569

Government National Mortgage Association, Series 2013 188

.500

12/20/43

656,173

266,678

Government National Mortgage Association, Series 2022 124

.000

07/20/52

226,805

250,000

GS Mortgage Securities Trust 2019-GC42, Series 2019 GC42

.001

09/10/52

234,915

762,696

(a),(i)

GS Mortgage-Backed Securities Corp Trust 2022-PJ2, Series

2022 PJ2

.000

06/25/52

655,664

270,341

(a),(i)

GS Mortgage-Backed Securities Trust 2021-PJ10, Series 2021

PJ10

.500

03/25/52

222,991

398,286

(a),(i)

GS Mortgage-Backed Securities Trust 2022-GR2, Series 2022

GR2

.000

08/26/52

342,661

283,033

(a),(i)

GS Mortgage-Backed Securities Trust 2022-HP1, Series 2022

HP1

.000

09/25/52

243,505

452,543

(a),(i)

GS Mortgage-Backed Securities Trust 2022-INV1, Series 2022

INV1

.000

07/25/52

390,047

233,280

(a),(i)

GS Mortgage-Backed Securities Trust 2022-PJ5, Series 2022

PJ5

.000

10/25/52

200,543

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE-BACKED SECURITIES

(continued)

$

234,277

(a),(i)

GS Mortgage-Backed Securities Trust 2023-PJ1, Series 2023

PJ1

.500

%

02/25/53

$

208,148

250,000

(a),(i)

Houston Galleria Mall Trust 2025-HGLR, Series 2025 HGLR

.644

02/05/45

258,978

250,000

(a) ICNQ 2024-MF Mortgage Trust, Series 2024 MF

.778

12/10/34

258,140

250,000

(a),(i)

IP 2025-IP Mortgage Trust, Series 2025 IP

.425

06/10/42

254,741

378,929

(a),(i)

J.P. Morgan Mortgage Trust 2021-15, Series 2021 15

.500

06/25/52

311,166

314,361

(a),(i)

J.P. Morgan Mortgage Trust 2022-4, Series 2022 4

.000

10/25/52

270,246

643,008

(a),(i)

J.P. Morgan Mortgage Trust 2022-6, Series 2022 6

.000

11/25/52

553,206

489,991

(a),(i)

J.P. Morgan Mortgage Trust 2022-INV3, Series 2022 INV3

.000

09/25/52

421,712

117,960

(a),(i)

J.P. Morgan Mortgage Trust 2022-LTV2, Series 2022 LTV2

.500

09/25/52

104,655

250,000

(a) JP Morgan Chase Commercial Mortgage Securities Trust 2025-

NSLB, Series 2025 NSLB

.234

06/05/42

261,837

1,086,253

(a),(i)

JP Morgan Mortgage Trust 2022-2, Series 2022 2

.000

08/25/52

934,548

688,795

(a),(i)

JP Morgan Mortgage Trust 2022-3, Series 2022 3

.000

08/25/52

592,134

1,421,496

(a),(i)

JP Morgan Mortgage Trust 2022-LTV1, Series 2022 LTV1

.250

07/25/52

1,269,715

551,894

(a),(i)

JP Morgan Mortgage Trust Series 2024-3, Series 2024 3

.000

05/25/54

474,445

80,707

JPMDB Commercial Mortgage Securities Trust 2018-C8, Series

2018 C8

.944

06/15/51

80,273

272,312

(a),(i)

OBX 2022-INV5 Trust, Series 2022 INV5

.000

10/25/52

249,849

614,900

(a),(i)

RCKT Mortgage Trust 2022-2, Series 2022 2

.500

02/25/52

507,202

79,130

(a),(i)

RCKT Mortgage Trust 2022-3, Series 2022 3

.000

05/25/52

68,078

164,198

(a),(i)

RCKT Mortgage Trust 2022-4, Series 2022 4

.500

06/25/52

145,883

105,908

(a),(i)

Wells Fargo Mortgage Backed Securities 2021-2 Trust, Series

2021 2

.500

06/25/51

87,490

163,899

(a),(i)

Wells Fargo Mortgage Backed Securities 2022-2 Trust, Series

2022 2

.500

12/25/51

135,192

193,907

(a),(i)

Wells Fargo Mortgage Backed Securities 2022-INV1 Trust,

Series 2022 INV1

.500

03/25/52

172,384

116,344

(a),(i)

Wells Fargo Mortgage Backed Securities 2022-INV1 Trust,

Series 2022 INV1

.000

03/25/52

100,168

TOTAL MORTGAGE-BACKED SECURITIES

(Cost $61,551,860)

60,612,259

SHARES

DESCRIPTION

RATE

VALUE

5177836

PREFERRED STOCK - 1.1% (0.8% of Total Investments)

5177836

BANKS - 0.1%

6,772

Fifth Third Bancorp

.267

172,077

8,825

KeyCorp

.125

222,125

18,675

KeyCorp

.200

471,357

2,425

KeyCorp

.625

55,702

2,238

KeyCorp

.650

51,541

Synovus Financial Corp

.397

9,223

TOTAL BANKS

982,025

FINANCIAL SERVICES - 0.5%

12,675

Bank of New York Mellon Corp/The

.150

326,635

7,550

Equitable Holdings Inc

.250

163,458

4,206

Morgan Stanley

.125

106,874

11,750

Morgan Stanley

.625

304,443

11,775

Morgan Stanley

.500

300,263

16,725

Morgan Stanley

.875

420,634

4,923

Synchrony Financial

.625

100,183

10,218

Voya Financial Inc

.350

244,721

TOTAL FINANCIAL SERVICES

1,967,211

FOOD, BEVERAGE & TOBACCO - 0.2%

10,571

CHS Inc

.100

263,429

12,518

CHS Inc

.750

310,071

TOTAL FOOD, BEVERAGE & TOBACCO

573,500

INSURANCE - 0.3%

6,075

American National Group Inc

.375

152,543

8,200

Aspen Insurance Holdings Ltd

.625

174,496

4,550

Aspen Insurance Holdings Ltd

.125

114,706

#### Portfolio of Investments September 30, 2025
(continued)

#### NMAI

SHARES

DESCRIPTION

RATE

VALUE

INSURANCE

(continued)

2,875

Assurant Inc

.250

%

$

57,701

19,836

Athene Holding Ltd

.350

504,825

10,532

Enstar Group Ltd

.000

252,241

9,837

Reinsurance Group of America Inc

.750

244,548

5,959

Reinsurance Group of America Inc

.125

154,040

TOTAL INSURANCE

1,655,100

TOTAL PREFERRED STOCK

(Cost $5,261,823)

5,177,836

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

24845379

U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 5.2% (3.7% of Total Investments)

24845379

325,000

(g) CoBank ACB

.250

N/A

325,878

445,000

(g) CoBank ACB

.450

N/A

448,095

93,000

(g) CoBank ACB

.250

N/A

95,278

152,000

(a),(g)

Farm Credit Bank of Texas

.200

N/A

150,670

136,000

(g) Farm Credit Bank of Texas

.000

N/A

142,566

403,856

(m) United States Treasury Inflation Indexed Bonds

.250

04/15/28

405,398

404,179

(m) United States Treasury Inflation Indexed Bonds

.375

07/15/33

397,930

703,626

(m) United States Treasury Inflation Indexed Bonds

.875

01/15/29

698,233

659,156

(m) United States Treasury Inflation Indexed Bonds

.375

10/15/28

686,565

267,974

(m) United States Treasury Inflation Indexed Bonds

.750

01/15/34

269,222

391,639

(m) United States Treasury Inflation Indexed Bonds

.125

04/15/29

404,243

396,346

(m) United States Treasury Inflation Indexed Bonds

.875

07/15/34

402,098

395,249

(m) United States Treasury Inflation Indexed Bonds

.625

10/15/29

403,067

634,231

(l),(m)

United States Treasury Inflation Indexed Bonds

.625

04/15/30

643,945

650,670

(m) United States Treasury Inflation Indexed Bonds

.125

01/15/33

630,598

226,355

(m) United States Treasury Inflation Indexed Bonds

.875

07/15/35

228,187

401,184

(m) United States Treasury Inflation Indexed Bonds

.375

01/15/27

398,047

405,370

(m) United States Treasury Inflation Indexed Bonds

.750

07/15/28

403,496

453,571

(m) United States Treasury Inflation Indexed Bonds

.125

07/15/30

431,220

313,888

(m) United States Treasury Inflation Indexed Bonds

.125

01/15/30

299,640

425,617

(m) United States Treasury Inflation Indexed Bonds

.500

01/15/28

420,669

532,267

(m) United States Treasury Inflation Indexed Bonds

.125

01/15/35

547,940

708,812

(l),(m)

United States Treasury Inflation Indexed Bonds

.625

10/15/27

720,172

284,144

(l),(m)

United States Treasury Inflation Indexed Bonds

.250

07/15/29

275,615

400,435

(m) United States Treasury Inflation Indexed Bonds

.125

04/15/27

394,887

413,753

(m) United States Treasury Inflation Indexed Bonds

.125

10/15/26

411,462

499,308

(m) United States Treasury Inflation Indexed Bonds

.625

04/15/28

531,115

723,150

(m) United States Treasury Inflation Indexed Bonds

.125

07/15/31

675,262

294,749

(l),(m)

United States Treasury Inflation Indexed Bonds

.875

04/15/29

322,211

363,980

(m) United States Treasury Inflation Indexed Bonds

.375

04/15/32

407,296

123,177

(m) United States Treasury Inflation Indexed Bonds

.125

04/15/26

122,526

744,552

(m) United States Treasury Inflation Indexed Bonds

.125

01/15/31

699,082

192,743

(m) United States Treasury Inflation Indexed Bonds

.750

01/15/28

195,890

757,465

(m) United States Treasury Inflation Indexed Bonds - When Issued

.125

01/15/32

697,399

555,900

(m) United States Treasury Inflation Indexed Bonds - When Issued

.625

07/15/32

526,094

285,000

United States Treasury Note/Bond

.250

05/15/35

287,627

924,999

United States Treasury Note/Bond

.125

05/31/32

936,707

740,000

United States Treasury Note/Bond

.875

06/15/28

744,856

280,000

United States Treasury Note/Bond

.125

06/30/32

281,444

200,000

United States Treasury Note/Bond

.375

11/15/39

198,375

370,000

United States Treasury Note/Bond

.875

07/31/30

372,226

445,700

United States Treasury Note/Bond

.875

05/15/49

325,152

280,000

United States Treasury Note/Bond

.250

08/15/35

282,275

475,100

United States Treasury Note/Bond

.625

05/15/53

392,403

1,504,999

United States Treasury Note/Bond

.750

06/30/27

1,507,703

160,000

United States Treasury Note/Bond

.875

04/30/30

161,013

240,000

United States Treasury Note/Bond

.625

02/15/35

249,413

105,000

United States Treasury Note/Bond

.125

03/31/32

106,395

105,000

United States Treasury Note/Bond

.750

06/30/30

105,045

313,500

United States Treasury Note/Bond

.125

07/31/28

317,664

212,700

United States Treasury Note/Bond

.875

08/15/33

210,939

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

106,200

United States Treasury Note/Bond

.000

%

02/15/34

$

105,922

545,000

United States Treasury Note/Bond

.000

05/15/45

565,948

105,000

United States Treasury Note/Bond

.000

03/31/30

106,202

50,000

United States Treasury Note/Bond

.625

05/31/31

52,047

215,000

United States Treasury Note/Bond

.875

08/15/34

211,708

80,000

United States Treasury Note/Bond

.750

08/31/31

79,638

60,000

United States Treasury Note/Bond

.625

05/15/54

58,950

55,000

United States Treasury Note/Bond

.000

12/15/27

55,451

449,400

United States Treasury Note/Bond

.875

05/15/43

407,076

375,000

United States Treasury Note/Bond

.750

05/15/55

376,172

235,000

United States Treasury Note/Bond

.875

10/31/30

247,016

295,000

United States Treasury Note/Bond - When Issued

.750

08/15/45

301,591

974,999

United States Treasury Note/Bond - When Issued

.125

05/31/30

986,425

TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS

(Cost $24,478,083)

24,845,379

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

53967520

VARIABLE RATE SENIOR LOAN INTERESTS - 11.4% (7.9% of Total Investments)

53967520

AUTOMOBILES & COMPONENTS - 0.2%

34,579

(i) Adient US LLC, Term Loan B2, (TSFR1M + 2.250%)

.413

01/29/31

34,631

386,108

(i) Clarios Global LP, Term Loan B, (TSFR1M + 2.500%)

.663

05/06/30

386,771

272,000

(i) Clarios Global LP, Term Loan B, (TSFR1M + 2.750%)

.913

01/28/32

272,510

68,644

(i) DexKo Global Inc., Term Loan B, (TSFR1M + 3.750%)

.028

10/04/28

67,794

TOTAL AUTOMOBILES & COMPONENTS

761,706

CAPITAL GOODS - 1.0%

183,248

(i),(n)

ACProducts, Inc., Term Loan B, (TSFR3M + 4.250%)

.513

05/17/28

153,991

3,686

(i),(o)

Air Comm Corporation, LLC, Delayed Draw Term Loan, (N/A +

TSFR3M + 1.875%)

.870

12/11/31

3,697

58,589

(i) Air Comm Corporation, LLC, Term Loan, (TSFR1M + 2.750%)

.913

12/11/31

58,772

89,207

(i) Archkey Solutions LLC, Term Loan B, (TSFR3M + 4.250%)

.252

11/03/31

90,016

101,973

(i) Barentz International B.V., Term Loan B, (TSFR3M + 3.250%)

.352

03/28/31

102,215

231,835

(i) Barnes Group Inc, Term Loan B, (TSFR1M + 2.750%)

.913

01/27/32

232,374

43,560

(i) Bleriot US Bidco Inc., Term Loan B, (TSFR3M + 2.500%)

.502

10/17/30

43,630

46,000

(i),(j)

Brand Industrial Services Inc, (TBD)

TBD

TBD

41,814

70,000

(i) Centuri Group, Inc, Term Loan B, (TSFR1M + 2.250%)

.416

07/09/32

70,298

336,521

(i) Chamberlain Group Inc, Term Loan B, (TSFR1M + 3.000%)

.163

09/08/32

337,258

87,381

(i) Chart Industries, Inc., Term Loan B, (TSFR3M + 2.500%)

.792

03/18/30

87,981

50,605

(i) Conair Holdings, LLC, Term Loan B, (TSFR1M + 3.750%)

.028

05/17/28

32,197

22,311

(i) Core & Main LP, Term Loan B, (TSFR1M + 2.000%)

.166

07/27/28

22,351

26,000

(i),(j)

Cornerstone Building Brands Inc, (TBD)

TBD

TBD

25,068

138,829

(i),(n)

Cornerstone Building Brands, Inc., Term Loan B, (TSFR1M +

3.250%)

.500

04/12/28

132,202

121,000

(i),(n)

CP Atlas Buyer, Inc., Term Loan, (TSFR1M + 5.250%)

.413

07/08/30

118,883

42,000

(i) DG Investment Intermediate Holdings 2, Inc., Term Loan,

(TSFR1M + 3.750%)

.913

07/12/32

42,193

114,736

(i) Filtration Group Corporation, Term Loan, (TSFR1M + 2.750%)

.913

10/23/28

115,394

32,448

(i) Foundation Building Materials Holding Company LLC, Term

Loan, (TSFR3M + 3.250%)

.820

01/31/28

32,525

118,178

(i) Gates Global LLC, Term Loan B5, (TSFR1M + 1.750%)

.913

06/04/31

118,169

38,000

(i) Green Infrastructure Partners Inc, Term Loan B, (TSFR3M +

2.750%)

.748

09/24/32

38,083

53,745

(i),(o)

Kaman Corporation, Delayed Draw Term Loan, (N/A + TSFR3M

+ 1.250%)

.414

02/26/32

53,634

571,122

(i) Kaman Corporation, Term Loan B, (TSFR3M + TSFR6M +

2.500%)

.621

02/26/32

569,946

44,700

(b) KP Germany Erste GmbH

.157

10/27/25

39,855

124,352

(i) Madison IAQ LLC, Term Loan, (TSFR6M + 2.500%)

.702

06/21/28

124,600

57,866

(i) Madison Safety & Flow LLC, Term Loan B, (TSFR1M + 2.750%)

.913

09/26/31

58,005

51,233

(i) MI Windows and Doors, LLC, Term Loan B2, (TSFR1M +

2.750%)

.913

03/28/31

51,486

93,812

(i) Oregon Tool, Inc., 2nd Lien Term Loan, (TSFR3M + 4.000%)

.447

10/15/29

73,197

48,000

(i),(n)

Oregon Tool, Inc., First Lien Term Loan, (TSFR3M + 5.350%)

.545

10/15/29

48,960

54,000

(i),(j)

Oscar Acquisitionco LLC, (TBD)

TBD

TBD

50,564

#### Portfolio of Investments September 30, 2025
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL GOODS

(continued)

54,516

(i),(j)

PINNACLE BUYER LLC, (TBD)

TBD

TBD

$

54,652

10,484

(i),(j),(o)

PINNACLE BUYER LLC, (TBD)

TBD

TBD

10,510

161,190

(i) Quikrete Holdings, Inc., Term Loan B, (TSFR1M + 2.250%)

.413

%

01/31/32

161,272

37,585

(i) Quikrete Holdings, Inc., Term Loan B1, (TSFR1M + 2.250%)

.413

04/14/31

37,616

68,000

(i) QXO Inc, Term Loan B, (TSFR1M + 3.000%)

.163

04/30/32

68,647

105,000

(i) Resideo Funding Inc., Incremental Term Loan, (TSFR3M +

2.000%)

.038

08/13/32

105,164

565,560

(i) TK Elevator Midco GmbH, Term Loan B, (TSFR6M + 3.000%)

.197

04/30/30

567,605

154,440

(i) TransDigm, Inc., Term Loan, (TSFR3M + 2.500%)

.502

01/20/32

154,539

335,685

(i) TransDigm, Inc., Term Loan J, (TSFR3M + 2.500%)

.502

02/28/31

335,898

175,000

(i) TransDigm, Inc., Term Loan M, (TSFR1M + 2.500%)

.663

08/13/32

175,009

314,562

(i) Victory Buyer LLC, Term Loan, (TSFR1M + 3.750%)

.028

11/20/28

315,995

TOTAL CAPITAL GOODS

4,956,265

COMMERCIAL & PROFESSIONAL SERVICES - 0.6%

250,000

(i) Allied Universal Holdco LLC, Term Loan B, (TSFR1M + 3.250%)

.513

08/20/32

251,223

68,549

(i) Amentum Government Services Holdings LLC, Term Loan B,

(TSFR1M + 2.250%)

.413

09/29/31

68,624

32,835

(i) American Auto Auction Group, LLC, Term Loan, (TSFR3M +

4.500%)

.502

05/28/32

33,166

220,000

(i) Anticimex International AB, Term Loan B1, (SOFR90A +

3.400%)

.760

11/16/28

220,825

110,165

(i) Anticimex International AB, Term Loan B6, (SOFR90A +

3.400%)

.760

11/16/28

110,661

10,345

(i),(o)

Archkey Solutions LLC, Delayed Draw Term Loan B

.750

11/03/31

10,439

197,018

(i) CoreLogic, Inc., Term Loan, (TSFR1M + 3.500%)

.778

06/02/28

197,387

153,541

(i) Creative Artists Agency, LLC , First Lien Term Loan B, (TSFR1M

+ 2.500%)

.663

10/01/31

153,946

156,327

(i) Ensemble RCM, LLC, Term Loan B, (TSFR3M + 3.000%)

.308

08/01/29

156,940

73,262

(i) First Advantage Holdings, LLC, Repriced Term Loan B, (TSFR1M

+ 2.750%)

.913

10/31/31

71,682

342,825

(i) Garda World Security Corporation, Term Loan B, (TSFR1M +

3.000%)

.174

02/01/29

343,682

95,000

(i) GFL Environmental Inc., Term Loan B, (TSFR3M + 2.500%)

.671

03/03/32

95,095

67,994

(i) OMNIA Partners LLC, Term Loan B, (TSFR3M + 2.500%)

.814

07/25/30

68,105

54,451

(i) Prime Security Services Borrower, LLC, First Lien Term Loan B,

(TSFR6M + 2.000%)

.129

10/15/30

54,379

101,123

(i) Reworld Holding Corp, Term Loan B, (TSFR1M + 2.250%)

.386

11/30/28

101,275

7,828

(i) Reworld Holding Corp, Term Loan C, (TSFR1M + 2.250%)

.386

11/30/28

7,839

142,547

(i) West Corporation, Term Loan B3, (TSFR3M + 4.000%)

.558

04/12/27

66,124

69,825

(i) WIN Waste Innovations Holdings, Inc., Incremental Term Loan,

(TSFR1M + 3.750%)

.028

03/27/28

70,480

587,693

(i) WIN Waste Innovations Holdings, Inc., Term Loan B, (TSFR1M

+ 2.750%)

.028

03/27/28

588,064

118,800

(i) XPLOR T1 LLC, Term Loan B, (TSFR3M + 3.500%)

.502

06/24/31

118,949

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

2,788,885

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 0.4%

118,802

(i) Belron Finance LLC, Repriced Term Loan B, (TSFR3M + 2.500%)

.742

10/16/31

119,545

300,619

(i) CNT Holdings I Corp, Term Loan, (TSFR3M + 2.250%)

.558

11/08/32

300,779

46,296

(i) Gulfside Supply Inc, Term Loan B, (TSFR3M + 3.000%)

.002

06/17/31

46,412

243,161

(i) Johnstone Supply LLC, Term Loan B, (TSFR1M + 2.500%)

.635

06/09/31

243,009

54,881

(i),(n)

LBM Acquisition LLC, Incremental Term Loan B, (TSFR1M +

3.750%)

.986

06/06/31

53,662

151,499

(i) Les Schwab Tire Centers, Term Loan B, (TSFR1M + TSFR3M +

2.500%)

.681

04/23/31

151,357

175,699

(i) Michaels Companies, Inc., Term Loan B, (TSFR3M + 4.250%)

.513

04/17/28

166,384

58,400

(i) Mister Car Wash Holdings, Inc., Term Loan B, (TSFR1M +

2.500%)

.663

03/27/31

58,588

81,000

(i) Petco Health and Wellness Company, Inc., Term Loan B,

(TSFR3M + 3.250%)

.513

03/06/28

79,080

100,000

(i) PetSmart, Inc., Term Loan B, (TSFR1M + 4.000%)

.136

08/18/32

98,626

135,870

(i) Restoration Hardware, Inc., Term Loan B, (TSFR1M + 2.500%)

.778

10/20/28

132,568

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

(continued)

406,055

(i) Wand NewCo 3, Inc., Repriced Term Loan B, (TSFR1M +

2.500%)

.663

%

01/30/31

$

405,148

125,782

(i) White Cap Buyer LLC, Term Loan B, (TSFR1M + 3.250%)

.416

10/29/29

125,950

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

1,981,108

CONSUMER DURABLES & APPAREL - 0.3%

133,587

(i) ABG Intermediate Holdings 2 LLC, First Lien Term Loan B,

(TSFR1M + 2.250%)

.413

12/21/28

133,493

343,645

(i) AI Aqua Merger Sub, Inc., First Lien Term Loan B, (TSFR1M +

3.000%)

.280

07/31/28

344,711

121,793

(i) Hayward Industries, Inc., Term Loan, (TSFR1M + 2.500%)

.778

05/30/28

122,064

2,919

(i) Serta Simmons Bedding, LLC, New Term Loan, (TSFR3M +

7.500%)

.616

06/29/28

2,749

108,478

(i) Somnigroup International Inc, Term Loan B, (SOFR30A +

2.250%)

.370

10/24/31

109,269

60,775

(i) Topgolf Callaway Brands Corp., Term Loan B, (TSFR1M +

3.000%)

.163

03/18/30

60,201

248,750

(i) Varsity Brands, Inc., First Lien Term Loan, (TSFR3M + 3.000%)

.026

08/26/31

249,092

180,000

(i),(j)

Weber-Stephen Products LLC, (TBD)

TBD

TBD

178,369

232,468

(i) Weber-Stephen Products LLC, Term Loan B, (TSFR1M +

3.250%)

.528

10/29/27

230,725

105,000

(i) WH Borrower, LLC, Term Loan B, (TSFR3M + 4.500%)

.704

02/20/32

105,246

TOTAL CONSUMER DURABLES & APPAREL

1,535,919

CONSUMER SERVICES - 0.7%

54,313

(i) 101B.C. Unlimited Liability Company, Term Loan B6, (TSFR1M

+ 1.750%)

.913

09/23/30

54,199

49,378

(i) Allwyn Entertainment Financing US LLC, Term Loan B, (TSFR3M

+ 2.000%)

.329

06/11/31

49,363

408,127

(i) Alterra Mountain Company, Term Loan B8, (TSFR1M + 2.500%)

.663

05/31/30

409,406

191,717

(i) Alterra Mountain Company, Term Loan B9, (TSFR1M + 2.500%)

.663

08/17/28

192,276

46,912

(i) Caesars Entertainment Inc., Term Loan B, (TSFR1M + 2.250%)

.413

02/06/30

46,900

243,763

(i) Caesars Entertainment Inc., Term Loan B1, (TSFR1M + 2.250%)

.413

02/06/31

243,509

70,000

(i) Catawba Nation Gaming Authority, Term Loan B, (TSFR1M +

4.750%)

.913

03/29/32

71,641

89,843

(i) Churchill Downs Incorporated, Incremental Term Loan B1,

(TSFR1M + 1.750%)

.913

03/17/28

89,900

122,833

(i) Delta 2 (LUX) S.a.r.l., Term Loan B1, (TSFR3M + 2.000%)

.002

09/19/31

123,083

61,417

(i) Delta 2 (LUX) S.a.r.l., Term Loan B2, (TSFR3M + 2.000%)

.002

09/19/31

61,542

56,041

(i) Element Materials Technology Group US Holdings Inc., Term

Loan, (TSFR3M + 3.675%)

.677

06/25/29

56,487

173,870

(i) Fertitta Entertainment, LLC, Term Loan B, (TSFR1M + 3.250%)

.413

01/29/29

173,816

64,838

(i) Flutter Financing B.V., Term Loan B, (TSFR3M + 2.000%)

.002

06/04/32

64,869

293,494

(i) Flutter Financing B.V., Term Loan B, (TSFR3M + 1.750%)

.752

11/29/30

293,054

94,418

(i) GBT US III LLC, Term Loan B, (TSFR3M + 2.500%)

.814

07/28/31

94,734

131,980

(i) GVC Holdings (Gibraltar) Limited, Term Loan B6 (2029),

(SOFR90A + 2.250%)

.370

10/31/29

132,112

64,838

(i) Herschend Entertainment Company, LLC, Term Loan B,

(TSFR1M + 3.250%)

.413

05/27/32

65,162

91,697

(i) Hilton Grand Vacations Borrower LLC, Term Loan B, (TSFR1M +

2.000%)

.163

08/02/28

91,681

118,620

(i) IRB Holding Corp, First Lien Term Loan B, (TSFR1M + 2.500%)

.663

12/15/27

118,778

236,646

(i) Light and Wonder International, Inc., Term Loan B2, (TSFR1M +

2.250%)

.393

04/16/29

237,608

84,575

(i) PG Investment Company 59 S.a r.l., Term Loan B, (TSFR1M +

2.750%)

.913

03/24/31

84,966

162,238

(i) Scientific Games Holdings LP, Term Loan B, (TSFR3M + 3.000%)

.286

04/04/29

161,087

79,225

(i) SeaWorld Parks & Entertainment, Inc., Term Loan B3, (TSFR1M

+ 2.000%)

.163

12/04/31

79,258

292,464

(i),(n)

Spin Holdco Inc., Term Loan, (TSFR3M + 4.000%)

.393

03/06/28

246,297

159,350

(i) TKO Worldwide Holdings, LLC, Term Loan, (TSFR3M + 2.000%)

.038

11/21/31

159,770

TOTAL CONSUMER SERVICES

3,401,498

#### Portfolio of Investments September 30, 2025
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.0%

25,000

(i) Boots Group Bidco Ltd, Term Loan, (TSFR3M + 3.500%)

.705

%

08/30/32

$

25,099

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

25,099

ENERGY - 0.2%

151,017

(i) EG America LLC, Repriced Term Loan, (TSFR3M + 3.500%)

.699

02/07/28

152,081

116,354

(i) Epic Crude Services, LP, Term Loan B, (TSFR3M + 2.500%)

.828

10/15/31

116,633

568,196

(i) Freeport LNG Investments, LLLP, Term Loan A, (TSFR3M +

3.000%)

.587

11/16/26

569,856

102,098

(i) TransMontaigne Operating Company L.P., Term Loan B,

(TSFR1M + 2.500%)

.663

11/17/28

102,325

TOTAL ENERGY

940,895

FINANCIAL SERVICES - 0.2%

29,925

(i) AAL Delaware Holdco, Inc., Term Loan, (TSFR1M + 2.750%)

.913

07/30/31

30,029

44,643

(i) AqGen Island Holdings, Inc., Term Loan B, (TSFR1M + 3.000%)

.163

08/02/28

44,662

69,136

(i) Aragorn Parent Corporation, Repriced Term Loan B, (TSFR1M

+ 3.500%)

.663

12/15/28

69,617

105,000

(i) Beach Acquisition Bidco LLC, Term Loan B, (TSFR3M + 3.250%)

.308

09/13/32

105,634

40,000

(i) Colossus Acquireco LLC, Term Loan B, (SOFR90A + 1.750%)

.870

07/30/32

39,800

61,690

(i) Dechra Pharmaceuticals Holdings Ltd, Term Loan B, (TSFR6M

+ 3.250%)

.447

01/27/32

61,896

167,885

(b),(i),(p)

Ditech Holding Corporation, Term Loan

.000

06/30/27

121,813

(i) Kestra Advisor Services Holdings A, Inc., Repriced Term Loan,

(TSFR1M + 3.000%)

.163

03/24/31

121,983

32,000

(i) NCR Atleos LLC, Term Loan B, (TSFR3M + 3.000%)

.026

09/20/32

32,107

56,000

(i),(j)

Orion US Finco Inc, (TBD)

TBD

TBD

56,350

63,000

(i) Priority Holdings, LLC, Term Loan B, (TSFR1M + 3.750%)

.913

07/30/32

63,276

40,000

(i) Shift4 Payments, LLC, Term Loan, (TSFR3M + 2.750%)

.502

07/06/32

40,350

71,371

(i) Trans Union, LLC, Term Loan B8, (TSFR1M + 1.750%)

.913

06/24/31

71,394

91,541

(i) WEX Inc., Term Loan B2, (TSFR1M + 1.750%)

.913

04/03/28

91,512

TOTAL FINANCIAL SERVICES

828,627

FOOD, BEVERAGE & TOBACCO - 0.3%

44,662

(i) Aspire Bakeries Holdings LLC, Term Loan B, (TSFR1M +

3.500%)

.663

12/23/30

44,983

23,000

(i),(j)

B&G Foods Inc, (TBD)

TBD

TBD

22,149

121,645

(i) CHG PPC Parent LLC, Term Loan, (TSFR1M + 3.000%)

.278

12/08/28

121,949

36,008

(i) City Brewing Company, LLC, PIK First Out Term Loan, (TSFR3M

+ 7.000%), (cash 11.198%, PIK 6.000%)

.198

09/30/30

27,006

8,231

(i) City Brewing Company, LLC, PIK Super Priority Term Loan,

(TSFR3M + 7.000%), (cash 11.198%, PIK 3.500%)

.198

09/30/30

7,002

122,512

(i) Fiesta Purchaser, Inc., Repriced Term Loan, (TSFR1M + 2.750%)

.913

02/12/31

122,416

129,000

(i),(j)

Froneri US Inc, (TBD)

TBD

TBD

128,882

99,000

(i) Naked Juice LLC, FLFO Term Loan, (TSFR3M + 5.500%)

.502

01/24/29

99,949

243,496

(i) Pegasus BidCo BV, Term Loan B, (TSFR3M + 2.750%)

.762

07/12/29

244,774

8,621

(i),(o)

Sauer Brands Inc, Delayed Draw Term Loan

.000

02/19/32

8,682

91,379

(i) Sauer Brands Inc, Term Loan B, (TSFR1M + 3.000%)

.163

02/19/32

92,029

98,566

(i) Sycamore Buyer LLC, Term Loan B, (TSFR1M + 2.250%)

.408

05/21/32

99,264

289,530

(i) Triton Water Holdings, Inc, Term Loan B, (TSFR3M + 2.250%)

.252

03/31/28

289,809

TOTAL FOOD, BEVERAGE & TOBACCO

1,308,894

HEALTH CARE EQUIPMENT & SERVICES - 1.1%

91,318

(i) ADMI Corp., Term Loan B5, (TSFR1M + 5.750%)

.913

12/23/27

88,750

188,785

(i) AHP Health Partners, Inc., Term Loan B, (TSFR1M + 2.250%)

.413

09/20/32

189,375

39,701

(i) Concentra Health Services Inc, Repriced Term Loan B, (TSFR1M

+ 2.000%)

.163

07/28/31

39,899

228,840

(i) Gainwell Acquisition Corp., Term Loan B, (TSFR3M + 4.000%)

.102

10/01/27

225,636

355,879

(i) Global Medical Response, Inc., Term Loan B, (TSFR1M +

3.500%)

.634

09/20/32

356,388

153,817

(i) MedAssets Software Intermediate Holdings, Inc., First Out Term

Loan, (TSFR3M + 4.000%)

.003

12/18/28

149,636

133,871

(i),(n)

Medical Solutions Holdings, Inc., First Lien Term Loan, (TSFR3M

+ 3.500%)

.908

11/01/28

103,081

874,069

(i) Medline Borrower, LP, Term Loan B, (TSFR1M + 2.000%)

.163

10/23/28

874,939

146,589

(i) National Mentor Holdings, Inc., Term Loan, (TSFR1M + TSFR3M

+ 3.750%)

.932

03/02/28

146,241

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH CARE EQUIPMENT & SERVICES

(continued)

4,872

(i) National Mentor Holdings, Inc., Term Loan C, (TSFR3M +

3.750%)

.852

%

03/02/28

$

4,861

71,000

(i) Onex TSG Intermediate Corp., Term Loan B, (TSFR3M +

3.750%)

.976

08/06/32

71,469

171,825

(i) Pacific Dental Services, LLC, Term Loan B, (TSFR1M + 2.500%)

.643

09/17/32

171,896

498,541

(i) Parexel International Corporation, Term Loan B, (TSFR1M +

2.500%)

.663

11/15/28

499,528

361,326

(i) Phoenix Guarantor Inc, Term Loan B, (TSFR1M + 2.500%)

.663

02/21/31

361,955

110,000

(i) Radiology Partners Inc, Term Loan, (TSFR3M + 4.500%)

.502

06/30/32

109,943

69,301

(i) Resonetics, LLC, Repriced Term Loan B, (TSFR3M + 2.750%)

.064

06/18/31

69,317

93,503

(i) Select Medical Corporation, Term Loan B, (TSFR1M + 2.000%)

.163

12/03/31

93,796

16,001

(i) Sound Inpatient Physicians, Tranche A Term Loan (First Out),

(TSFR3M + 3.250%), (cash 10.057%, PIK 1.000%)

.382

06/28/28

16,696

145,017

(i) Sound Inpatient Physicians, Tranche B Term Loan (Second Out),

(TSFR3M + 2.500%), (cash 8.057%, PIK 1.500%)

.632

06/28/28

141,437

115,414

(i) Star Parent Inc., Term Loan B, (TSFR3M + 4.000%)

.002

09/30/30

115,558

654,769

(i) Surgery Center Holdings, Inc., Term Loan B, (TSFR1M +

2.500%)

.663

12/19/30

655,996

498,751

(i) Team Health Holdings, Inc., Term Loan B, (TSFR3M + 4.500%)

.796

06/30/28

498,438

68,767

(i) Viant Medical Holdings, Inc., Term Loan B, (TSFR1M + 4.000%)

.163

10/29/31

68,918

248,750

(i) Zelis Payments Buyer, Inc., 5th Amendment Term Loan,

(TSFR1M + 3.250%)

.413

11/26/31

249,061

TOTAL HEALTH CARE EQUIPMENT & SERVICES

5,302,814

HOUSEHOLD & PERSONAL PRODUCTS - 0.0%

(i) Kronos Acquisition Holdings Inc., Term Loan, (TSFR3M +

4.000%)

.002

07/08/31

73,617

(i) VC GB Holdings I Corp., First Lien Term Loan, (TSFR3M +

3.500%)

.763

05/16/28

73,618

TOTAL HOUSEHOLD & PERSONAL PRODUCTS

73,716

INSURANCE - 0.9%

106,821

(i) Acrisure, LLC, First Lien Term Loan B6, (TSFR1M + 3.000%)

.163

11/06/30

106,772

210,000

(i) Alera Group, Inc., Term Loan, (TSFR1M + 3.250%)

.413

05/28/32

211,020

666,039

(i) Alliant Holdings Intermediate, LLC, Term Loan B, (TSFR1M +

2.500%)

.666

09/19/31

664,924

275,723

(i) AmWINS Group, Inc., Term Loan B, (TSFR3M + 2.250%)

.252

01/30/32

275,901

176,000

(i) Asurion LLC, 2nd Lien Term Loan B3, (TSFR1M + 5.250%)

.528

02/03/28

171,820

90,710

(i) Asurion LLC, Term Loan B11, (TSFR1M + 4.250%)

.513

08/21/28

91,100

184,844

(i) Asurion LLC, Term Loan B13, (TSFR1M + 4.250%)

.413

09/19/30

183,901

248,091

(i) Asurion LLC, Term Loan B9, (TSFR1M + 3.250%)

.528

07/30/27

248,199

669,898

(i) Broadstreet Partners, Inc., Term Loan B4, (TSFR1M + 2.750%)

.913

06/16/31

671,277

76,500

(i) Evertec Group, LLC, Term Loan B, (TSFR1M + 2.250%)

.413

10/15/30

76,787

390,860

(i) HUB International Limited, Term Loan B, (TSFR3M + 2.250%)

.575

06/20/30

391,872

316,878

(i) Ryan Specialty Group, LLC, Term Loan B, (TSFR1M + 2.000%)

.163

09/15/31

317,374

360,488

(i) Sedgwick Claims Management Services, Inc., Term Loan B,

(TSFR1M + 2.500%)

.663

07/31/31

360,432

170,000

(i) Trucordia Insurance Holdings LLC, Term Loan B, (TSFR1M +

3.250%)

.413

06/17/32

170,638

324,960

(i) Truist Insurance Holdings LLC, Term Loan B, (TSFR3M +

2.750%)

.752

05/06/31

325,468

28,290

(i) USI, Inc., Term Loan C, (TSFR3M + 2.250%)

.252

09/27/30

28,284

196,198

(i) USI, Inc., Term Loan D, (TSFR3M + 2.250%)

.252

11/23/29

196,168

TOTAL INSURANCE

4,491,937

MATERIALS - 0.4%

24,504

(i) Arsenal AIC Parent LLC, Term Loan B, (TSFR1M + 2.750%)

.913

08/19/30

24,534

2,045

(i),(o)

Clydesdale Acquisition Holdings Inc, Delayed Draw Term Loan,

(N/A + TSFR1M + 3.250%)

.332

03/29/32

2,044

366,166

(i) Clydesdale Acquisition Holdings Inc, Term Loan B, (TSFR1M +

3.175%)

.338

04/13/29

366,084

116,663

(i) Clydesdale Acquisition Holdings Inc, Term Loan B, (TSFR1M +

3.250%)

.413

03/29/32

116,615

56,410

(i) Discovery Purchaser Corporation, Term Loan, (TSFR3M +

3.750%)

.082

10/04/29

56,222

#### Portfolio of Investments September 30, 2025
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

(continued)

109,725

(i) Fortis 333, Inc., Term Loan B, (TSFR3M + 3.500%)

.502

%

04/02/32

$

109,314

447,565

(i) Klockner-Pentaplast of America, Inc., Term Loan B, (TSFR6M +

4.725%)

.019

02/09/26

223,643

68,854

(i) Lonza Group AG, Term Loan B, (TSFR3M + 3.925%)

.027

07/03/28

62,365

116,973

(i) Nouryon Finance B.V., Term Loan B1, (TSFR1M + 3.250%)

.500

04/03/28

117,315

14,739

(i) Nouryon Finance B.V., Term Loan B2, (TSFR1M + 3.250%)

.424

04/03/28

14,769

25,000

(i),(n)

Olympus Water US Holding Corp, (CME Term SOFR 1 Month +

3.250%)

.593

07/26/32

24,857

27,781

(i) Plaze, Inc., Incremental Term Loan, (TSFR1M + 3.750%)

.913

08/03/26

26,071

47,873

(i) Plaze, Inc., Term Loan B, (TSFR1M + 3.500%)

.778

08/03/26

44,926

93,341

(i) Proampac PG Borrower LLC, Term Loan, (TSFR1M + TSFR3M +

4.000%)

.256

09/15/28

93,808

163,000

(i),(j)

Qnity Electronics Inc, (TBD)

TBD

TBD

163,204

54,178

(i) SupplyOne, Inc, Term Loan B, (TSFR1M + 3.500%)

.663

04/21/31

54,491

139,993

(i) TricorBraun Holdings, Inc., Term Loan, (TSFR1M + 3.250%)

.413

03/03/31

139,489

16,346

(i),(o)

USALCO, LLC, Delayed Draw Term Loan

.000

09/30/31

16,344

157,466

(i) USALCO, LLC, Term Loan, (TSFR1M + 3.500%)

.663

09/30/31

157,442

TOTAL MATERIALS

1,813,537

MEDIA & ENTERTAINMENT - 0.8%

111,052

(i),(n)

Advantage Sales & Marketing, Inc., Term Loan, (TSFR3M +

4.250%)

.797

10/28/27

99,860

694,681

(i),(n)

AMC Entertainment Holdings, Inc. , Term Loan, (TSFR1M +

7.000%)

.134

01/04/29

697,906

337,909

(i) Cengage Learning, Inc., First Lien Term Loan B, (TSFR1M +

TSFR3M + 3.500%)

.682

03/24/31

337,451

123,753

(i) Century De Buyer LLC, Term Loan B, (TSFR3M + 3.000%)

.301

10/30/30

124,004

121,878

(i) Cinemark USA, Inc., Term Loan B, (TSFR1M + TSFR3M +

2.250%)

.332

05/24/30

122,119

287,605

(i) Clear Channel Outdoor Holdings, Inc., Term Loan, (TSFR1M +

4.000%)

.278

08/23/28

288,468

85,183

(i) CMG Media Corporation, Term Loan, (TSFR3M + 3.500%)

.602

06/18/29

81,610

613,373

(i) Crown Finance US, Inc., Term Loan B, (TSFR1M + 4.500%)

.780

12/02/31

612,877

137,055

(i) CSC Holdings, LLC, Term Loan B5, (Prime + 1.500%)

.750

04/15/27

132,943

661,649

(i),(n)

CSC Holdings, LLC, Term Loan B6, (TSFR1M + 4.500%)

.650

01/18/28

659,040

14,953

(i) E.W. Scripps Company (The), Term Loan B2, (TSFR1M +

5.750%)

.015

06/30/28

15,143

25,935

(i) E.W. Scripps Company (The), Term Loan B3, (TSFR1M +

3.350%)

.615

11/30/29

24,910

92,291

(i) McGraw-Hill Global Education Holdings, LLC, First Lien Term

Loan B, (TSFR1M + 2.750%)

.913

08/06/31

92,428

137,240

(i) Planet US Buyer LLC, Term Loan B, (TSFR3M + 3.000%)

.198

02/10/31

138,146

51,870

(i) Sinclair Television Group Inc., Term Loan B6, (TSFR3M +

3.300%)

.870

12/31/29

47,137

82,134

(i) Sunrise Financing Partnership, Term Loan AAA, (TSFR6M +

2.500%)

.691

02/17/32

82,016

100,000

(i) Virgin Media Bristol LLC, Term Loan Y, (TSFR6M + 3.175%)

.373

03/31/31

98,750

165,000

(i),(n)

WideOpenWest Finance LLC, (LIBOR 1 M + 3.000%)

.582

12/11/28

152,831

TOTAL MEDIA & ENTERTAINMENT

3,807,639

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.2%

125,000

(i) Amneal Pharmaceuticals LLC, Term Loan B, (TSFR1M + 3.500%)

.663

08/02/32

125,104

212,281

(i) Jazz Financing Lux S.a.r.l., First Lien Term Loan B, (TSFR1M +

2.250%)

.413

05/05/28

212,764

220,000

(i) Opal Bidco SAS, Term Loan B, (TSFR3M + 3.250%)

.252

04/23/32

220,852

318,451

(i) Organon & Co, Term Loan, (TSFR1M + 2.250%)

.408

05/19/31

311,684

108,335

(i) Perrigo Investments, LLC, Term Loan B, (TSFR1M + 2.000%)

.163

04/20/29

108,425

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

978,829

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.1%

343,517

(i) Cushman & Wakefield U.S. Borrower, LLC, Term Loan B1,

(TSFR1M + 2.750%)

.913

%

01/31/30

$

344,950

45,366

(i) Cushman & Wakefield U.S. Borrower, LLC, Term Loan B3,

(TSFR1M + 2.750%)

.913

01/31/30

45,536

251,000

(i) Forest City Enterprises, L.P., Term Loan B, (TSFR1M + 3.500%)

.778

12/08/25

250,598

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

641,084

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.1%

341,145

(i) Instructure Holdings, Inc., Repriced Term Loan, (TSFR3M +

2.750%)

.753

11/13/31

341,051

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

341,051

SOFTWARE & SERVICES - 2.0%

124,000

(i) Asurion LLC, Second Lien Term Loan B4, (TSFR1M + 5.250%)

.528

01/22/29

118,980

149,625

(i) Avalara, Inc, Term Loan B, (TSFR3M + 3.250%)

.252

03/29/32

149,853

219,864

(i) Avaya, Inc., Exit Term Loan, (TSFR1M + 3.750%), (cash 11.856%,

PIK 7.500%)

.832

08/01/28

194,225

44,296

(i) Axalta Coating Systems U.S. Holdings, Inc., Term Loan B,

(TSFR3M + 1.750%)

.752

12/20/29

44,524

109,725

(i) BCPE Pequod Buyer Inc, Term Loan B, (TSFR1M + 3.000%)

.163

11/25/31

110,048

586,886

(i) Boost Newco Borrower, LLC, Term Loan B, (TSFR3M + 2.000%)

.002

01/31/31

588,414

684,962

(i) Boxer Parent Company Inc., Term Loan B, (TSFR3M + 3.000%)

.199

07/30/31

684,639

140,125

(i) Camelot U.S. Acquisition LLC, Term Loan B, (TSFR1M + 2.750%)

.913

01/31/31

139,424

113,000

(i) Clearwater Analytics, LLC, Term Loan B, (TSFR6M + 2.250%)

.460

04/21/32

113,424

39,900

(i) Cloud Software Group, Inc., Term Loan B (2031), (TSFR3M +

3.250%)

.252

03/24/31

40,096

124,688

(i) Cotiviti Corporation, 2nd Amendment Term Loan, (TSFR1M +

2.750%)

.030

03/29/32

122,661

367,841

(i) Cotiviti Corporation, Term Loan, (TSFR1M + 2.750%)

.030

05/01/31

362,017

323,375

(i) Darktrace PLC, First Lien Term Loan, (TSFR3M + 3.250%)

.570

10/09/31

323,795

20,000

(i) Disco Parent, Inc., Term Loan B, (TSFR3M + 3.250%)

.484

08/06/32

20,100

127,079

(i) Ellucian Holdings, Inc., First Lien Term Loan B, (TSFR1M +

2.750%)

.913

10/09/29

127,227

475,934

(i) Epicor Software Corporation, Term Loan E, (TSFR1M + 2.500%)

.663

05/30/31

477,079

98,258

(i) Fortress Intermediate 3, Inc, Term Loan B, (TSFR1M + 3.000%)

.255

06/27/31

98,872

15,892

(i) Gen Digital Inc., Term Loan B, (TSFR1M + 1.750%)

.913

09/12/29

15,866

846,061

(i) Genesys Cloud Services Holdings II LLC, Term Loan B, (TSFR1M

+ 2.500%)

.663

01/30/32

841,740

138,582

(i) Informatica LLC, Term Loan B, (TSFR1M + 2.250%)

.413

10/30/28

139,016

116,708

(i) Javelin Buyer, Inc., Term Loan, (TSFR3M + 2.750%)

.058

12/08/31

116,708

83,580

(i) Kaseya Inc., First Lien Term Loan B, (TSFR1M + 3.250%)

.413

03/22/32

83,799

39,701

(i) Marcel LUX IV SARL, Repriced Term Loan, (SOFR30A + 3.000%)

.370

11/13/30

39,800

444,531

(i) McAfee, LLC, First Lien Term Loan B, (TSFR1M + 3.000%)

.223

03/01/29

425,917

374,276

(i) Mitchell International, Inc., First Lien Term Loan, (TSFR1M +

3.250%)

.413

06/17/31

374,357

270,248

(i) Open Text Corporation, Term Loan B, (TSFR1M + 1.750%)

.913

01/31/30

270,315

63,689

(i) Perforce Software, Inc., Add-on Term Loan, (TSFR1M + 4.750%)

.913

03/24/31

56,948

114,425

(i) PointClickCare Technologies, Inc., Term Loan B, (TSFR3M +

2.750%)

.752

11/03/31

114,689

247,813

(i) Press Ganey Holdings, Inc., Repriced Term Loan B, (TSFR1M +

3.000%)

.163

04/30/31

247,427

132,166

(i) Project Alpha Intermediate Holding, Inc., First Lien Term Loan

B, (TSFR3M + 3.250%)

.252

10/28/30

132,684

137,355

(i) Proofpoint, Inc., Term Loan, (TSFR1M + 3.000%)

.163

08/31/28

138,065

53,613

(i) Rackspace Finance, LLC, First Lien First Out Term Loan,

(TSFR1M + 6.250%)

.540

05/15/28

54,351

242,890

(i) Rackspace Finance, LLC, First Lien Second Out Term Loan,

(TSFR1M + 2.750%)

.040

05/15/28

109,604

161,720

(i) Rocket Software, Inc., Term Loan B, (TSFR1M + 3.750%)

.913

11/28/28

162,259

60,380

(i) SS&C Technologies Inc., Term Loan B8, (TSFR1M + 2.000%)

.163

05/09/31

60,599

87,309

(i) Surf Holdings, LLC, Incremental Term Loan, (TSFR1M + 3.500%)

.778

03/05/27

87,533

124,688

(i) Synechron Inc, Term Loan B, (TSFR3M + 3.750%)

.058

10/03/31

124,376

82,825

(i) Tempo Acquisition LLC, Repriced Term Loan B, (TSFR1M +

1.750%)

.913

08/31/28

81,191

#### Portfolio of Investments September 30, 2025
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOFTWARE & SERVICES

(continued)

395,544

(i),(n)

Twitter, Inc., Term Loan, (TSFR3M + 6.500%)

.958

%

10/29/29

$

388,567

580,567

(i) UKG Inc., Term Loan B, (TSFR3M + 2.500%)

.810

02/10/31

580,646

48,855

(i) Vision Solutions, Inc., Incremental Term Loan, (TSFR3M +

4.000%)

.570

04/24/28

47,340

208,427

(i) VS Buyer, LLC, Term Loan B, (TSFR3M + 2.250%)

.560

04/14/31

208,557

248,000

X Corp

.500

10/29/29

249,120

171,750

(i) Zelis Payments Buyer, Inc., Term Loan B, (TSFR1M + 2.750%)

.913

09/28/29

171,554

TOTAL SOFTWARE & SERVICES

9,038,406

TECHNOLOGY HARDWARE & EQUIPMENT - 0.4%

855,573

(i) CommScope, Inc., Term Loan, (TSFR1M + 4.750%)

.913

12/17/29

867,144

495,003

(i) Delta TopCo, Inc., Term Loan B, (TSFR3M + 2.750%)

.881

11/30/29

490,271

74,925

(i) Ingram Micro Inc., Term Loan, (TSFR3M + 2.250%)

.248

09/22/31

75,299

33,850

(i) Riverbed Technology, Inc., PIK Term Loan, (TSFR3M + 2.250%),

(cash 6.795%, PIK 2.000%)

.251

07/03/28

16,978

208,243

(i) Verifone Systems, Inc., Term Loan, (TSFR3M + 5.250%)

.820

08/21/28

202,024

20,892

(i) ViaSat, Inc., Term Loan, (TSFR1M + 4.500%)

.778

03/05/29

20,664

197,497

(i) ViaSat, Inc., Term Loan, (TSFR1M + 4.500%)

.750

05/30/30

194,817

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

1,867,197

TELECOMMUNICATION SERVICES - 0.9%

128,234

(i),(p)

Altice France S.A., Term Loan B12, (Prime + 2.688%)

.938

02/02/26

119,151

184,789

(i),(p)

Altice France S.A., Term Loan B13, (Prime + 3.000%)

.250

08/14/26

173,702

208,870

(i),(p)

Altice France S.A., Term Loan B14, (TSFR3M + 5.500%)

.818

08/31/28

202,604

243,793

(i) Cincinnati Bell, Inc., Term Loan B4, (TSFR1M + 2.250%)

.413

11/24/28

244,420

124,369

(i) Connect Finco Sarl, Extended Term Loan B, (TSFR1M + 4.500%)

.663

09/13/29

123,039

135,000

(i),(j)

Connect Holding II LLC, (TBD)

TBD

TBD

124,031

201,761

(b),(i)

Cyxtera DC Holdings, Inc., Term Loan B

.000

05/01/26

1,110

178,000

(i) Digicel International Finance Limited, Term Loan B, (Prime +

4.250%)

.500

08/09/32

178,260

756,516

(i) Frontier Communications Corp., Term Loan B, (TSFR1M +

2.500%)

.650

07/01/31

758,248

52,588

(i) Iridium Satellite LLC, Term Loan B, (TSFR1M + 2.250%)

.413

09/20/30

49,944

535,174

(i) Lumen Technologies, Inc., Extended Term Loan B2, (TSFR1M +

2.350%)

.628

04/15/30

532,501

261,692

(i) Lumen Technologies, Inc., Term Loan A, (TSFR1M + 6.000%)

.163

06/01/28

266,953

155,000

(i),(n)

Telesat Canada, Term Loan B5, (TSFR3M + 2.750%)

.210

12/07/26

124,000

83,000

(i) Windstream Services LLC, (CME Term SOFR 1 Month + 4.000%)

.136

09/27/32

82,326

21,225

(i) Zayo Group Holdings Inc, (CME Term SOFR 1 Month + 4.250%)

.338

03/09/27

21,295

1,058,534

(i),(n)

Zayo Group Holdings, Inc., Term Loan, (CME Term SOFR 1

Month + 3.000%)

.278

03/09/27

1,046,381

212,060

(i) Ziggo Financing Partnership, Term Loan I, (TSFR1M + 2.500%)

.765

04/28/28

211,758

TOTAL TELECOMMUNICATION SERVICES

4,259,723

TRANSPORTATION - 0.3%

162,638

(i) Air Canada, Term Loan B, (TSFR1M + 2.000%)

.166

03/21/31

162,893

105,286

(i) American Airlines, Inc., Term Loan, (TSFR3M + 2.250%)

.575

04/20/28

105,250

121,403

(i) Brown Group Holding, LLC, Incremental Term Loan B2,

(TSFR1M + TSFR3M + 2.750%)

.931

07/01/31

121,758

185,514

(i) Brown Group Holding, LLC, Term Loan B, (TSFR1M + 2.500%)

.663

07/01/31

185,838

98,315

(i) First Student Bidco Inc, Term Loan B, (TSFR3M + 2.500%)

.711

08/15/30

98,512

17,989

(i) First Student Bidco Inc, Term Loan C, (TSFR3M + 2.500%)

.711

08/15/30

18,030

339,883

(i) KKR Apple Bidco, LLC, Term Loan, (TSFR1M + 2.500%)

.663

09/23/31

340,231

131,658

(i) PODS, LLC, Term Loan B, (TSFR1M + 3.000%)

.278

03/31/28

129,203

156,000

(i) Stonepeak Nile Parent LLC, Term Loan B, (TSFR3M + 2.750%)

.079

04/12/32

156,137

97,627

(i) United Airlines, Inc., First Lien Term Loan B, (TSFR3M + 2.000%)

.196

02/24/31

98,054

83,011

(i) WestJet Loyalty LP, Term Loan B, (TSFR3M + 3.250%)

.252

02/14/31

83,211

TOTAL TRANSPORTATION

1,499,117

UTILITIES - 0.3%

117,000

(i) Cornerstone Generation LLC, Term Loan B, (TSFR3M + 3.250%)

.476

10/28/31

117,965

65,567

(i) Invenergy Thermal Operating I LLC, Term Loan B, (TSFR3M +

3.500%)

.667

05/06/32

66,195

4,688

(i) Invenergy Thermal Operating I LLC, Term Loan C, (TSFR3M +

3.500%)

.502

05/06/32

4,732

All percentages shown in the Portfolio of Investments are based on net assets applicable to common shares unless otherwise noted.

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

(continued)

98,159

(i) Kestrel Acquisition, LLC, Term Loan B, (Prime + TSFR3M +

3.000%)

.626

%

11/06/31

$

98,609

62,342

(i) NRG Energy, Inc., Term Loan, (TSFR3M + 1.750%)

.064

04/16/31

62,418

699,713

(i) Talen Energy Supply, LLC, Incremental Term Loan B, (TSFR3M

+ 2.500%)

.733

12/15/31

701,536

268,565

(i) Talen Energy Supply, LLC, Term Loan B, (TSFR3M + 2.500%)

.733

05/17/30

269,285

2,826

(i) Vistra Operations Company LLC, First Lien Term Loan B3,

(TSFR1M + 1.750%)

.913

12/20/30

2,834

TOTAL UTILITIES

1,323,574

TOTAL VARIABLE RATE SENIOR LOAN INTERESTS

(Cost $53,969,016)

53,967,520

TOTAL LONG-TERM INVESTMENTS

(Cost $585,264,274)

667,100,868

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM INVESTMENTS - 2.8%(2.0% of Total Investments)

13428484

REPURCHASE AGREEMENTS - 2.8% (2.0% of Total Investments)

13428484

8,825,000

(q) Fixed Income Clearing Corporation

.150

10/01/25

8,825,000

4,603,484

(r) Fixed Income Clearing Corporation

.260

10/01/25

4,603,484

TOTAL REPURCHASE AGREEMENTS

(Cost $13,428,484)

13,428,484

TOTAL SHORT-TERM INVESTMENTS

(Cost $13,428,484)

13,428,484

TOTAL INVESTMENTS - 143.3%

(Cost $598,692,758)

680,529,352

BORROWINGS - (35.3)% (s),(t)

(167,786,000)

REVERSE REPURCHASE AGREEMENTS, INCLUDING ACCRUED INTEREST - (7.4)%(u)

(35,005,880)

OTHER ASSETS & LIABILITIES, NET - (0.6)%

(2,712,457)

NET ASSETS APPLICABLE TO COMMON SHARES - 100%

$

475,025,015

ADR

American Depositary Receipt

BRL

Brazilian Real

CLP

Chilean Peso

COP

Colombian Peso

CZK

Czech Koruna

DOP

Dominican Peso

ETF

Exchange-Traded Fund

EUR

Euro

GDR

Global Depositary Receipt

HUF

Hungarian Forint

IDR

Indonesian Rupiah

INR

Indian Rupee

LIBOR

London Inter-Bank Offered Rate

M

Month

MSCI

Morgan Stanley Capital International

MXN

Mexican Peso

MYR

Malaysian Ringgit

PEN

Peruvian Sol

PIK

Payment-in-kind ("PIK") security. Depending on the terms of the security, income may be received in the form of cash, securities, or

a combination of both. The PIK rate shown, where applicable, represents the annualized rate of the last PIK payment made by the

issuer as of the end of the reporting period.

PLN

Polish Zloty

Reg S

Regulation S allows U.S. companies to sell securities to persons or entities located outside of the United States without registering

those securities with the Securities and Exchange Commission. Specifically, Regulation S provides a safe harbor from the

registration requirements of the Securities Act for the offers and sales of securities by both foreign and domestic issuers that are

made outside the United States.

REIT

Real Estate Investment Trust

RON

Romanian Leu

S&P

Standard & Poor's

#### Portfolio of Investments September 30, 2025
(continued)

#### NMAI

Principal denominated in U.S. Dollars, unless otherwise noted.

SOFR30A

30 Day Average Secured Overnight Financing Rate

SOFR90A

90 Day Average Secured Overnight Financing Rate

TBD

Senior loan purchased on a when-issued or delayed-delivery basis. Certain details associated with this purchase are not known prior

to the settlement date of the transaction. In addition, senior loans typically trade without accrued interest and therefore a coupon

rate is not available prior to settlement. At settlement, if still unknown, the borrower or counterparty will provide the Fund with the

final coupon rate and maturity date.

TRY

Turkish Lira

TSFR1M

CME Term Secured Overnight Financing Rate 1 Month

TSFR3M

CME Term Secured Overnight Financing Rate 3 Month

TSFR6M

CME Term Secured Overnight Financing Rate 6 Month

UGX

Ugandan Shilling

UYU

Uruguayan Peso

ZAR

South African Rand

(a) Security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities are deemed liquid

and may be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers.

As of the end of the fiscal period, the aggregate value of these securities is $111,905,366 or 16.4% of Total Investments.

(b) For fair value measurement disclosure purposes, investment classified as Level 3.

(c) Investment, or portion of investment, is hypothecated. The total value of investments hypothecated as of the end of the fiscal period

was $91,445,231.

(d) Non-income producing; issuer has not declared an ex-dividend date within the past twelve months.

(e) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in derivatives.

(f) Contains $1,000 Par Preferred and/or Contingent Capital Securities.

(g) Perpetual security. Maturity date is not applicable.

(h) $1,000 Par Institutional Preferred security. As of the end of the period, the percent of $1,000 Par Institutional Preferred securities was

3.8% of Total Investments.

(i) Floating or variable rate security includes the reference rate and spread, unless the variable rate is based on the underlying asset of

the security. Coupon rate reflects the rate at period end.

(j) When-issued or delayed delivery security.

(k) Contingent Capital Securities ("CoCos") are debt or preferred securities with loss absorption characteristics built into the terms

of the security for the benefit of the issuer, for example an automatic write-down of principal or a mandatory conversion into the

issuer's common stock under certain adverse circumstances, such as the issuer's capital ratio falling below a specified level. As of

the end of the reporting period, the Fund's total investment in CoCos was 3.1% of Total Investments.

(l) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in reverse

repurchase agreements. As of the end of the fiscal period, investments with a value of $37,853,134 have been pledged as collateral

for reverse repurchase agreements.

(m) Principal amount for interest accrual purposes is periodically adjusted based on changes in the Consumer Price Index.

(n) Portion of investment purchased on a delayed delivery basis.

(o) Investment, or portion of investment, represents an outstanding unfunded senior loan commitment.

(p) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of

bankruptcy.

(q) Agreement with Fixed Income Clearing Corporation, 4.150% dated 9/30/25 to be repurchased at $8,826,017 on 10/1/25,

collateralized by Government Agency Securities, with coupon rate 4.500% and maturity date 5/31/29, valued at $9,001,518.

(r) Agreement with Fixed Income Clearing Corporation, 1.260% dated 9/30/25 to be repurchased at $4,603,645 on 10/1/25,

collateralized by Government Agency Securities, with coupon rates 1.375%–1.875% and maturity dates 2/28/27–7/15/33, valued at

$4,695,618.

(s) Borrowings as a percentage of Total Investments is 24.7%.

(t) The Fund may pledge up to 100% of its eligible investments (excluding any investments separately pledged as collateral for

specific investments in derivatives, when applicable) in the Portfolio of Investments as collateral for borrowings. As of the end of the

reporting period, investments with a value of $277,265,826 have been pledged as collateral for borrowings.

(u) Reverse Repurchase Agreements, including accrued interest as a percentage of Total investments is 5.1%.

Investments in Derivatives

Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") and in conformity with the

applicable rules and regulations of the U.S. Securities and Exchange Commission ("SEC") related to interim filings. Part F of Form N-PORT does not

include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in

financial statements prepared in accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For

a full set of the Fund's notes to financial statements, please refer to the Fund's most recently filed annual or semi-annual report.

Fair Value Measurements

The Fund's investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Board of Directors/

Trustees. Fair value is defined as the price that would be received upon selling an investment or transferring a liability in an orderly transaction to an

independent buyer in the principal or most advantageous market for the investment. U.S. GAAP establishes the three-tier hierarchy which is used to

maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements

for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs

are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect management's assumptions about

the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the

circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.

Level 1 – Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.

Level 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit

spreads, etc.).

Level 3 – Prices are determined using significant unobservable inputs (including management's assumptions in determining the fair value of

investments).

The following table summarizes the market value of the Fund's investments as of the end of the reporting period, based on the inputs used to value

them:

Forward Foreign Currency Contracts

Currency Purchased

Notional Amount

(Local Currency)

Currency Sold

Notional Amount

(Local Currency)

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

EUR

166,978

$

196,434

Bank of America, N.A.

10/10/25

$

(297)

$

264,441

EUR

224,973

Bank of America, N.A.

10/10/25

$

$

909,608

EUR

770,578

Bank of America, N.A.

10/10/25

4,467

EUR

211,711

$

248,884

Morgan Stanley Capital Services

LLC

10/10/25

(203)

Total

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4,149

Total unrealized appreciation on forward foreign currency contracts

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4,649

Total unrealized depreciation on forward foreign currency contracts

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(500)

EUR

Euro

NMAI

Level 1

Level 2

Level 3

Total

Long-Term Investments:

Asset-Backed Securities

$

–

$

2,047,914

$

219,938

$

2,267,852

Common Stocks

231,752,685

91,502,039

1,240

323,255,964

Corporate Bonds

–

91,654,477

–

91,654,477

Emerging Market Debt and Foreign Corporate Bonds

–

68,801,301

531,875

69,333,176

Exchange-Traded Funds

35,922,399

64,006

–

35,986,405

Mortgage-Backed Securities

–

60,612,259

–

60,612,259

Preferred Stock

5,177,836

–

–

5,177,836

U.S. Government and Agency Obligations

–

24,845,379

–

24,845,379

Variable Rate Senior Loan Interests

–

53,926,538

40,982

53,967,520

Short-Term Investments:

Repurchase Agreements

–

13,428,484

–

13,428,484

Investments in Derivatives:

Forward Foreign Currency Contracts\*

–

4,149

–

4,149

Total

$

272,852,920

$

406,886,546

$

794,035

$

680,533,501

\*

Represents net unrealized appreciation (depreciation).

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $653393133.00

**Total Liabilities:** $178377618.00

**Net Assets:** $475015515.00

**Delayed Delivery Securities:** $2717159.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -29.65000000 | **1-Year:** -2286.58000000 | **5-Year:** -9027.26000000 | **10-Year:** -17255.57000000 | **30-Year:** -47312.77000000

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

- **3-Month:** -29.91000000 | **1-Year:** -5280.11000000 | **5-Year:** -30969.70000000 | **10-Year:** -12112.73000000 | **30-Year:** -15801.73000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.26%                | 1.56%                | 2.91%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-765631.15              | $1336321.53                                |
| Month 2  | $-211084.63              | $10255555.38                               |
| Month 3  | $192627.46               | $12197769.38                               |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     728569 | PA      | $656173.16    | 0.14%             | 2043-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Moncler SpA                                                                      | Moncler SpA                                                                      | CUSIP: T6730E110<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |       8038 | NS      | $473063.39    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Airbus SE                                                                        | Airbus SE                                                                        | CUSIP: N0280G100<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |      16247 | NS      | $3794095.48   | 0.80%             |  |  |  | No            | 2                  | On Loan: No      |
| Veolia Environnement SA                                                          | Veolia Environnement SA                                                          | CUSIP: F9686M107<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |       5283 | NS      | $180160.89    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Zurich Insurance Group AG                                                        | Zurich Insurance Group AG                                                        | CUSIP: H9870Y105<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       1222 | NS      | $873464.73    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: J44497105<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     199200 | NS      | $3213368.68   | 0.68%             |  |  |  | No            | 2                  | On Loan: No      |
| DSV A/S                                                                          | DSV A/S                                                                          | CUSIP: K31864117<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       4022 | NS      | $803477.09    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Severn Trent PLC                                                                 | Severn Trent PLC                                                                 | CUSIP: G8056D159<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |       3547 | NS      | $123671.56    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                                  | Fraport AG Frankfurt Airport Services Worldwide                                  | CUSIP: D3856U108<br>LEI: 5299001ERX0K10IZUL40 | Long             | EC               | CORP              | DE        |       2959 | NS      | $256078.05    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health Inc                                                              | Elevance Health Inc                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       2799 | NS      | $904412.88    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      12440 | NS      | $3029762.00   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Netflix Inc                                                                      | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        725 | NS      | $869217.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      17569 | NS      | $1661851.71   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      18604 | NS      | $584537.68    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: J7771X109<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      95800 | NS      | $2695127.79   | 0.57%             |  |  |  | No            | 2                  | On Loan: No      |
| Accenture PLC                                                                    | Accenture PLC                                                                    | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | US        |       4502 | NS      | $1110193.20   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Redeia Corp SA                                                                   | Redeia Corp SA                                                                   | CUSIP: E42807110<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |       3666 | NS      | $70781.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Monster Beverage Corp                                                            | Monster Beverage Corp                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      14435 | NS      | $971619.85    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Cheniere Energy Inc                                                              | Cheniere Energy Inc                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       4273 | NS      | $1004069.54   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                                                                   | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       6381 | NS      | $1512297.00   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Flughafen Zurich AG                                                              | Flughafen Zurich AG                                                              | CUSIP: H26552135<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |        470 | NS      | $143908.93    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Infratil Ltd                                                                     | Infratil Ltd                                                                     | CUSIP: Q4933Q124<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      14185 | NS      | $101666.67    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      13810 | NS      | $3357211.00   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Digital Realty Trust Inc                                                         | Digital Realty Trust Inc                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        629 | NS      | $108741.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk PT                                             | Bank Rakyat Indonesia Persero Tbk PT                                             | CUSIP: Y0697U112<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |     502000 | NS      | $117659.96    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Itau Unibanco Holding SA                                                         | Itau Unibanco Holding SA                                                         | CUSIP: P5968U113<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     190820 | NS      | $1400786.77   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanofi SA                                                                        | Sanofi SA                                                                        | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       6658 | NS      | $314257.60    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     363980 | PA      | $407295.53    | 0.09%             | 2032-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     499308 | PA      | $531115.19    | 0.11%             | 2028-04-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     294748 | PA      | $322211.38    | 0.07%             | 2029-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government International Bond                           | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $162494.94    | 0.03%             | 2044-07-24      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                                           | iShares Core MSCI Emerging Markets ETF                                           | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |     364718 | NS      | $24042210.56  | 5.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |       6142 | NS      | $1097759.66   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| PROVIDENT FINANCING TR I                                                         | Provident Financing Trust I                                                      | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $391482.80    | 0.08%             | 2038-03-15      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                                             | Colombian TES                                                                    | CUSIP: EK6999263<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  725000000 | PA      | $163491.82    | 0.03%             | 2030-09-18      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                                               | Cellnex Telecom SA                                                               | CUSIP: E2R41M104<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |       5003 | NS      | $173291.08    | 0.04%             |  |  |  | Yes           | 2                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                         | Comision Federal de Electricidad                                                 | CUSIP: 200447AE0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $189415.00    | 0.04%             | 2045-06-16      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| National Grid PLC                                                                | National Grid PLC                                                                | CUSIP: 636274409<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |       1051 | NS      | $76376.17     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SBI Holdings Inc                                                                 | SBI Holdings Inc                                                                 | CUSIP: J6991H100<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |       3700 | NS      | $161088.56    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      29108 | PA      | $28997.77     | 0.01%             | 2044-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic International Bond                                            | CUSIP: EK2424217<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     125000 | PA      | $137031.25    | 0.03%             | 2044-04-30      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                             | Infrastrutture Wireless Italiane SpA                                             | CUSIP: T6032P102<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |       5115 | NS      | $60108.60     | 0.01%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Grupo Aeroportuario del Centro Norte SAB de CV                                   | Grupo Aeroportuario del Centro Norte SAB de CV                                   | CUSIP: 400501102<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               | CORP              | MX        |       1427 | NS      | $148222.49    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Aeroportuario del Pacifico SAB de CV                                       | Grupo Aeroportuario del Pacifico SAB de CV                                       | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |       1465 | NS      | $347483.35    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | Fomento Economico Mexicano SAB de CV                                             | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |       7005 | NS      | $690903.15    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| HDFC Bank Ltd                                                                    | HDFC Bank Ltd                                                                    | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      18530 | NS      | $632984.80    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                                        | Grupo Aeroportuario del Sureste SAB de CV                                        | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |       1485 | NS      | $480145.05    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Inc                                                                       | Nasdaq Inc                                                                       | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       6300 | NS      | $557235.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Vale SA                                                                          | Vale SA                                                                          | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      32300 | NS      | $350778.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                         | CUSIP: F7629A107<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |       5305 | NS      | $114039.07    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government Bond                                         | CUSIP: EJ2359143<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2100000 | PA      | $104871.77    | 0.02%             | 2048-02-28      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     285000 | PA      | $51281.22     | 0.01%             | 2027-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      24049 | NS      | $7934005.59   | 1.67%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government Bond                                         | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3025000 | PA      | $171705.77    | 0.04%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                                                              | Malaysia Government Bond                                                         | CUSIP: EK9244469<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     400000 | PA      | $100834.07    | 0.02%             | 2035-05-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                            | Daiichi Sankyo Co Ltd                                                            | CUSIP: J11257102<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      48200 | NS      | $1084509.35   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Ameriprise Financial Inc                                                         | Ameriprise Financial Inc                                                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        800 | NS      | $393000.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Connections Inc                                                            | Waste Connections Inc                                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |       1067 | NS      | $187578.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| EMERA INC                                                                        | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     293000 | PA      | $294501.63    | 0.06%             | 2076-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                                                | Transcanada Trust                                                                | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $75045.23     | 0.02%             | 2076-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46200.28     | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      87000 | PA      | $82574.16     | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                    | Intercontinental Exchange Inc                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       3868 | NS      | $651680.64    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS Inc                                                                          | CHS Inc                                                                          | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |      10571 | NS      | $263429.32    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS Inc                                                                          | CHS Inc                                                                          | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |      12518 | NS      | $310070.86    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     147000 | PA      | $147927.28    | 0.03%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                                                                       | CoBank ACB                                                                       | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |     325000 | PA      | $325877.50    | 0.07%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |      14477 | NS      | $248425.32    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |       6772 | NS      | $172076.52    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148BAC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     179000 | PA      | $178852.68    | 0.04%             | N/A             | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       8825 | NS      | $222125.25    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| LAND O'LAKES INC                                                                 | Land O' Lakes Inc                                                                | CUSIP: 514666AK2<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $980000.00    | 0.21%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                    | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     270000 | PA      | $268818.83    | 0.06%             | N/A             | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                      | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     354000 | PA      | $424861.24    | 0.09%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       4206 | NS      | $106874.46    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      16725 | NS      | $420633.75    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc                                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |       9837 | NS      | $244547.82    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp                                                                      | Vistra Corp                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       2889 | NS      | $566012.88    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                                                     | Aspen Insurance Holdings Ltd                                                     | CUSIP: EP0515015<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |       8200 | NS      | $174496.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     401184 | PA      | $398046.82    | 0.08%             | 2027-01-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     225000 | PA      | $198213.59    | 0.04%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $165061.18    | 0.03%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                                         | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $194440.08    | 0.04%             | 2027-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Rumo SA                                                                          | Rumo SA                                                                          | CUSIP: P8S114104<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      25184 | NS      | $75567.38     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CYXTERA DC HOLDINGS INC                                                          | Cyxtera DC Holdings, Inc., Term Loan B                                           | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     201761 | PA      | $1109.69      | 0.00%             | 2026-05-01      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | Deutsche Bank AG                                                                 | CUSIP: EK2626407<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     600000 | PA      | $635992.80    | 0.13%             | N/A             | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                                                                   | Czech Republic Government Bond                                                   | CUSIP: EK9125668<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1200000 | PA      | $50488.46     | 0.01%             | 2030-05-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAD9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $183361.68    | 0.04%             | 2047-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                                                      | Ivory Coast Government International Bond                                        | CUSIP: AN4195839<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     395000 | PA      | $378699.34    | 0.08%             | 2033-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                         | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $307782.30    | 0.06%             | N/A             | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     175000 | PA      | $174103.13    | 0.04%             | 2077-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD 2017-CD5 Mortgage Trust                                                       | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $127745.83    | 0.03%             | 2050-08-15      | Fixed         | 3.43%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF IRAQ                                                                 | Iraq International Bond                                                          | CUSIP: 462652AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |     125000 | PA      | $124229.11    | 0.03%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $188901.90    | 0.04%             | 2027-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     295000 | PA      | $292304.29    | 0.06%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                 | Altice France S.A., Term Loan B12                                                | CUSIP: BL2543546<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     128234 | PA      | $119150.96    | 0.03%             | 2026-02-02      | Variable      | 9.94%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     440000 | PA      | $439695.21    | 0.09%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                         | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     390000 | PA      | $387185.37    | 0.08%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                                                              | Malaysia Government Bond                                                         | CUSIP: AN1292431<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     200000 | PA      | $52592.63     | 0.01%             | 2037-04-07      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48906.12     | 0.01%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     425617 | PA      | $420669.33    | 0.09%             | 2028-01-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       3823 | NS      | $2174560.63   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                         | Israel Electric Corp Ltd                                                         | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $197057.60    | 0.04%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KENYA                                                                | Republic of Kenya Government International Bond                                  | CUSIP: 491798AG9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     200000 | PA      | $205201.29    | 0.04%             | 2028-02-28      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SENEGAL                                                              | Senegal Government International Bond                                            | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     200000 | PA      | $124228.35    | 0.03%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SENEGAL                                                              | Senegal Government International Bond                                            | CUSIP: AR4939435<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     215000 | PA      | $133545.48    | 0.03%             | 2048-03-13      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     120000 | PA      | $106768.50    | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| 3i Infrastructure PLC                                                            | 3i Infrastructure PLC                                                            | CUSIP: BF5FX1900<br>LEI: 549300SQ4ZSVSWC6H750 | Long             | EC               | RF                | GB        |      13156 | NS      | $64005.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $204294.80    | 0.04%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                     | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     393000 | PA      | $402845.91    | 0.08%             | 2048-03-27      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $226100.60    | 0.05%             | 2028-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Evergy Inc                                                                       | Evergy Inc                                                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       5705 | NS      | $433694.10    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                                          | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAC3<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |     152000 | PA      | $150670.00    | 0.03%             | N/A             | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| Enstar Group Ltd                                                                 | Enstar Group Ltd                                                                 | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |      10532 | NS      | $252241.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTICE FRANCE SA                                                                 | Altice France S.A., Term Loan B13                                                | CUSIP: BL2757823<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     184789 | PA      | $173701.89    | 0.04%             | 2026-08-14      | Variable      | 10.25%                | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     405370 | PA      | $403495.91    | 0.08%             | 2028-07-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                           | Eskom Holdings SOC Ltd                                                           | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     500000 | PA      | $534187.16    | 0.11%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           | 2                  | On Loan: No      |
| Millennium Health LLC                                                            | Millennium Health LLC                                                            | CUSIP: 933EBP906<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12280 | NS      | $1117.48      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Millennium Health LLC                                                            | Millennium Health LLC                                                            | CUSIP: 933UAY902<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11534 | NS      | $115.34       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                               | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     229000 | PA      | $243265.33    | 0.05%             | N/A             | Fixed         | 7.76%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                           | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      50000 | PA      | $43948.86     | 0.01%             | 2048-09-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                     | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124704.51    | 0.03%             | N/A             | Variable      | 7.70%                 | No            | 2                  | On Loan: No      |
| Reliance Insurance PLC                                                           | Reliance Insurance PLC                                                           | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |       3430 | NS      | $209518.95    | 0.04%             |  |  |  | Yes           | 2                  | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                                   | JPMDB Commercial Mortgage Securities Trust 2018-C8                               | CUSIP: 46591AAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80707 | PA      | $80273.26     | 0.02%             | 2051-06-15      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2015-GC29                                    | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55223 | PA      | $53214.28     | 0.01%             | 2048-04-10      | Variable      | 3.76%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2018-B2                                      | CUSIP: 17327FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $245758.70    | 0.05%             | 2051-03-10      | Variable      | 4.18%                 | No            | 2                  | On Loan: No      |
| Ares Management Corp                                                             | Ares Management Corp                                                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       3383 | NS      | $540907.87    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Group/The                                                                  | Cigna Group/The                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       2552 | NS      | $735614.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Dominos Pizza Master Issuer LL                                                   | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     284250 | PA      | $283503.10    | 0.06%             | 2048-07-25      | Fixed         | 4.33%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     703626 | PA      | $698233.42    | 0.15%             | 2029-01-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| WALTER INVESTMENT MGMT                                                           | Ditech Holding Corporation, Term Loan                                            | CUSIP: 93317CAL0<br>LEI: Z4TM9IUZR644E7BFXU45 | Long             | LON              | CORP              | US        |     167886 | PA      | $16.79        | 0.00%             | 2027-06-30      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                              | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $206586.90    | 0.04%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           | 2                  | On Loan: No      |
| MILLICOM INTL CELLULAR                                                           | Millicom International Cellular SA                                               | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     180000 | PA      | $181634.40    | 0.04%             | 2029-03-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     215000 | PA      | $215880.43    | 0.05%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| KLABIN AUSTRIA GMBH                                                              | Klabin Austria GmbH                                                              | CUSIP: 49836AAA2<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $203366.81    | 0.04%             | 2029-04-03      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     365000 | PA      | $385639.05    | 0.08%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     125000 | PA      | $110409.79    | 0.02%             | 2041-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: AX1032579<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     525000 | PA      | $134407.15    | 0.03%             | 2029-10-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| EMPRESA DE TRANSMISION                                                           | Empresa de Transmision Electrica SA                                              | CUSIP: 29247QAA2<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |     200000 | PA      | $152282.00    | 0.03%             | 2049-05-02      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| TC Energy Corp                                                                   | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       3744 | NS      | $203570.08    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                         | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     550000 | PA      | $543782.10    | 0.11%             | 2029-05-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     109000 | PA      | $102114.45    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     445700 | PA      | $325152.08    | 0.07%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| DuPont de Nemours Inc                                                            | DuPont de Nemours Inc                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      12903 | NS      | $1005143.70   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | Saudi Arabian Oil Co                                                             | CUSIP: ZS0947920<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     200000 | PA      | $181586.80    | 0.04%             | 2039-04-16      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Athene Holding Ltd                                                               | Athene Holding Ltd                                                               | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      19836 | NS      | $504826.20    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                               | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |      10218 | NS      | $244721.10    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     294000 | PA      | $296871.50    | 0.06%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $248743.65    | 0.05%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638CZ3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     250000 | PA      | $69685.53     | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| Synovus Financial Corp                                                           | Synovus Financial Corp                                                           | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |        350 | NS      | $9222.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAJ6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     335000 | PA      | $327661.62    | 0.07%             | 2029-07-17      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     284144 | PA      | $275614.69    | 0.06%             | 2029-07-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| PLAZE INC                                                                        | Plaze, Inc., Term Loan B                                                         | CUSIP: 72819QAM4<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |      47873 | PA      | $44925.72     | 0.01%             | 2026-08-03      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $199955.84    | 0.04%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                  | CUSIP: X5S8VL105<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      43288 | NS      | $712684.23    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $135580.13    | 0.03%             | 2030-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Reliance Insurance PLC                                                           | Reliance Insurance PLC                                                           | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |       8158 | NS      | $497638.00    | 0.10%             |  |  |  | Yes           | 1                  | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     234000 | PA      | $234379.08    | 0.05%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings, LLC, Term Loan B5                                                  | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     137055 | PA      | $132943.23    | 0.03%             | 2027-04-15      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                                                             | Indonesia Treasury Bond                                                          | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2702000000 | PA      | $171039.19    | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       2238 | NS      | $51541.14     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                              | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |       4923 | NS      | $100183.05    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ASGN INCORPORATED                                                                | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     240000 | PA      | $235587.82    | 0.05%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Equitable Holdings Inc                                                           | Equitable Holdings Inc                                                           | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |       7550 | NS      | $163457.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FOREST CITY ENTERPRISES                                                          | Forest City Enterprises, L.P., Term Loan B                                       | CUSIP: 34555QAF7<br>LEI: 54930078MCT017XXRD21 | Long             | LON              | CORP              | US        |     251000 | PA      | $250598.40    | 0.05%             | 2025-12-08      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK24                                                                  | CUSIP: 06540VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     420000 | PA      | $392686.31    | 0.08%             | 2062-11-15      | Variable      | 3.28%                 | 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        |     195000 | PA      | $195269.69    | 0.04%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     715000 | PA      | $718248.25    | 0.15%             | N/A             | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     313888 | PA      | $299640.17    | 0.06%             | 2030-01-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| ZIGGO FINANCING PARTNERS                                                         | Ziggo Financing Partnership, Term Loan I                                         | CUSIP: BL3284900<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | US        |     212060 | PA      | $211757.62    | 0.04%             | 2028-04-28      | Variable      | 6.76%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                         | Saudi Government International Bond                                              | CUSIP: ZP6092883<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     385000 | PA      | $277591.18    | 0.06%             | 2055-01-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GRUPO AVAL LTD                                                                   | Grupo Aval Ltd                                                                   | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $189885.06    | 0.04%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Nestle SA                                                                        | Nestle SA                                                                        | CUSIP: H57312649<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       3132 | NS      | $287627.95    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $543038.45    | 0.11%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| SBL HOLDINGS INC                                                                 | SBL Holdings Inc                                                                 | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     600000 | PA      | $623985.60    | 0.13%             | N/A             | Fixed         | 9.51%                 | Yes           | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                          | Zayo Group Holdings, Inc., Term Loan                                             | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    1058534 | PA      | $1046381.62   | 0.22%             | 2027-03-09      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     358000 | PA      | $369920.33    | 0.08%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Trane Technologies PLC                                                           | Trane Technologies PLC                                                           | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |       3290 | NS      | $1388248.40   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| GFL Environmental Inc                                                            | GFL Environmental Inc                                                            | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | US        |       1867 | NS      | $88458.46     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $491473.11    | 0.10%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       2425 | NS      | $55702.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79716.95     | 0.02%             | 2030-04-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                             | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     300000 | PA      | $219015.00    | 0.05%             | 2056-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Howmet Aerospace Inc                                                             | Howmet Aerospace Inc                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       3550 | NS      | $696616.50    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| RTX Corp                                                                         | RTX Corp                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       9579 | NS      | $1602854.07   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| International Container Terminal Services Inc                                    | International Container Terminal Services Inc                                    | CUSIP: Y41157101<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |      14243 | NS      | $115509.41    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     215000 | PA      | $214798.71    | 0.05%             | 2050-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      40000 | PA      | $25628.99     | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Alerian MLP ETF                                                                  | Alerian MLP ETF                                                                  | CUSIP: 00162Q452<br>LEI: 549300WPBLCQJSVVVV61 | Long             | EC               | RF                | US        |     253147 | NS      | $11880188.71  | 2.50%             |  |  |  | No            | 1                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                              | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     205000 | PA      | $184653.52    | 0.04%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      60000 | PA      | $43387.53     | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| DAVITA INC                                                                       | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     285000 | PA      | $273140.83    | 0.06%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     431000 | PA      | $435708.68    | 0.09%             | N/A             | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     350000 | PA      | $303607.50    | 0.06%             | 2031-04-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| PG&E CORP                                                                        | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49307.26     | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PG&E CORP                                                                        | PG&E Corp                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     484000 | PA      | $479520.09    | 0.10%             | 2028-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1575000 | PA      | $259124.24    | 0.05%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| KINGDOM OF JORDAN                                                                | Jordan Government International Bond                                             | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     200000 | PA      | $199183.93    | 0.04%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     855000 | PA      | $787652.76    | 0.17%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     152000 | PA      | $151742.82    | 0.03%             | N/A             | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     453571 | PA      | $431220.43    | 0.09%             | 2030-07-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                         | Petrobras Global Finance BV                                                      | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     145000 | PA      | $137271.50    | 0.03%             | 2050-06-03      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $194414.48    | 0.04%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| GAINWELL ACQUISITION COR                                                         | Gainwell Acquisition Corp., Term Loan B                                          | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     228840 | PA      | $225636.17    | 0.05%             | 2027-10-01      | Variable      | 8.10%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                                              | Ecuador Government International Bond                                            | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     260000 | PA      | $193700.00    | 0.04%             | 2035-07-31      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                                           | Emirate of Dubai Government International Bonds                                  | CUSIP: ZO2911030<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     400000 | PA      | $302323.04    | 0.06%             | 2050-09-09      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                            | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     100000 | PA      | $67150.00     | 0.01%             | 2030-07-09      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                            | Argentine Republic Government International Bond                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     475000 | PA      | $246762.50    | 0.05%             | 2035-07-09      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                            | Argentine Republic Government International Bond                                 | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     200000 | PA      | $112300.00    | 0.02%             | 2038-01-09      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     177000 | PA      | $176217.66    | 0.04%             | N/A             | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                            | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     225000 | PA      | $230016.83    | 0.05%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     200000 | PA      | $190806.63    | 0.04%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $234915.23    | 0.05%             | 2052-09-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ZIFF DAVIS INC                                                                   | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     240000 | PA      | $226197.10    | 0.05%             | 2030-10-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     375000 | PA      | $374773.50    | 0.08%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                          | KazMunayGas National Co JSC                                                      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     200000 | PA      | $180261.51    | 0.04%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $467113.58    | 0.10%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| GRAY TELEVISION INC                                                              | Gray Media Inc                                                                   | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     200000 | PA      | $153250.00    | 0.03%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      75000 | PA      | $70681.76     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     245000 | PA      | $237309.35    | 0.05%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $164502.00    | 0.03%             | 2060-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| WEBER-STEPHEN PRODUCTS L                                                         | Weber-Stephen Products LLC, Term Loan B                                          | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     232468 | PA      | $230724.91    | 0.05%             | 2027-10-29      | Variable      | 7.53%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     275000 | PA      | $279718.45    | 0.06%             | 2030-01-23      | Fixed         | 6.84%                 | No            | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     435000 | PA      | $383160.14    | 0.08%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           | 2                  | On Loan: No      |
| LENOVO GROUP LTD                                                                 | Lenovo Group Ltd                                                                 | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $189882.34    | 0.04%             | 2030-11-02      | Fixed         | 3.42%                 | Yes           | 2                  | On Loan: No      |
| ACADEMY LTD                                                                      | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |     240000 | PA      | $239863.03    | 0.05%             | 2027-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                          | Romania Government Bond                                                          | CUSIP: ZP8252477<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     320000 | PA      | $69153.93     | 0.01%             | 2028-01-26      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Assurant Inc                                                                     | Assurant Inc                                                                     | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |       2875 | NS      | $57701.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ARCHES BUYER INC                                                                 | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     195000 | PA      | $191088.51    | 0.04%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| UGANDA GOVERNMENT BOND                                                           | Republic of Uganda Government Bonds                                              | CUSIP: AZ5159746<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  353000000 | PA      | $89686.31     | 0.02%             | 2034-06-22      | Fixed         | 14.25%                | No            | 2                  | On Loan: No      |
| SURF HOLDINGS LLC                                                                | Surf Holdings, LLC, Incremental Term Loan                                        | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      87309 | PA      | $87533.29     | 0.02%             | 2027-03-05      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| UEP PENONOME II SA                                                               | UEP Penonome II SA                                                               | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |     162222 | PA      | $144803.96    | 0.03%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       1288 | NS      | $724203.76    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| 24 Hour Fitness Worldwide Inc                                                    | 24 Hour Fitness Worldwide Inc                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     364675 | NS      | $3646.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SCRIPPS ESCROW II INC                                                            | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $145362.27    | 0.03%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     495000 | PA      | $487624.01    | 0.10%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149331.16    | 0.03%             | 2027-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     308000 | PA      | $305008.86    | 0.06%             | N/A             | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      80000 | PA      | $75563.16     | 0.02%             | 2050-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     744552 | PA      | $699081.81    | 0.15%             | 2031-01-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                          | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $178033.84    | 0.04%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                               | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     295000 | PA      | $274412.73    | 0.06%             | 2031-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                                                                      | Asurion LLC, Term Loan B9                                                        | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     248091 | PA      | $248199.17    | 0.05%             | 2027-07-30      | Variable      | 7.53%                 | No            | 2                  | On Loan: No      |
| PETSMART INC                                                                     | PetSmart, Inc., Term Loan B                                                      | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-02-14      | Variable      | 8.21%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                                                                      | Asurion LLC, 2nd Lien Term Loan B3                                               | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     176000 | PA      | $171820.00    | 0.04%             | 2028-02-03      | Variable      | 9.53%                 | No            | 2                  | On Loan: No      |
| KLOECKNER PENTAPLAST OF AME                                                      | Klockner-Pentaplast of America, Inc., Term Loan B                                | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |     447566 | PA      | $223644.28    | 0.05%             | 2026-02-09      | Variable      | 9.02%                 | No            | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     207931 | PA      | $176568.34    | 0.04%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL MENTOR HOLDINGS                                                         | National Mentor Holdings, Inc., Term Loan                                        | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |     146589 | PA      | $146241.32    | 0.03%             | 2028-03-02      | Variable      | 7.93%                 | No            | 2                  | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | Kosmos Energy Ltd                                                                | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     200000 | PA      | $174767.90    | 0.04%             | 2028-03-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| PLAZE INC                                                                        | Plaze, Inc., Incremental Term Loan                                               | CUSIP: 72819QAN2<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |      27781 | PA      | $26070.89     | 0.01%             | 2026-08-03      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                                                          | Superior Plus LP / Superior General Partner Inc                                  | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     250000 | PA      | $241204.30    | 0.05%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| SPIN HOLDCO INC                                                                  | Spin Holdco Inc., Term Loan                                                      | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     292464 | PA      | $246297.06    | 0.05%             | 2028-03-06      | Variable      | 8.39%                 | No            | 2                  | On Loan: No      |
| Belk Inc                                                                         | Belk Inc                                                                         | CUSIP: 942KDH907<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          1 | NS      | $8.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     150000 | PA      | $145630.49    | 0.03%             | N/A             | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL MENTOR HOLDINGS                                                         | National Mentor Holdings, Inc., Term Loan C                                      | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |       4872 | PA      | $4860.79      | 0.00%             | 2028-03-02      | Variable      | 7.85%                 | No            | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                         | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     407000 | PA      | $375998.57    | 0.08%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     307000 | PA      | $303546.56    | 0.06%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                         | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $511853.05    | 0.11%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| WIN WASTE INNOVATIONS HO                                                         | WIN Waste Innovations Holdings, Inc., Term Loan B                                | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |     587694 | PA      | $588064.49    | 0.12%             | 2028-03-27      | Variable      | 7.03%                 | No            | 2                  | On Loan: No      |
| CORNERSTONE BUILDING                                                             | Cornerstone Building Brands, Inc., Term Loan B                                   | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     138829 | PA      | $132202.23    | 0.03%             | 2028-04-12      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                               | Kohl's Corp                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     310000 | PA      | $244729.41    | 0.05%             | 2031-05-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| HUNT COS INC                                                                     | Hunt Cos Inc                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |     300000 | PA      | $292483.53    | 0.06%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                                                         | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                 | CUSIP: 75973PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     200000 | PA      | $193151.52    | 0.04%             | 2028-07-14      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| IMOLA MERGER CORP                                                                | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $291787.38    | 0.06%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $342740.90    | 0.07%             | 2028-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $161950.00    | 0.03%             | 2041-08-14      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| UPC BROADBAND FINCO BV                                                           | Sunrise FinCo I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     450000 | PA      | $428692.50    | 0.09%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| ORGANON & CO/ORG                                                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     250000 | PA      | $219012.25    | 0.05%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                                             | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     525000 | PA      | $483214.69    | 0.10%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                                             | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     300000 | PA      | $250500.00    | 0.05%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                                              | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249616.03    | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     144600 | PA      | $140829.93    | 0.03%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     240000 | PA      | $235140.64    | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                            | Ahead DB Holdings LLC                                                            | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     450000 | PA      | $450099.90    | 0.09%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     123177 | PA      | $122526.23    | 0.03%             | 2026-04-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| HERENS US HOLDCO CORP                                                            | Lonza Group AG, Term Loan B                                                      | CUSIP: BL3571728<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |      68854 | PA      | $62364.66     | 0.01%             | 2028-07-03      | Variable      | 8.03%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $196506.19    | 0.04%             | N/A             | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                         | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     225000 | PA      | $212226.10    | 0.04%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                                             | Michaels Companies, Inc., Term Loan B                                            | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     175699 | PA      | $166384.03    | 0.04%             | 2028-04-17      | Variable      | 8.51%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $182013.24    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                             | Petronas Capital Ltd                                                             | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     205000 | PA      | $141372.64    | 0.03%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    6200000 | PA      | $156924.62    | 0.03%             | 2031-05-21      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CONAIR HOLDINGS LLC                                                              | Conair Holdings, LLC, Term Loan B                                                | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |      50605 | PA      | $32197.21     | 0.01%             | 2028-05-17      | Variable      | 8.03%                 | No            | 2                  | On Loan: No      |
| HAYWARD INDUSTRIES INC                                                           | Hayward Industries, Inc., Term Loan                                              | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |     121793 | PA      | $122064.32    | 0.03%             | 2028-05-30      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $268500.00    | 0.06%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     203000 | PA      | $187087.20    | 0.04%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| MISSION BROADCASTING INC                                                         | Mission Broadcasting, Inc., Term Loan B                                          | CUSIP: 605024AS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-06-02      | Variable      | 6.89%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      91000 | PA      | $91339.43     | 0.02%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                         | Petrobras Global Finance BV                                                      | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     115000 | PA      | $94662.43     | 0.02%             | 2051-06-10      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     277010 | PA      | $247528.63    | 0.05%             | 2051-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| POLARIS NEWCO LLC                                                                | Polaris Newco LLC, Term Loan B                                                   | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-06-05      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                     | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     335000 | PA      | $328287.96    | 0.07%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196335.05    | 0.04%             | N/A             | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| AMER AGCREDIT ACA                                                                | American AgCredit Corp                                                           | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $298900.00    | 0.06%             | N/A             | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                         | OCP SA                                                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $167000.00    | 0.04%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| RLJ LODGING TRUST LP                                                             | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     250000 | PA      | $247477.85    | 0.05%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| SBL HOLDINGS INC                                                                 | SBL Holdings Inc                                                                 | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     575000 | PA      | $559240.57    | 0.12%             | N/A             | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| NEMAK SAB DE CV                                                                  | Nemak SAB de CV                                                                  | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $174843.78    | 0.04%             | 2031-06-28      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| DT Midstream Inc                                                                 | DT Midstream Inc                                                                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1149 | NS      | $129905.94    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BONOS TESORERIA PESOS                                                            | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: BQ3398386<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  140000000 | PA      | $145461.91    | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| VC GB HOLDINGS I CORP                                                            | VC GB Holdings I Corp., First Lien Term Loan                                     | CUSIP: 91823JAC6<br>LEI: 549300K4B21TSY42LF51 | Long             | LON              | CORP              | US        |      73618 | PA      | $73617.57     | 0.02%             | 2028-05-16      | Variable      | 7.76%                 | No            | 2                  | On Loan: No      |
| BENIN INTL GOV BOND                                                              | Benin Government International Bond                                              | CUSIP: BQ5680468<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     190000 | PA      | $204523.46    | 0.04%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| ASURION LLC                                                                      | Asurion LLC, Second Lien Term Loan B4                                            | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     124000 | PA      | $118979.86    | 0.03%             | 2029-01-22      | Variable      | 9.53%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     723150 | PA      | $675261.95    | 0.14%             | 2031-07-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| ANTICIMEX GLOBAL AB                                                              | Anticimex International AB, Term Loan B1                                         | CUSIP: BL3676113<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |     220000 | PA      | $220824.99    | 0.05%             | 2028-11-16      | Variable      | 7.76%                 | No            | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $359596.08    | 0.08%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DirecTV Financing, LLC, Term Loan                                                | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      12369 | PA      | $12393.49     | 0.00%             | 2027-08-02      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| AIR CANADA                                                                       | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $148638.66    | 0.03%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| BANCO NACIONAL COM EXT                                                           | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $194910.02    | 0.04%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           | 2                  | On Loan: No      |
| CZECH REPUBLIC                                                                   | Czech Republic Government Bond                                                   | CUSIP: BO7153865<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2150000 | PA      | $88564.72     | 0.02%             | 2032-06-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                            | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      69000 | PA      | $68959.47     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF RWANDA                                                               | Rwanda International Government Bond                                             | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     300000 | PA      | $269040.85    | 0.06%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     150000 | PA      | $135942.35    | 0.03%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                          | Aeropuerto Internacional de Tocumen SA                                           | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     200000 | PA      | $158800.00    | 0.03%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| BALLY'S CORP                                                                     | Bally's Corporation, Term Loan B                                                 | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-10-02      | Variable      | 7.84%                 | No            | 2                  | On Loan: No      |
| WOLVERINE WORLD WIDE                                                             | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     345000 | PA      | $315633.36    | 0.07%             | 2029-08-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     120000 | PA      | $83004.36     | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                                         | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: BR3458824<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     298480 | PA      | $173864.60    | 0.04%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     253000 | PA      | $245214.63    | 0.05%             | N/A             | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     270000 | PA      | $192522.83    | 0.04%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ALFA DESARROLLO SPA                                                              | Alfa Desarrollo SpA                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     196897 | PA      | $157599.15    | 0.03%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2021-2 Trust                              | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     105908 | PA      | $87490.49     | 0.02%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                  | CUSIP: G0593M107<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      14030 | NS      | $2149409.94   | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                                              | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $181799.55    | 0.04%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                              | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     220000 | PA      | $207937.28    | 0.04%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           | 2                  | On Loan: No      |
| DEXKO GLOBAL INC                                                                 | DexKo Global Inc., Term Loan B                                                   | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |      68644 | PA      | $67794.16     | 0.01%             | 2028-10-04      | Variable      | 8.03%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                                              | Mozart Debt Merger Sub Inc                                                       | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $241111.00    | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                            | Guatemala Government Bond                                                        | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $177299.70    | 0.04%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| REVERB BUYER INC                                                                 | Medical Solutions Holdings, Inc., First Lien Term Loan                           | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |     133871 | PA      | $103081.03    | 0.02%             | 2028-11-01      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                                         | EverArc Escrow Sarl                                                              | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     300000 | PA      | $293627.28    | 0.06%             | 2029-10-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| PETCO HEALTH & WELLNESS                                                          | Petco Health and Wellness Company, Inc., Term Loan B                             | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |      81000 | PA      | $79080.30     | 0.02%             | 2028-03-06      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| FOUNDATION BUILDING M                                                            | Foundation Building Materials Holding Company LLC, Term Loan                     | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |      32448 | PA      | $32525.24     | 0.01%             | 2028-01-31      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| ASCEND PERFORMANCE MATER                                                         | Ascend Performance Materials Operations LLC, Term Loan B                         | CUSIP: 04350TAC8<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2026-08-27      | Variable      | 9.07%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                                                      | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     185000 | PA      | $189228.73    | 0.04%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| RH                                                                               | Restoration Hardware, Inc., Term Loan B                                          | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     135870 | PA      | $132568.00    | 0.03%             | 2028-10-20      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| BANK HAPOALIM                                                                    | Bank Hapoalim BM                                                                 | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $195016.00    | 0.04%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     413752 | PA      | $411461.69    | 0.09%             | 2026-10-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| VISION SOLUTIONS INC                                                             | Vision Solutions, Inc., Incremental Term Loan                                    | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      48855 | PA      | $47340.43     | 0.01%             | 2028-04-24      | Variable      | 8.57%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2021-PJ10                                    | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     270341 | PA      | $222991.05    | 0.05%             | 2052-03-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $148153.40    | 0.03%             | 2051-11-02      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $179385.30    | 0.04%             | 2031-11-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     150000 | PA      | $130125.00    | 0.03%             | 2034-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ELP 2021-ELP                                                                     | ELP Commercial Mortgage Trust 2021-ELP                                           | CUSIP: 26863LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148760 | PA      | $148636.80    | 0.03%             | 2038-11-15      | Variable      | 5.59%                 | Yes           | 2                  | On Loan: No      |
| NAVIENT CORP                                                                     | Navient Corp                                                                     | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     600000 | PA      | $588186.11    | 0.12%             | 2029-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     103000 | PA      | $97591.20     | 0.02%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding                                                   | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RER1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $291327.84    | 0.06%             | 2028-02-20      | Fixed         | 1.66%                 | Yes           | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                                   | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $141787.58    | 0.03%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      75000 | PA      | $69359.60     | 0.01%             | 2031-12-01      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| VICTORY BUYER LLC                                                                | Victory Buyer LLC, Term Loan                                                     | CUSIP: 92643PAB0<br>LEI: 549300G9TEUHGC81N056 | Long             | LON              | CORP              | US        |     314562 | PA      | $315994.82    | 0.07%             | 2028-11-20      | Variable      | 8.03%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     352400 | PA      | $315166.54    | 0.07%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CHG PPC PARENT LLC                                                               | CHG PPC Parent LLC, Term Loan                                                    | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |     121645 | PA      | $121949.35    | 0.03%             | 2028-12-08      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     307876 | PA      | $307781.03    | 0.06%             | 2038-12-15      | Variable      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2021-15                                               | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     378929 | PA      | $311165.56    | 0.07%             | 2052-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| VZ SECURED FINANCING BV                                                          | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     310000 | PA      | $280462.64    | 0.06%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                                                               | Enstar Finance LLC                                                               | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     235000 | PA      | $233303.07    | 0.05%             | 2042-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     345000 | PA      | $328349.64    | 0.07%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                                         | Sweihan PV Power Co PJSC                                                         | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |     183220 | PA      | $155370.56    | 0.03%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                           | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $189862.53    | 0.04%             | 2032-01-21      | Fixed         | 3.57%                 | Yes           | 2                  | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                                           | Cia Cervecerias Unidas SA                                                        | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |     175000 | PA      | $157648.72    | 0.03%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                          | EIG Pearl Holdings Sarl                                                          | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $165004.80    | 0.03%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           | 2                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     242000 | PA      | $249203.86    | 0.05%             | N/A             | Variable      | 8.27%                 | No            | 2                  | On Loan: No      |
| FREEPORT LNG INVESTMENTS                                                         | Freeport LNG Investments, LLLP, Term Loan A                                      | CUSIP: BL3789759<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |     568196 | PA      | $569855.28    | 0.12%             | 2026-11-16      | Variable      | 7.59%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds - When Issued                     | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     757464 | PA      | $697398.98    | 0.15%             | 2032-01-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      92000 | PA      | $90490.20     | 0.02%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                          | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     480000 | PA      | $467845.68    | 0.10%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| NAKED JUICE LLC                                                                  | Naked Juice LLC, Term Loan                                                       | CUSIP: 62984CAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-01-24      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     150000 | PA      | $135696.63    | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CT TRUST                                                                         | CT Trust                                                                         | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     200000 | PA      | $190470.22    | 0.04%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Shell PLC                                                                        | Shell PLC                                                                        | CUSIP: G80827101<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      78048 | NS      | $2781708.18   | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Energy Corp                                                        | Constellation Energy Corp                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        458 | NS      | $150714.06    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     432710 | PA      | $365746.24    | 0.08%             | 2052-02-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2022-2                                                       | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     614900 | PA      | $507201.60    | 0.11%             | 2052-02-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                         | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     210000 | PA      | $210760.62    | 0.04%             | 2052-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2022-2                                                  | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1086253 | PA      | $934548.22    | 0.20%             | 2052-08-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2022-LTV1                                               | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1421496 | PA      | $1269714.66   | 0.27%             | 2052-07-25      | Variable      | 3.25%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust 2022-PJ2                                | CUSIP: 36267ECK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     762696 | PA      | $655664.23    | 0.14%             | 2052-06-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| VIASAT INC                                                                       | ViaSat, Inc., Term Loan                                                          | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |      20892 | PA      | $20663.59     | 0.00%             | 2029-03-05      | Variable      | 8.78%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                                                | Transcanada Trust                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     219000 | PA      | $217006.82    | 0.05%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $50048.25     | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     242057 | PA      | $204596.49    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $170660.91    | 0.04%             | 2047-03-29      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2022-3                                                  | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     688795 | PA      | $592134.07    | 0.12%             | 2052-08-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2022-GR2                                     | CUSIP: 36267BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     398286 | PA      | $342661.48    | 0.07%             | 2052-08-26      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2022-INV3                                             | CUSIP: 46593FAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     489991 | PA      | $421711.78    | 0.09%             | 2052-09-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| INDUSTRIAL DPR FUNDING LTD.                                                      | Industrial DPR Funding Ltd                                                       | CUSIP: 45605PAZ1<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-O            | CORP              | KY        |     244536 | PA      | $219937.75    | 0.05%             | 2034-04-15      | Fixed         | 5.38%                 | Yes           | 3                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1298940 | PA      | $1111579.52   | 0.23%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XFSL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     765515 | PA      | $654031.83    | 0.14%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CDI ESCROW ISSUER INC                                                            | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     460000 | PA      | $459585.26    | 0.10%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     802507 | PA      | $758340.89    | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | 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        |     100000 | PA      | $95934.87     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     785350 | PA      | $718798.52    | 0.15%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ANGOLA                                                               | Angolan Government International Bond                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     200000 | PA      | $190745.35    | 0.04%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1511231 | PA      | $1342542.16   | 0.28%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2022-INV1                                    | CUSIP: 36264TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     452543 | PA      | $390046.87    | 0.08%             | 2052-07-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 944KZNII9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -21225000 | PA      | $-21225000.00 | -4.47%            |  |  |  | No            | N/A                | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1133963 | PA      | $1008477.76   | 0.21%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     266000 | PA      | $269015.38    | 0.06%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     400435 | PA      | $394887.12    | 0.08%             | 2027-04-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2022-2 Trust                              | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     163899 | PA      | $135192.24    | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     325000 | PA      | $327406.95    | 0.07%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2022-3                                                       | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      79130 | PA      | $68078.49     | 0.01%             | 2052-05-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     375000 | PA      | $362127.90    | 0.08%             | 2029-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2022-4                                                | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     314361 | PA      | $270245.87    | 0.06%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     255000 | PA      | $259919.99    | 0.05%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2022-LTV2                                             | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     117960 | PA      | $104654.82    | 0.02%             | 2052-09-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1263217 | PA      | $1196562.50   | 0.25%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CORELOGIC INC                                                                    | CoreLogic, Inc., Term Loan                                                       | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     197018 | PA      | $197387.40    | 0.04%             | 2028-06-02      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |     145000 | PA      | $150572.61    | 0.03%             | 2042-05-25      | Variable      | 7.71%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2022-HP1                                     | CUSIP: 36265LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     283033 | PA      | $243505.06    | 0.05%             | 2052-09-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2022-INV1 Trust                           | CUSIP: 95003NAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     116344 | PA      | $100167.78    | 0.02%             | 2052-03-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2022-INV1 Trust                           | CUSIP: 95003NAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     193907 | PA      | $172384.25    | 0.04%             | 2052-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2022-6                                                | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     643008 | PA      | $553206.16    | 0.12%             | 2052-11-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2022-PJ5                                     | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     233280 | PA      | $200543.17    | 0.04%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2419029 | PA      | $2286266.13   | 0.48%             | 2052-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     345000 | PA      | $348298.55    | 0.07%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     345000 | PA      | $347006.52    | 0.07%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2022-4                                                       | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     164198 | PA      | $145882.90    | 0.03%             | 2052-06-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    1250950 | PA      | $1142611.15   | 0.24%             | 2052-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1589561 | PA      | $1584260.17   | 0.33%             | 2052-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1768346 | PA      | $1671294.53   | 0.35%             | 2052-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     842230 | PA      | $821153.74    | 0.17%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4316590 | PA      | $4209013.47   | 0.89%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Short            | RA               | CORP              | CA        |  -13753000 | PA      | $-13753000.00 | -2.90%            |  |  |  | No            | N/A                | On Loan: No      |
| Haleon PLC                                                                       | Haleon PLC                                                                       | CUSIP: G4232K100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     404270 | NS      | $1819286.77   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds - When Issued                     | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     555900 | PA      | $526093.74    | 0.11%             | 2032-07-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     250000 | PA      | $225977.81    | 0.05%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-HQA2                                          | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-CBDO         | USGSE             | US        |     170000 | PA      | $179085.60    | 0.04%             | 2042-07-25      | Variable      | 8.36%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      11775 | NS      | $300262.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     789648 | PA      | $749949.56    | 0.16%             | 2052-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CAMELOT RETURN MERGER SU                                                         | Camelot Return Merger Sub Inc                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $145125.78    | 0.03%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     388000 | PA      | $410716.11    | 0.09%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| EOS US FINCO LLC                                                                 | EOS Finco Sarl, Term Loan                                                        | CUSIP: 26877MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-10-08      | Variable      | 10.00%                | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2084668 | PA      | $2031636.64   | 0.43%             | 2052-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     502000 | PA      | $531563.78    | 0.11%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     815950 | PA      | $771794.77    | 0.16%             | 2052-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R05                                     | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     475000 | PA      | $510479.51    | 0.11%             | 2042-04-25      | Variable      | 11.36%                | Yes           | 2                  | On Loan: No      |
| COBANK ACB                                                                       | CoBank ACB                                                                       | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |     445000 | PA      | $448094.98    | 0.09%             | N/A             | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      18675 | NS      | $471357.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| PenFed Auto Receivables Owner                                                    | PenFed Auto Receivables Owner Trust 2022-A                                       | CUSIP: 706874AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125000 | PA      | $125050.89    | 0.03%             | 2028-12-15      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     601449 | PA      | $599381.04    | 0.13%             | 2052-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1646891 | PA      | $1556649.61   | 0.33%             | 2052-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OneMain Financial Issuance Tru                                                   | OneMain Financial Issuance Trust 2022-2                                          | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      81661 | PA      | $81743.23     | 0.02%             | 2034-10-14      | Fixed         | 4.89%                 | Yes           | 2                  | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                          | Hungary Government Bond                                                          | CUSIP: BT4398900<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   50000000 | PA      | $144131.91    | 0.03%             | 2028-03-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     240000 | PA      | $241370.40    | 0.05%             | 2029-09-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MUXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     429738 | PA      | $418672.54    | 0.09%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Reinsurance Group of America Inc                                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |       5959 | NS      | $154040.15    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     305000 | PA      | $330533.08    | 0.07%             | 2083-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     266678 | PA      | $226804.93    | 0.05%             | 2052-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $211386.15    | 0.04%             | 2082-10-31      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp                                                            | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       3175 | NS      | $2938875.25   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     478789 | PA      | $446146.45    | 0.09%             | 2052-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                            | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47382.04     | 0.01%             | 2032-03-24      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     605295 | PA      | $605699.40    | 0.13%             | 2052-11-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     353921 | PA      | $344808.63    | 0.07%             | 2052-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     225000 | PA      | $238107.83    | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| Bright Bidco BV                                                                  | Bright Bidco BV                                                                  | CUSIP: N/A<br>LEI: 549300IL6Q1JWU688H15       | Long             | EC               | CORP              | NL        |       4217 | NS      | $986.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                   | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $214867.60    | 0.05%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX 2022-INV5 Trust                                                              | CUSIP: 67448JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     272312 | PA      | $249849.18    | 0.05%             | 2052-10-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R09                                     | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     105000 | PA      | $111967.28    | 0.02%             | 2042-09-25      | Variable      | 9.11%                 | Yes           | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196338.00    | 0.04%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     708812 | PA      | $720172.41    | 0.15%             | 2027-10-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Bright Bidco BV                                                                  | Bright Bidco BV                                                                  | CUSIP: AM6760772<br>LEI: 549300IL6Q1JWU688H15 | Long             | EC               | CORP              | US        |       3087 | NS      | $722.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      21938 | NS      | $2141806.94   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     145000 | PA      | $142215.98    | 0.03%             | 2053-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                 | Societe Generale SA                                                              | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     454000 | PA      | $486810.13    | 0.10%             | N/A             | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                                         | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      85000 | PA      | $87091.17     | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1045038 | PA      | $1041337.13   | 0.22%             | 2053-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     378028 | PA      | $382880.18    | 0.08%             | 2053-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R01                                     | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     500000 | PA      | $525571.80    | 0.11%             | 2042-12-25      | Variable      | 8.11%                 | Yes           | 2                  | On Loan: No      |
| TRANSOCEAN INC                                                                   | Transocean International Ltd                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     101250 | PA      | $106532.32    | 0.02%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                                                               | Serbia International Bond                                                        | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     200000 | PA      | $216963.73    | 0.05%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250144.74    | 0.05%             | 2028-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38383DQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     247951 | PA      | $181031.00    | 0.04%             | 2051-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2023-PJ1                                     | CUSIP: 36267TBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     234277 | PA      | $208147.64    | 0.04%             | 2053-02-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Entergy Corp                                                                     | Entergy Corp                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       9882 | NS      | $920903.58    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     650670 | PA      | $630597.57    | 0.13%             | 2033-01-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| TRANSNET SOC LTD                                                                 | Transnet/South Africa                                                            | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     250000 | PA      | $263707.08    | 0.06%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings, LLC, Term Loan B6                                                  | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     661649 | PA      | $659039.28    | 0.14%             | 2028-01-18      | Variable      | 8.65%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     529000 | PA      | $542807.43    | 0.11%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES INC                                                            | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     295000 | PA      | $302214.23    | 0.06%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| ASURION LLC                                                                      | Asurion LLC, Term Loan B11                                                       | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      90710 | PA      | $91100.23     | 0.02%             | 2028-08-21      | Variable      | 8.51%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69820.96     | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     717675 | PA      | $736572.06    | 0.16%             | 2053-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     260000 | PA      | $270903.62    | 0.06%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     453000 | PA      | $479874.68    | 0.10%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Linde PLC                                                                        | Linde PLC                                                                        | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |      10256 | NS      | $4871600.00   | 1.03%             |  |  |  | No            | 1                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | Standard Chartered PLC                                                           | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     343000 | PA      | $355684.83    | 0.07%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                                         | Virgin Media Bristol LLC, Term Loan Y                                            | CUSIP: BL4208296<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     100000 | PA      | $98750.00     | 0.02%             | 2031-03-31      | Variable      | 7.37%                 | No            | 2                  | On Loan: No      |
| Aeroports de Paris SA                                                            | Aeroports de Paris SA                                                            | CUSIP: F00882104<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |       1879 | NS      | $248929.05    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     771000 | PA      | $833035.43    | 0.18%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137H3XG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1249054 | PA      | $922938.62    | 0.19%             | 2050-09-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99172.86     | 0.02%             | 2053-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| WEST TECHNOLOGY GRP LLC                                                          | West Corporation, Term Loan B3                                                   | CUSIP: 68162RAH4<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |     142547 | PA      | $66123.83     | 0.01%             | 2027-04-12      | Variable      | 8.56%                 | No            | 2                  | On Loan: No      |
| Cleanaway Waste Management Ltd                                                   | Cleanaway Waste Management Ltd                                                   | CUSIP: Q2506H109<br>LEI: 549300D5C72CV6CIBS66 | Long             | EC               | CORP              | AU        |      22727 | NS      | $41613.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     150000 | PA      | $137443.01    | 0.03%             | 2053-04-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF POLAND                                                               | Republic of Poland Government International Bond                                 | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      90000 | PA      | $87152.04     | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     916702 | PA      | $913361.67    | 0.19%             | 2053-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     139000 | PA      | $142058.56    | 0.03%             | 2053-06-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                           | Brazilian Government International Bond                                          | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     340000 | PA      | $348160.00    | 0.07%             | 2033-10-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Getlink SE                                                                       | Getlink SE                                                                       | CUSIP: F4R053105<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |      12510 | NS      | $230677.49    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     403856 | PA      | $405398.20    | 0.09%             | 2028-04-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Bank of America, N.A.                                                            | RECEIVE USD [909608.12] PAY EUR [-770577.52] on 20250708 @ 1.180424              | CUSIP: EUR251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4467.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America, N.A.                                                            | RECEIVE USD [264440.87] PAY EUR [-224973] on 20250711 @ 1.175434                 | CUSIP: EUR251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $181.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services                                                  | RECEIVE EUR [211710.55] PAY USD [-248883.68] on 20250711 @ 1.175585              | CUSIP: EUR251010<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-202.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America, N.A.                                                            | RECEIVE EUR [166977.84] PAY USD [-196433.93] on 20250911 @ 1.176407              | CUSIP: EUR251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-297.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                         | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $212028.40    | 0.04%             | 2033-05-10      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                                         | Magyar Export-Import Bank Zrt                                                    | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $206805.31    | 0.04%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     585000 | PA      | $621000.32    | 0.13%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     375000 | PA      | $108091.00    | 0.02%             | 2033-10-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NOBLE FINANCE II LLC                                                             | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $232888.28    | 0.05%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      80000 | PA      | $75015.49     | 0.02%             | 2053-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Kenvue Inc                                                                       | Kenvue Inc                                                                       | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      11000 | NS      | $178530.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: F58485115<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       2731 | NS      | $1680606.63   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Sony Financial Group Inc                                                         | Sony Financial Group Inc                                                         | CUSIP: B249SN902<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |     116500 | NS      | $129194.98    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AVAYA INC                                                                        | Avaya, Inc., Exit Term Loan                                                      | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |     219864 | PA      | $194225.47    | 0.04%             | 2028-08-01      | Variable      | 5.83%                 | No            | 2                  | On Loan: No      |
| Transocean Ltd                                                                   | Transocean Ltd                                                                   | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | US        |       7368 | NS      | $22988.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avaya Holdings Corp                                                              | Avaya Holdings Corp                                                              | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |      12787 | NS      | $133202.18    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        864 | NS      | $63296.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| IRON MOUNTAIN INC                                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     400000 | PA      | $412212.40    | 0.09%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Avaya Inc                                                                        | Avaya Inc                                                                        | CUSIP: 05351X309<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | EC               | CORP              | US        |       2498 | NS      | $26021.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OWENS-BROCKWAY                                                                   | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61078.56     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     192742 | PA      | $195890.38    | 0.04%             | 2028-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| AltaGas Ltd                                                                      | AltaGas Ltd                                                                      | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               | CORP              | CA        |       5218 | NS      | $160773.04    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      93000 | PA      | $89886.31     | 0.02%             | N/A             | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Pembina Pipeline Corp                                                            | Pembina Pipeline Corp                                                            | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |       6105 | NS      | $246840.81    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     475100 | PA      | $392402.91    | 0.08%             | 2053-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                         | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $206411.35    | 0.04%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| BONOS TESORERIA PESOS                                                            | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   45000000 | PA      | $48090.86     | 0.01%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     449400 | PA      | $407075.65    | 0.09%             | 2043-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     235000 | PA      | $243241.45    | 0.05%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | US        |      10263 | NS      | $517870.98    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| BALL CORP                                                                        | Ball Corp                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76773.38     | 0.02%             | 2029-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HRT DNT / HRT DNT FIN                                                            | Heartland Dental LLC / Heartland Dental Finance Corp                             | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      42000 | PA      | $44254.73     | 0.01%             | 2028-04-30      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     375000 | PA      | $391089.42    | 0.08%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                                          | ACProducts, Inc., Term Loan B                                                    | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |     183248 | PA      | $153990.72    | 0.03%             | 2028-05-17      | Variable      | 8.51%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic International Bond                                            | CUSIP: 25714WBQ5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3100000 | PA      | $58648.81     | 0.01%             | 2034-06-10      | Fixed         | 13.00%                | Yes           | 2                  | On Loan: No      |
| Ferrovial SE                                                                     | Ferrovial SE                                                                     | CUSIP: N3168P101<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | ES        |       1470 | NS      | $84437.22     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                                               | Koninklijke KPN NV                                                               | CUSIP: N4297B146<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     125119 | NS      | $600513.53    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                         | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |     200000 | PA      | $211421.80    | 0.04%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     295000 | PA      | $302230.75    | 0.06%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     165000 | PA      | $171030.59    | 0.04%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     105000 | PA      | $105045.12    | 0.02%             | 2030-06-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     268473 | PA      | $262016.88    | 0.06%             | 2053-03-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     736126 | PA      | $733557.30    | 0.15%             | 2053-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     950000 | PA      | $1016899.00   | 0.21%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     210000 | PA      | $221292.18    | 0.05%             | 2043-07-25      | Variable      | 9.19%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     775355 | PA      | $784585.52    | 0.17%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     404179 | PA      | $397930.04    | 0.08%             | 2033-07-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| RIVERBED TECHNOLOGY INC                                                          | Riverbed Technology, Inc., PIK Term Loan                                         | CUSIP: BL4366607<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | LON              | CORP              | US        |      33850 | PA      | $16978.01     | 0.00%             | 2028-07-03      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R05                                     | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     935000 | PA      | $972402.06    | 0.20%             | 2043-06-25      | Variable      | 7.46%                 | Yes           | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     313500 | PA      | $317663.67    | 0.07%             | 2028-07-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                           | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $264699.25    | 0.06%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                        | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     115000 | PA      | $119868.93    | 0.03%             | 2033-07-31      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     450000 | PA      | $499677.64    | 0.11%             | 2028-07-20      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                   | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     610000 | PA      | $651694.72    | 0.14%             | N/A             | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KRVW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1521406 | PA      | $1539096.00   | 0.32%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                                             | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     150000 | PA      | $162440.70    | 0.03%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     375000 | PA      | $388550.63    | 0.08%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     212700 | PA      | $210938.58    | 0.04%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Crown Finance US Inc                                                             | Crown Finance US Inc                                                             | CUSIP: 902HYS905<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         96 | NS      | $2066.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     338000 | PA      | $358722.78    | 0.08%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| PBF HOLDING CO LLC                                                               | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $394927.57    | 0.08%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                      | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $254670.68    | 0.05%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     428512 | PA      | $426618.83    | 0.09%             | 2053-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Serta Simmons Bedding LLC                                                        | Serta Simmons Bedding, LLC, New Term Loan                                        | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |       2919 | PA      | $2748.88      | 0.00%             | 2028-06-29      | Variable      | 11.62%                | No            | 2                  | On Loan: No      |
| MVW 2020-1 LLC                                                                   | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     118690 | PA      | $116080.19    | 0.02%             | 2037-10-20      | Fixed         | 1.74%                 | Yes           | 2                  | On Loan: No      |
| Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     330000 | PA      | $333960.81    | 0.07%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38384CKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     425765 | PA      | $292280.78    | 0.06%             | 2052-02-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                                          | Indonesia Treasury Bond                                                          | CUSIP: ZI4194448<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1110000000 | PA      | $67748.46     | 0.01%             | 2034-02-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Minerva Luxembourg SA                                                            | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $219623.74    | 0.05%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     473000 | PA      | $527761.34    | 0.11%             | N/A             | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                                                                 | Novo Nordisk A/S                                                                 | CUSIP: K72807132<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      14542 | NS      | $809722.17    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistra Operations Co LLC                                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     255000 | PA      | $269838.96    | 0.06%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     794000 | PA      | $833585.66    | 0.18%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902LUX008<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $125000.00    | 0.03%             | 2049-12-31      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902LWA907<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1645000 | PA      | $205625.00    | 0.04%             | 2049-12-31      | Fixed         | 7.25%                 | No            | 3                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902LWB004<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     300000 | PA      | $37500.00     | 0.01%             | 2049-12-31      | Fixed         | 6.38%                 | No            | 3                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902LWC002<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     575000 | PA      | $71875.00     | 0.02%             | 2049-12-31      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     688000 | PA      | $786875.92    | 0.17%             | 2084-01-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Star Parent Inc                                                                  | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52859.65     | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Star Parent Inc                                                                  | Star Parent Inc., Term Loan B                                                    | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     115414 | PA      | $115558.41    | 0.02%             | 2030-09-30      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Boost Newco Borrower LLC                                                         | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      75000 | PA      | $79567.05     | 0.02%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Viasat Inc                                                                       | ViaSat, Inc., Term Loan                                                          | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |     197497 | PA      | $194817.42    | 0.04%             | 2030-05-30      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902MMW908<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     735000 | PA      | $91875.00     | 0.02%             | 2049-12-31      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| CRH PLC                                                                          | CRH PLC                                                                          | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |      22964 | NS      | $2753383.60   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Transocean Aquila Ltd                                                            | Transocean Aquila Ltd                                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     126538 | PA      | $130160.75    | 0.03%             | 2028-09-30      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Mineral Resources Ltd                                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     285000 | PA      | $298625.57    | 0.06%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Veralto Corp                                                                     | Veralto Corp                                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       5400 | NS      | $575694.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2556163 | PA      | $2585069.98   | 0.54%             | 2053-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Crown Finance US Inc                                                             | Crown Finance US Inc                                                             | CUSIP: N/A<br>LEI: 213800J2J3TOOI176M73       | Long             | EC               | CORP              | US        |      17332 | NS      | $373001.97    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Medco Maple Tree Pte Ltd                                                         | Medco Maple Tree Pte Ltd                                                         | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $208534.00    | 0.04%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     659156 | PA      | $686564.72    | 0.14%             | 2028-10-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Borr IHC Ltd / Borr Finance LLC                                                  | Borr IHC Ltd / Borr Finance LLC                                                  | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     178049 | PA      | $176438.92    | 0.04%             | 2028-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     235000 | PA      | $247016.21    | 0.05%             | 2030-10-31      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction & Development                                   | European Bank for Reconstruction & Development                                   | CUSIP: BR9632133<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   12500000 | PA      | $139899.46    | 0.03%             | 2027-10-26      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $136536.14    | 0.03%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                              | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     495000 | PA      | $548312.49    | 0.12%             | N/A             | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Colombia Government International Bond                                           | Colombia Government International Bond                                           | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $214600.00    | 0.05%             | 2035-11-14      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     521000 | PA      | $620441.71    | 0.13%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     499000 | PA      | $549655.49    | 0.12%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Team Health Holdings Inc                                                         | Team Health Holdings Inc                                                         | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     456632 | PA      | $493162.56    | 0.10%             | 2028-06-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1092000 | PA      | $1239706.10   | 0.26%             | N/A             | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $723614.21    | 0.15%             | N/A             | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| PODS LLC                                                                         | PODS, LLC, Term Loan B                                                           | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |     131658 | PA      | $129203.27    | 0.03%             | 2028-03-31      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                     | CUSIP: ZM9188925<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     526000 | PA      | $546587.85    | 0.12%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       4347 | NS      | $1483978.86   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     113874 | PA      | $114996.02    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Veritiv Operating Co                                                             | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53661.40     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      19410 | NS      | $3148302.00   | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| PennyMac Financial Services Inc                                                  | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     180000 | PA      | $191033.46    | 0.04%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1215614 | PA      | $1114485.94   | 0.23%             | 2052-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     200000 | PA      | $211819.40    | 0.04%             | 2032-01-15      | Fixed         | 10.88%                | Yes           | 2                  | On Loan: No      |
| ADMI Corp                                                                        | ADMI Corp., Term Loan B5                                                         | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |      91318 | PA      | $88750.40     | 0.02%             | 2027-12-23      | Variable      | 9.91%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                             | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     250000 | PA      | $244002.50    | 0.05%             | 2054-05-07      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Global Partners LP / GLP Finance Corp                                            | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     160000 | PA      | $168746.24    | 0.04%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     225121 | PA      | $230351.20    | 0.05%             | 2054-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     210000 | PA      | $211552.53    | 0.04%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                                                          | Bank of Nova Scotia/The                                                          | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $214636.80    | 0.05%             | 2084-01-27      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QNC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     397612 | PA      | $350184.91    | 0.07%             | 2052-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Yapi ve Kredi Bankasi AS                                                         | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 984848AR2<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $212592.51    | 0.04%             | 2034-01-17      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      95000 | PA      | $101519.09    | 0.02%             | 2054-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Zelis Payments Buyer Inc                                                         | Zelis Payments Buyer, Inc., Term Loan B                                          | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     171750 | PA      | $171553.68    | 0.04%             | 2029-09-28      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     180000 | PA      | $181774.31    | 0.04%             | 2028-01-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Ensemble RCM LLC                                                                 | Ensemble RCM, LLC, Term Loan B                                                   | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |     156327 | PA      | $156939.57    | 0.03%             | 2029-08-01      | Variable      | 7.31%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     267974 | PA      | $269222.12    | 0.06%             | 2034-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $216172.87    | 0.05%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           | 2                  | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                           | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     102000 | PA      | $104802.83    | 0.02%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Vistra Corp                                                                      | Vistra Corp                                                                      | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     217000 | PA      | $238405.53    | 0.05%             | N/A             | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     177000 | PA      | $184094.87    | 0.04%             | N/A             | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Talos Production Inc                                                             | Talos Production Inc                                                             | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155104.20    | 0.03%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Camelot US Acquisition LLC                                                       | Camelot U.S. Acquisition LLC, Term Loan B                                        | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     140125 | PA      | $139424.13    | 0.03%             | 2031-01-31      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155649.76    | 0.03%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| WestJet Loyalty LP                                                               | WestJet Loyalty LP, Term Loan B                                                  | CUSIP: BL4575033<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      83011 | PA      | $83211.43     | 0.02%             | 2031-02-14      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| Merlin Entertainments Group US Holdings Inc                                      | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |     300000 | PA      | $258510.63    | 0.05%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Banco de Credito e Inversiones SA                                                | Banco de Credito e Inversiones SA                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $216500.00    | 0.05%             | N/A             | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200000 | PA      | $198375.00    | 0.04%             | 2039-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Paraguay Government International Bond                                           | Paraguay Government International Bond                                           | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $211880.00    | 0.04%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Atlas Arteria Ltd                                                                | Atlas Arteria Ltd                                                                | CUSIP: Q06180105<br>LEI: 254900SGF4ZQDBH2YC59 | Long             | EC               | CORP              | AU        |      35129 | NS      | $114078.14    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     484000 | PA      | $522337.64    | 0.11%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Ardonagh Finco Ltd                                                               | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     450000 | PA      | $470875.05    | 0.10%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     106200 | PA      | $105922.05    | 0.02%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Tesla Inc                                                                        | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       2474 | NS      | $1100237.28   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| CNX Resources Corp                                                               | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     280000 | PA      | $290479.51    | 0.06%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     450000 | PA      | $460080.45    | 0.10%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| NXP Semiconductors NV                                                            | NXP Semiconductors NV                                                            | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | US        |       1665 | NS      | $379170.45    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| PPL Corp                                                                         | PPL Corp                                                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       8963 | NS      | $333065.08    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     625000 | PA      | $673125.00    | 0.14%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| FirstCash Inc                                                                    | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     285000 | PA      | $294578.28    | 0.06%             | 2032-03-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      85000 | PA      | $87972.22     | 0.02%             | 2034-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                                          | Freddie Mac STACR REMIC Trust 2023-DNA1                                          | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-CBDO         | USGSE             | US        |     285000 | PA      | $296526.34    | 0.06%             | 2043-03-25      | Variable      | 8.44%                 | Yes           | 2                  | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      65000 | PA      | $67185.70     | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Panama Government International Bond                                             | Panama Government International Bond                                             | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $227620.00    | 0.05%             | 2038-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International Inc                                                      | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48125.89     | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| IRB Infrastructure Developers Ltd                                                | IRB Infrastructure Developers Ltd                                                | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $207688.97    | 0.04%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           | 2                  | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $211941.80    | 0.04%             | 2084-05-26      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                       | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $412529.60    | 0.09%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                               | Clear Channel Outdoor Holdings, Inc., Term Loan                                  | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     287605 | PA      | $288468.18    | 0.06%             | 2028-08-23      | Variable      | 8.28%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKEY                                                               | Turkiye Government International Bond                                            | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     250000 | PA      | $217925.30    | 0.05%             | 2041-01-14      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp/The                                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       5574 | NS      | $532149.78    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1103000 | PA      | $1161742.47   | 0.24%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     150000 | PA      | $160515.45    | 0.03%             | 2054-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Inc                                                                | Kinder Morgan Inc                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      27003 | NS      | $764454.93    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA Healthcare Inc                                                               | HCA Healthcare Inc                                                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       1231 | NS      | $524652.20    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Targa Resources Corp                                                             | Targa Resources Corp                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       1042 | NS      | $174576.68    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Iberdrola SA                                                                     | Iberdrola SA                                                                     | CUSIP: E6165F166<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     105398 | NS      | $1995114.42   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Glencore PLC                                                                     | Glencore PLC                                                                     | CUSIP: G39420107<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | GB        |     300202 | NS      | $1382617.65   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | Cie de Saint-Gobain SA                                                           | CUSIP: F80343100<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      10485 | NS      | $1136066.57   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Baytex Energy Corp                                                               | Baytex Energy Corp                                                               | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     345000 | PA      | $337791.88    | 0.07%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Roche Holding AG                                                                 | Roche Holding AG                                                                 | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       2741 | NS      | $912707.68    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| RWE AG                                                                           | RWE AG                                                                           | CUSIP: D6629K109<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      29959 | NS      | $1332537.42   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Rheinmetall AG                                                                   | Rheinmetall AG                                                                   | CUSIP: D65111102<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       1689 | NS      | $3950861.33   | 0.83%             |  |  |  | No            | 2                  | On Loan: No      |
| Vinci SA                                                                         | Vinci SA                                                                         | CUSIP: F5879X108<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       4817 | NS      | $669428.05    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Topgolf Callaway Brands Corp                                                     | Topgolf Callaway Brands Corp., Term Loan B                                       | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |      60775 | PA      | $60200.98     | 0.01%             | 2030-03-18      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                              | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     205000 | PA      | $221646.62    | 0.05%             | N/A             | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                                                                          | CUSIP: D24914133<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      36550 | NS      | $688436.63    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Rackspace Finance LLC                                                            | Rackspace Finance, LLC, First Lien Second Out Term Loan                          | CUSIP: 75008UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     242890 | PA      | $109604.33    | 0.02%             | 2028-05-15      | Variable      | 7.04%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XPDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     450218 | PA      | $400193.89    | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Rackspace Finance LLC                                                            | Rackspace Finance, LLC, First Lien First Out Term Loan                           | CUSIP: 75008UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      53613 | PA      | $54350.67     | 0.01%             | 2028-05-15      | Variable      | 10.54%                | No            | 2                  | On Loan: No      |
| Corpay Inc                                                                       | Corpay Inc                                                                       | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        950 | NS      | $273657.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $624070.80    | 0.13%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| BHP Group Ltd                                                                    | BHP Group Ltd                                                                    | CUSIP: Q1498M100<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      25189 | NS      | $703659.70    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Perforce Software Inc                                                            | Perforce Software, Inc., Add-on Term Loan                                        | CUSIP: 71376GAJ0<br>LEI: 549300322GBMUSL1VG17 | Long             | LON              | CORP              | US        |      63689 | PA      | $56948.26     | 0.01%             | 2031-03-24      | Variable      | 8.91%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-3                                           | JP Morgan Mortgage Trust Series 2024-3                                           | CUSIP: 46657QAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     551894 | PA      | $474444.73    | 0.10%             | 2054-05-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Phinia Inc                                                                       | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     165000 | PA      | $169981.44    | 0.04%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Fujitsu Ltd                                                                      | Fujitsu Ltd                                                                      | CUSIP: J15708159<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      21300 | NS      | $499662.23    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| ProAmpac PG Borrower LLC                                                         | Proampac PG Borrower LLC, Term Loan                                              | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |      93341 | PA      | $93807.75     | 0.02%             | 2028-09-15      | Variable      | 8.26%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     275000 | PA      | $258527.50    | 0.05%             | 2029-06-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Lumen Technologies Inc                                                           | Lumen Technologies, Inc., Extended Term Loan B2                                  | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     535174 | PA      | $532500.88    | 0.11%             | 2030-04-15      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Hitachi Ltd                                                                      | Hitachi Ltd                                                                      | CUSIP: J20454112<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     131400 | NS      | $3481188.85   | 0.73%             |  |  |  | No            | 2                  | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                               | CUSIP: 48129VAB2<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     200000 | PA      | $202704.42    | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Genesee & Wyoming Inc                                                            | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     195000 | PA      | $198147.69    | 0.04%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Mitsubishi Electric Corp                                                         | Mitsubishi Electric Corp                                                         | CUSIP: J43873116<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      88100 | NS      | $2262736.75   | 0.48%             |  |  |  | No            | 2                  | On Loan: No      |
| Turkiye Government Bond                                                          | Turkiye Government Bond                                                          | CUSIP: ZD1133440<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1800000 | PA      | $43271.26     | 0.01%             | 2026-02-18      | Fixed         | 37.00%                | No            | 2                  | On Loan: No      |
| CoBank ACB                                                                       | CoBank ACB                                                                       | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |      93000 | PA      | $95278.22     | 0.02%             | N/A             | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Anticimex Global AB                                                              | Anticimex International AB, Term Loan B6                                         | CUSIP: 03703HAB2<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |     110165 | PA      | $110660.52    | 0.02%             | 2028-11-16      | Variable      | 7.76%                 | No            | 2                  | On Loan: No      |
| ORIX Corp                                                                        | ORIX Corp                                                                        | CUSIP: J61933123<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      13500 | NS      | $354320.72    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Nintendo Co Ltd                                                                  | Nintendo Co Ltd                                                                  | CUSIP: J51699106<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      26010 | NS      | $2250365.26   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| El Salvador Government International Bond                                        | El Salvador Government International Bond                                        | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     150000 | PA      | $3579.17      | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | Yes           | 2                  | On Loan: No      |
| Connect Finco Sarl                                                               | Connect Finco Sarl, Extended Term Loan B                                         | CUSIP: L2000DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     124369 | PA      | $123038.56    | 0.03%             | 2029-09-13      | Variable      | 8.66%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     543000 | PA      | $573266.82    | 0.12%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     391639 | PA      | $404243.46    | 0.09%             | 2029-04-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Sony Group Corp                                                                  | Sony Group Corp                                                                  | CUSIP: J76379106<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     116500 | NS      | $3348990.79   | 0.71%             |  |  |  | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corp / Six Flags Theme Parks Inc                         | Six Flags Entertainment Corp / Six Flags Theme Parks Inc                         | CUSIP: 83002YAA7<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152821.95    | 0.03%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Cedar Fair LP                                                                    | Six Flags Entertainment Corporation, Term Loan B                                 | CUSIP: BL4465730<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2031-05-01      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Advantest Corp                                                                   | Advantest Corp                                                                   | CUSIP: J00210104<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      23200 | NS      | $2295470.71   | 0.48%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Motor Corp                                                                | Toyota Motor Corp                                                                | CUSIP: J92676113<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      23400 | NS      | $449431.17    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Indika Energy Tbk PT                                                             | Indika Energy Tbk PT                                                             | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $200443.68    | 0.04%             | 2029-05-07      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Banco del Estado de Chile                                                        | Banco del Estado de Chile                                                        | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $213362.18    | 0.04%             | N/A             | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| Kering SA                                                                        | Kering SA                                                                        | CUSIP: F5433L103<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       2432 | NS      | $814956.82    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Harvest Midstream I LP                                                           | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     400000 | PA      | $408602.00    | 0.09%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Maya SAS/Paris France                                                            | Maya SAS/Paris France                                                            | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     525000 | PA      | $563058.83    | 0.12%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Signal Parent Inc                                                                | Signal Parent, Inc, Term Loan B                                                  | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-04-03      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| ZF North America Capital Inc                                                     | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     450000 | PA      | $439145.69    | 0.09%             | 2030-04-23      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Heineken NV                                                                      | Heineken NV                                                                      | CUSIP: N39427211<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |       6362 | NS      | $498202.20    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Heidelberg Materials AG                                                          | Heidelberg Materials AG                                                          | CUSIP: D31709104<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      10694 | NS      | $2417333.64   | 0.51%             |  |  |  | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      12281 | NS      | $1644917.14   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Advantage Sales & Marketing Inc                                                  | Advantage Sales & Marketing, Inc., Term Loan                                     | CUSIP: 00769EBA7<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |     111052 | PA      | $99860.49     | 0.02%             | 2027-10-28      | Variable      | 8.80%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies Inc                                                            | SS&C Technologies Inc., Term Loan B8                                             | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |      60380 | PA      | $60598.64     | 0.01%             | 2031-05-09      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Regal Rexnord Corp                                                               | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     275000 | PA      | $284468.84    | 0.06%             | 2028-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International Inc                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      10374 | NS      | $2183727.00   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co                                                              | American Express Co                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       7326 | NS      | $2433404.16   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| American Electric Power Co Inc                                                   | American Electric Power Co Inc                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       9023 | NS      | $1015087.50   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $156443.07    | 0.03%             | 2032-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     115000 | PA      | $124693.01    | 0.03%             | 2054-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     882000 | PA      | $992915.91    | 0.21%             | N/A             | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $379824.41    | 0.08%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Reinsurance Group of America Inc                                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156821.61    | 0.03%             | 2034-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $95914.50     | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      60000 | PA      | $58950.00     | 0.01%             | 2054-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       4520 | NS      | $160505.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Capital Group Inc                                                         | Encore Capital Group Inc                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     450000 | PA      | $477875.70    | 0.10%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Coca-Cola Co/The                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      26044 | NS      | $1727238.08   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems Inc                                                                | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      16664 | NS      | $1140150.88   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                                                     | Chevron Corp                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7292 | NS      | $1132374.68   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      24907 | NS      | $7856415.01   | 1.65%             |  |  |  | No            | 1                  | On Loan: No      |
| AES Corp/The                                                                     | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     143000 | PA      | $148127.41    | 0.03%             | 2055-01-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       3715 | NS      | $1772612.25   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Casey's General Stores Inc                                                       | Casey's General Stores Inc                                                       | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |        825 | NS      | $466389.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Core & Main LP                                                                   | Core & Main LP, Term Loan B                                                      | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |      22311 | PA      | $22350.77     | 0.00%             | 2028-07-27      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Entergy Corp                                                                     | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     314000 | PA      | $328098.29    | 0.07%             | 2054-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Farm Credit Bank of Texas                                                        | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |     152000 | PA      | $158976.65    | 0.03%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| PennyMac Financial Services Inc                                                  | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     300000 | PA      | $312378.60    | 0.07%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Amcor Group Finance PLC                                                          | Amcor Group Finance PLC                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |     125000 | PA      | $129147.77    | 0.03%             | 2029-05-23      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     378000 | PA      | $390520.49    | 0.08%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Alta Equipment Group Inc                                                         | Alta Equipment Group Inc                                                         | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     300000 | PA      | $280003.29    | 0.06%             | 2029-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Gray Media Inc                                                                   | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     200000 | PA      | $216250.23    | 0.05%             | 2029-07-15      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Staples Inc                                                                      | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     300000 | PA      | $296630.85    | 0.06%             | 2029-09-01      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| Deere & Co                                                                       | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        788 | NS      | $360320.88    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                           | CUSIP: YX2480029<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     185000 | PA      | $217094.82    | 0.05%             | 2032-05-30      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Gates Corp/DE                                                                    | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77823.75     | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Emerson Electric Co                                                              | Emerson Electric Co                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       8799 | NS      | $1154252.82   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Eaton Corp PLC                                                                   | Eaton Corp PLC                                                                   | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |       8918 | NS      | $3337561.50   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       6028 | NS      | $745965.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Dover Corp                                                                       | Dover Corp                                                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       3084 | NS      | $514503.72    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co/The                                                               | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      12326 | NS      | $1411327.00   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Gulfside Supply Inc                                                              | Gulfside Supply Inc, Term Loan B                                                 | CUSIP: 40273UAE9<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |      46296 | PA      | $46412.04     | 0.01%             | 2031-06-17      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        899 | NS      | $211993.19    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      50000 | PA      | $52046.88     | 0.01%             | 2031-05-31      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Inc                                                               | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      30097 | NS      | $2272022.53   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                                                 | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      34486 | NS      | $3888296.50   | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| LBM Acquisition LLC                                                              | LBM Acquisition LLC, Incremental Term Loan B                                     | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      54881 | PA      | $53661.85     | 0.01%             | 2031-06-06      | Variable      | 7.99%                 | No            | 2                  | On Loan: No      |
| Iridium Satellite LLC                                                            | Iridium Satellite LLC, Term Loan B                                               | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |      52588 | PA      | $49943.77     | 0.01%             | 2030-09-20      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan J                                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     335685 | PA      | $335897.95    | 0.07%             | 2031-02-28      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government Bond                                               | Republic of Poland Government Bond                                               | CUSIP: ZB2921763<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     550000 | PA      | $147289.16    | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Univision Communications Inc                                                     | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     300000 | PA      | $309792.60    | 0.07%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| PROOFPOINT INC                                                                   | Proofpoint, Inc., Term Loan                                                      | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     137355 | PA      | $138065.23    | 0.03%             | 2028-08-31      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Gen Digital Inc                                                                  | Gen Digital Inc., Term Loan B                                                    | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |      15892 | PA      | $15865.57     | 0.00%             | 2029-09-12      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Pine Street Trust III                                                            | Pine Street Trust III                                                            | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $128772.09    | 0.03%             | 2054-05-15      | Fixed         | 6.22%                 | Yes           | 2                  | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     195000 | PA      | $200363.09    | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     262000 | PA      | $281579.52    | 0.06%             | 2054-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     400000 | PA      | $422950.80    | 0.09%             | 2055-06-10      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| White Cap Buyer LLC                                                              | White Cap Buyer LLC, Term Loan B                                                 | CUSIP: 96350TAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     125782 | PA      | $125949.82    | 0.03%             | 2029-10-29      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| PCI Gaming Authority                                                             | PCI Gaming Authority, Term Loan                                                  | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2031-07-21      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Eyecare Partners LLC                                                             | EyeCare Partners, LLC, Second Out Term Loan B                                    | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-11-30      | Variable      | 4.42%                 | No            | 2                  | On Loan: No      |
| Mitchell International Inc                                                       | Mitchell International, Inc., First Lien Term Loan                               | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |     374276 | PA      | $374356.91    | 0.08%             | 2031-06-17      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Informatica LLC                                                                  | Informatica LLC, Term Loan B                                                     | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |     138582 | PA      | $139015.52    | 0.03%             | 2028-10-30      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Scientific Games Holdings LP                                                     | Scientific Games Holdings LP, Term Loan B                                        | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |     162238 | PA      | $161087.26    | 0.03%             | 2029-04-04      | Variable      | 7.29%                 | No            | 2                  | On Loan: No      |
| IDACORP Inc                                                                      | IDACORP Inc                                                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |        413 | NS      | $54577.95     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| 1011778 BC ULC                                                                   | 101B.C. Unlimited Liability Company, Term Loan B6                                | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      54312 | PA      | $54199.26     | 0.01%             | 2030-09-23      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy Inc                                                           | CenterPoint Energy Inc                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      13227 | NS      | $513207.60    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Trans Union LLC                                                                  | Trans Union, LLC, Term Loan B8                                                   | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      71371 | PA      | $71393.55     | 0.02%             | 2031-06-24      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Zambia Government International Bond                                             | Zambia Government International Bond                                             | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     122524 | PA      | $117111.65    | 0.02%             | 2033-06-30      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Zambia Government International Bond                                             | Zambia Government International Bond                                             | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     197169 | PA      | $132964.46    | 0.03%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           | 2                  | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP, Term Loan B                                                   | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     386107 | PA      | $386771.42    | 0.08%             | 2030-05-06      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc/The                                                               | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       5923 | NS      | $2399940.37   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Sound Inpatient Physicians Inc                                                   | Sound Inpatient Physicians, Tranche B Term Loan (Second Out)                     | CUSIP: 83607JAE1<br>LEI: 54930047QBMPL027P218 | Long             | LON              | CORP              | US        |     145017 | PA      | $141436.81    | 0.03%             | 2028-06-28      | Variable      | 4.63%                 | No            | 2                  | On Loan: No      |
| Chart Industries Inc                                                             | Chart Industries, Inc., Term Loan B                                              | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |      87381 | PA      | $87981.30     | 0.02%             | 2030-03-18      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      14000 | NS      | $469700.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Sealed Air Corp                                                                  | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155356.35    | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Bancolombia SA                                                                   | Bancolombia SA                                                                   | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $215971.99    | 0.05%             | 2034-12-24      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       6256 | NS      | $1159987.52   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos Inc                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       2415 | NS      | $606913.65    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Light & Wonder International Inc                                                 | Light and Wonder International, Inc., Term Loan B2                               | CUSIP: BL4687168<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     236646 | PA      | $237608.32    | 0.05%             | 2029-04-16      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| Masterbrand Inc                                                                  | Masterbrand Inc                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     180000 | PA      | $186016.68    | 0.04%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Jazz Financing Lux Sarl                                                          | Jazz Financing Lux S.a.r.l., First Lien Term Loan B                              | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |     212281 | PA      | $212763.63    | 0.04%             | 2028-05-05      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       3205 | NS      | $2445415.00   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM China Holdings Ltd                                                           | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $210997.19    | 0.04%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| S&P Global Inc                                                                   | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       2146 | NS      | $1044479.66   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       2481 | NS      | $753951.09    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Masco Corp                                                                       | Masco Corp                                                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       4524 | NS      | $318444.36    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       5950 | NS      | $1199103.50   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown Group Holding LLC                                                          | Brown Group Holding, LLC, Incremental Term Loan B2                               | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     121403 | PA      | $121758.48    | 0.03%             | 2031-07-01      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| Dominican Republic International Bond                                            | Dominican Republic International Bond                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $161632.50    | 0.03%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1895863 | PA      | $1914442.83   | 0.40%             | 2054-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Micron Technology Inc                                                            | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       2456 | NS      | $410937.92    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                             | Aeropuertos Dominicanos Siglo XXI SA                                             | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |     200000 | PA      | $210000.00    | 0.04%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Kronos Acquisition Holdings Inc                                                  | Kronos Acquisition Holdings Inc., Term Loan                                      | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        133 | PA      | $98.34        | 0.00%             | 2031-07-08      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| B&G Foods Inc                                                                    | B&G Foods Inc                                                                    | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |      23000 | PA      | $22149.00     | 0.00%             | 2029-10-10      | Variable      | 7.86%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      26562 | NS      | $13757787.90  | 2.90%             |  |  |  | No            | 1                  | On Loan: No      |
| Ulker Biskuvi Sanayi AS                                                          | Ulker Biskuvi Sanayi AS                                                          | CUSIP: 903742AB0<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $208456.43    | 0.04%             | 2031-07-08      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      10330 | NS      | $447289.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       1984 | NS      | $907263.36    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Leia Finco US LLC                                                                | Darktrace PLC, First Lien Term Loan                                              | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     323375 | PA      | $323795.39    | 0.07%             | 2031-10-09      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      52918 | NS      | $4435586.76   | 0.93%             |  |  |  | No            | 1                  | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       1735 | NS      | $1057170.20   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy Inc                                                                  | Xcel Energy Inc                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      10773 | NS      | $868842.45    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        481 | NS      | $34218.34     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Smurfit WestRock PLC                                                             | Smurfit WestRock PLC                                                             | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | US        |      73660 | NS      | $3135706.20   | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        873 | NS      | $262257.93    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      11348 | NS      | $791296.04    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     636000 | PA      | $665699.37    | 0.14%             | 2055-03-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Zegona Finance PLC                                                               | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     233000 | PA      | $248028.50    | 0.05%             | 2029-07-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Cinemark USA Inc                                                                 | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     285000 | PA      | $296215.61    | 0.06%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| PG&E Corp                                                                        | PG&E Corp                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      11308 | NS      | $170524.64    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC Financial Services Group Inc/The                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       2906 | NS      | $583902.58    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                            | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $206131.29    | 0.04%             | 2032-07-17      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        350 | NS      | $98434.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       4634 | NS      | $338142.98    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       2521 | NS      | $354049.24    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       1731 | NS      | $1312357.65   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     497000 | PA      | $522292.33    | 0.11%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Limak Cimento Sanayi ve Ticaret AS                                               | Limak Cimento Sanayi ve Ticaret AS                                               | CUSIP: 53263AAA6<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $205372.93    | 0.04%             | 2029-07-25      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      11349 | NS      | $1743773.85   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Venture Global LNG Inc                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     750000 | PA      | $776073.90    | 0.16%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     396346 | PA      | $402097.64    | 0.08%             | 2034-07-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130245.48    | 0.03%             | 2044-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      11750 | NS      | $304442.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     314000 | PA      | $333515.10    | 0.07%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| AMC Entertainment Holdings Inc                                                   | AMC Entertainment Holdings, Inc. , Term Loan                                     | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |     694682 | PA      | $697905.13    | 0.15%             | 2029-01-04      | Variable      | 11.13%                | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | Clydesdale Acquisition Holdings Inc, Term Loan B                                 | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     366166 | PA      | $366085.09    | 0.08%             | 2029-04-13      | Variable      | 7.34%                 | No            | 2                  | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       4421 | NS      | $1634311.07   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| RR Donnelley & Sons Co                                                           | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409946.00    | 0.09%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $659805.60    | 0.14%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Amentum Escrow Corp                                                              | Amentum Escrow Corp                                                              | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25959.15     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Amentum Holdings Inc                                                             | Amentum Government Services Holdings LLC, Term Loan B                            | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      68549 | PA      | $68624.41     | 0.01%             | 2031-09-29      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     314000 | PA      | $333208.95    | 0.07%             | 2084-11-26      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       3646 | NS      | $786916.18    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| McGraw-Hill Education Inc                                                        | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     225000 | PA      | $233763.53    | 0.05%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Conga Corp                                                                       | Apttus Corporation, Term Loan B                                                  | CUSIP: 03835XAD4<br>LEI: 254900VOVRKNFQ3GHG43 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-05-08      | Variable      | 7.81%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       2232 | NS      | $770709.60    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       5777 | NS      | $1365509.49   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       1408 | NS      | $258691.84    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     215000 | PA      | $211707.81    | 0.04%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Phoenix Group Holdings PLC                                                       | Phoenix Group Holdings PLC                                                       | CUSIP: YX5563508<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $214500.00    | 0.05%             | N/A             | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Post Holdings Inc                                                                | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     300000 | PA      | $302792.70    | 0.06%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| DaVita Inc                                                                       | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     300000 | PA      | $309910.80    | 0.07%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Archrock Partners LP / Archrock Partners Finance Corp                            | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $256445.50    | 0.05%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      37927 | NS      | $3908756.62   | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC Energy Group Inc                                                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       9344 | NS      | $1070728.96   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams Cos Inc/The                                                             | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      10901 | NS      | $690578.35    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: G08036124<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     453393 | NS      | $2332851.66   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| BP PLC                                                                           | BP PLC                                                                           | CUSIP: G12793108<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      39573 | NS      | $227214.27    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Prime Healthcare Services Inc                                                    | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $312000.00    | 0.07%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       8839 | NS      | $1277589.06   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     101000 | PA      | $106684.08    | 0.02%             | 2054-09-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       2739 | NS      | $560782.86    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      38468 | NS      | $9795106.84   | 2.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Analog Devices Inc                                                               | Analog Devices Inc                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       1991 | NS      | $489188.70    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1336419 | PA      | $1140325.64   | 0.24%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      80000 | PA      | $79637.50     | 0.02%             | 2031-08-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Unilever PLC                                                                     | Unilever PLC                                                                     | CUSIP: G92087165<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      14487 | NS      | $856306.14    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     311275 | PA      | $150190.19    | 0.03%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      67730 | PA      | $32612.00     | 0.01%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     409000 | PA      | $427735.47    | 0.09%             | N/A             | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     243699 | PA      | $165715.32    | 0.03%             | 2029-02-01      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     185000 | PA      | $188292.52    | 0.04%             | 2029-09-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     394000 | PA      | $408317.96    | 0.09%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     695000 | PA      | $730388.71    | 0.15%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Air Liquide SA                                                                   | Air Liquide SA                                                                   | CUSIP: F01764103<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |       3230 | NS      | $672992.08    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc                                                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     244000 | PA      | $250441.36    | 0.05%             | 2054-09-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     165000 | PA      | $165076.29    | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Avient Corp                                                                      | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     350000 | PA      | $355433.21    | 0.07%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151677.90    | 0.03%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan                                                       | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     154440 | PA      | $154538.84    | 0.03%             | 2032-01-20      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| PG&E Corp                                                                        | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     128000 | PA      | $131500.81    | 0.03%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: E11805103<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     156948 | NS      | $3024332.12   | 0.64%             |  |  |  | No            | 2                  | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     198101 | PA      | $211503.05    | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     120000 | PA      | $118341.55    | 0.02%             | 2034-11-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Delta 2 Lux Sarl                                                                 | Delta 2 (LUX) S.a.r.l., Term Loan B1                                             | CUSIP: BL4755676<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     122833 | PA      | $123083.39    | 0.03%             | 2031-09-19      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Delta 2 Lux Sarl                                                                 | Delta 2 (LUX) S.a.r.l., Term Loan B2                                             | CUSIP: BL4752806<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      61417 | PA      | $61541.56     | 0.01%             | 2031-09-19      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $152322.00    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Phinia Inc                                                                       | Phinia Inc                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     255000 | PA      | $262811.42    | 0.06%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty Group, LLC, Term Loan B                                           | CUSIP: BL4755205<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |     316878 | PA      | $317374.38    | 0.07%             | 2031-09-15      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies Inc                                                           | Lumen Technologies, Inc., Term Loan A                                            | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     261692 | PA      | $266953.13    | 0.06%             | 2028-06-01      | Variable      | 10.16%                | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $184220.00    | 0.04%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $511216.32    | 0.11%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                               | Element Materials Technology Group US Holdings Inc., Term Loan                   | CUSIP: BL4756096<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |      56041 | PA      | $56487.22     | 0.01%             | 2029-06-25      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| Creative Artists Agency LLC                                                      | Creative Artists Agency, LLC , First Lien Term Loan B                            | CUSIP: 22526WAS7<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     153541 | PA      | $153946.42    | 0.03%             | 2031-10-01      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: E19790109<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     309244 | NS      | $3245305.48   | 0.68%             |  |  |  | No            | 2                  | On Loan: No      |
| American International Group Inc                                                 | American International Group Inc                                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       7708 | NS      | $605386.32    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| AltaGas Ltd                                                                      | AltaGas Ltd                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $124129.56    | 0.03%             | 2054-10-15      | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                   | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     241000 | PA      | $233815.71    | 0.05%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan International Bond                                        | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     200000 | PA      | $214881.33    | 0.05%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                    | CUSIP: T9T23L642<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |       3557 | NS      | $270670.22    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     305000 | PA      | $309548.47    | 0.07%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                           | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     110000 | PA      | $105921.81    | 0.02%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| S&S Holdings LLC                                                                 | S&S Holdings LLC                                                                 | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $352929.20    | 0.07%             | 2031-10-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Pegasus Bidco BV                                                                 | Pegasus BidCo BV, Term Loan B                                                    | CUSIP: BL4759843<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |     243496 | PA      | $244774.26    | 0.05%             | 2029-07-12      | Variable      | 6.76%                 | No            | 2                  | On Loan: No      |
| Matador Resources Co                                                             | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     220000 | PA      | $221033.78    | 0.05%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                               | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     507000 | PA      | $508982.30    | 0.11%             | N/A             | Fixed         | 6.70%                 | Yes           | 2                  | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     150000 | PA      | $154656.10    | 0.03%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| CD&R Smokey Buyer Inc                                                            | CD&R Smokey Buyer Inc                                                            | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $234623.40    | 0.05%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Windstream Escrow LLC / Windstream Escrow Finance Corp                           | Windstream Escrow LLC / Windstream Escrow Finance Corp                           | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $424709.32    | 0.09%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield US Borrower LLC                                              | CUSIP: BL4763910<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2030-01-31      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Tokyo Metro Co Ltd                                                               | Tokyo Metro Co Ltd                                                               | CUSIP: J8T324105<br>LEI: 35380049N9IQPZ74JY58 | Long             | EC               | CORP              | JP        |      13137 | NS      | $150566.63    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     221000 | PA      | $226194.91    | 0.05%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     254000 | PA      | $251734.22    | 0.05%             | N/A             | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| LD Celulose International GmbH                                                   | LD Celulose International GmbH                                                   | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $211451.60    | 0.04%             | 2032-01-26      | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| Synechron Inc                                                                    | Synechron Inc, Term Loan B                                                       | CUSIP: BL4760759<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |     124688 | PA      | $124375.78    | 0.03%             | 2031-10-03      | Variable      | 8.06%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust Inc                                                      | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     375000 | PA      | $380699.63    | 0.08%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Niagara Energy SAC                                                               | Niagara Energy SAC                                                               | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $205937.11    | 0.04%             | 2034-10-03      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| TE Connectivity PLC                                                              | TE Connectivity PLC                                                              | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | US        |       2930 | NS      | $643222.90    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackrock Inc                                                                    | Blackrock Inc                                                                    | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        627 | NS      | $731000.49    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       9849 | NS      | $1318781.10   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     225000 | PA      | $221615.96    | 0.05%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     480000 | PA      | $503732.64    | 0.11%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Nouryon Finance BV                                                               | Nouryon Finance B.V., Term Loan B1                                               | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |     116973 | PA      | $117314.91    | 0.02%             | 2028-04-03      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Nouryon Finance BV                                                               | Nouryon Finance B.V., Term Loan B2                                               | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |      14739 | PA      | $14768.88     | 0.00%             | 2028-04-03      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| Ecobank Transnational Inc                                                        | Ecobank Transnational Inc                                                        | CUSIP: 27889PAC7<br>LEI: 213800USCE9Y111R4656 | Long             | DBT              | CORP              | TG        |     200000 | PA      | $212430.30    | 0.04%             | 2029-10-15      | Fixed         | 10.12%                | Yes           | 2                  | On Loan: No      |
| Sierra Timeshare 2024-3 Receivables Funding LLC                                  | Sierra Timeshare 2024-3 Receivables Funding LLC                                  | CUSIP: 82653BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     279504 | PA      | $281055.54    | 0.06%             | 2041-08-20      | Fixed         | 4.83%                 | Yes           | 2                  | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     118280 | PA      | $115005.29    | 0.02%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     367320 | PA      | $309130.13    | 0.07%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Azorra Finance Ltd                                                               | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      50000 | PA      | $52619.45     | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| ArchKey Holdings Inc                                                             | Archkey Solutions LLC, Term Loan B                                               | CUSIP: BL4780815<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      89207 | PA      | $90015.67     | 0.02%             | 2031-11-03      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| ArchKey Holdings Inc                                                             | Archkey Solutions LLC, Delayed Draw Term Loan B                                  | CUSIP: BL4781144<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10345 | PA      | $10438.55     | 0.00%             | 2031-11-03      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| PG Polaris BidCo Sarl                                                            | PG Investment Company 59 S.a r.l., Term Loan B                                   | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |      84575 | PA      | $84966.16     | 0.02%             | 2031-03-24      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Riverbed Technology LLC/US                                                       | Riverbed Technology LLC/US                                                       | CUSIP: N/A<br>LEI: XWT9B0BASIY6FJ5R7M02       | Long             | EC               | CORP              | US        |       4136 | NS      | $4.14         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                     | CUSIP: N4578E595<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      81581 | NS      | $2138707.91   | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| Muthoot Finance Ltd                                                              | Muthoot Finance Ltd                                                              | CUSIP: 62828L2D4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $202660.57    | 0.04%             | 2029-04-23      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     180000 | PA      | $184516.38    | 0.04%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     225000 | PA      | $228503.48    | 0.05%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Viant Medical Holdings Inc                                                       | Viant Medical Holdings, Inc., Term Loan B                                        | CUSIP: BL4782654<br>LEI: 549300E68YOWU15QSF58 | Long             | LON              | CORP              | US        |      68767 | PA      | $68917.67     | 0.01%             | 2031-10-29      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                              | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $405423.67    | 0.09%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Qube Holdings Ltd                                                                | Qube Holdings Ltd                                                                | CUSIP: Q7834B112<br>LEI: 391200RT2MUFEO3RFW25 | Long             | EC               | CORP              | AU        |     106481 | NS      | $289205.81    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     395249 | PA      | $403066.56    | 0.08%             | 2029-10-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Life Time Inc                                                                    | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     120000 | PA      | $121915.67    | 0.03%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     300000 | PA      | $307479.30    | 0.06%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $52181.00     | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Viking Baked Goods Acquisition Corp                                              | Viking Baked Goods Acquisition Corp                                              | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |     390000 | PA      | $390084.24    | 0.08%             | 2031-11-01      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Zelis Payments Buyer Inc                                                         | Zelis Payments Buyer, Inc., 5th Amendment Term Loan                              | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     248750 | PA      | $249060.94    | 0.05%             | 2031-11-26      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Cornerstone Generation LLC                                                       | Cornerstone Generation LLC, Term Loan B                                          | CUSIP: BL4790210<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     117000 | PA      | $117965.25    | 0.02%             | 2031-10-28      | Variable      | 7.48%                 | No            | 2                  | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de CV                                                       | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     200000 | PA      | $199730.00    | 0.04%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| United Airlines Inc                                                              | United Airlines, Inc., First Lien Term Loan B                                    | CUSIP: BL4795243<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |      97627 | PA      | $98054.37     | 0.02%             | 2031-02-24      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Kestrel Acquisition LLC                                                          | Kestrel Acquisition, LLC, Term Loan B                                            | CUSIP: N/A<br>LEI: 549300ER0JUHJLPPMH08       | Long             | LON              | CORP              | US        |      98159 | PA      | $98609.15     | 0.02%             | 2031-11-06      | Variable      | 8.63%                 | No            | 2                  | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                             | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     120000 | PA      | $121798.11    | 0.03%             | 2035-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     690000 | PA      | $709230.99    | 0.15%             | 2029-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325000 | PA      | $331651.78    | 0.07%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| ICNQ 2024-MF Mortgage Trust                                                      | ICNQ 2024-MF Mortgage Trust                                                      | CUSIP: 450953AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $258139.70    | 0.05%             | 2034-12-10      | Fixed         | 5.78%                 | Yes           | 2                  | On Loan: No      |
| Champ Acquisition Corp                                                           | Champ Acquisition Corp                                                           | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $63788.10     | 0.01%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Republic of South Africa Government International Bond                           | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $208502.50    | 0.04%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     509800 | PA      | $544814.08    | 0.11%             | N/A             | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $210590.00    | 0.04%             | N/A             | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Molina Healthcare Inc                                                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80888.72     | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $301325.28    | 0.06%             | 2029-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| NatWest Group PLC                                                                | NatWest Group PLC                                                                | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     442000 | PA      | $465994.20    | 0.10%             | N/A             | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| EchoStar Corp                                                                    | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     104000 | PA      | $114417.68    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| IHS Holding Ltd                                                                  | IHS Holding Ltd                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $206664.22    | 0.04%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Air Canada                                                                       | Air Canada, Term Loan B                                                          | CUSIP: BL4807543<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |     162638 | PA      | $162892.79    | 0.03%             | 2031-03-21      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Sempra                                                                           | Sempra                                                                           | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     269000 | PA      | $274881.42    | 0.06%             | 2055-04-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                                              | Ford Credit Auto Owner Trust 2024-D                                              | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     306000 | PA      | $309578.73    | 0.07%             | 2029-08-15      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| Select Medical Corp                                                              | Select Medical Corporation, Term Loan B                                          | CUSIP: BL4807634<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |      93503 | PA      | $93795.70     | 0.02%             | 2031-12-03      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| WideOpenWest Finance LLC                                                         | WideOpenWest Finance LLC                                                         | CUSIP: BL4794733<br>LEI: 54930045JY28O5B5WE54 | Long             | LON              | CORP              | US        |     165000 | PA      | $152831.25    | 0.03%             | 2028-12-11      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                                               | SeaWorld Parks & Entertainment, Inc., Term Loan B3                               | CUSIP: BL4808038<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |      79225 | PA      | $79257.66     | 0.02%             | 2031-12-04      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Methanex US Operations Inc                                                       | Methanex US Operations Inc                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $81397.44     | 0.02%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Cengage Learning Inc                                                             | Cengage Learning, Inc., First Lien Term Loan B                                   | CUSIP: BL4808624<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     337909 | PA      | $337450.81    | 0.07%             | 2031-03-24      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc., Term Loan B                                          | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      46912 | PA      | $46899.77     | 0.01%             | 2030-02-06      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc., Term Loan B1                                         | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     243763 | PA      | $243509.11    | 0.05%             | 2031-02-06      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                                                     | Aspen Insurance Holdings Ltd                                                     | CUSIP: EP0607309<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |       4550 | NS      | $114705.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cotiviti Inc                                                                     | Cotiviti Corporation, Term Loan                                                  | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     367841 | PA      | $362016.67    | 0.08%             | 2031-05-01      | Variable      | 7.03%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems US Holdings Inc                                           | Axalta Coating Systems U.S. Holdings, Inc., Term Loan B                          | CUSIP: BL4807659<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |      44296 | PA      | $44524.20     | 0.01%             | 2029-12-20      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| WEX Inc                                                                          | WEX Inc., Term Loan B2                                                           | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |      91541 | PA      | $91511.80     | 0.02%             | 2028-04-03      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Mister Car Wash Holdings Inc                                                     | Mister Car Wash Holdings, Inc., Term Loan B                                      | CUSIP: 60646CAK3<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |      58400 | PA      | $58587.57     | 0.01%             | 2031-03-27      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Project Alpha Intermediate Holding Inc                                           | Project Alpha Intermediate Holding, Inc., First Lien Term Loan B                 | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     132166 | PA      | $132683.93    | 0.03%             | 2030-10-28      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| EVERTEC Group LLC                                                                | Evertec Group, LLC, Term Loan B                                                  | CUSIP: BL4812303<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | PR        |      76500 | PA      | $76786.88     | 0.02%             | 2030-10-15      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                   | CUSIP: Q26915100<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       9044 | NS      | $998760.79    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy, Inc., Term Loan                                                      | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |      62342 | PA      | $62417.83     | 0.01%             | 2031-04-16      | Variable      | 6.06%                 | No            | 2                  | On Loan: No      |
| Open Text Corp                                                                   | Open Text Corporation, Term Loan B                                               | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |     270248 | PA      | $270314.55    | 0.06%             | 2030-01-31      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower, LLC, First Lien Term Loan B                    | CUSIP: BL4814754<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |      54451 | PA      | $54379.14     | 0.01%             | 2030-10-15      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| Planet US Buyer LLC                                                              | Planet US Buyer LLC, Term Loan B                                                 | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |     137240 | PA      | $138146.03    | 0.03%             | 2031-02-10      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| Penn Entertainment Inc                                                           | PENN Entertainment, Inc., Term Loan B                                            | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-05-03      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Nigeria Government International Bond                                            | Nigeria Government International Bond                                            | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     275000 | PA      | $305362.11    | 0.06%             | 2034-12-09      | Fixed         | 10.38%                | Yes           | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     285000 | PA      | $289014.01    | 0.06%             | 2085-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| EchoStar Corp                                                                    | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      90000 | PA      | $92785.50     | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     142000 | PA      | $146577.37    | 0.03%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      80000 | PA      | $83979.44     | 0.02%             | 2055-03-10      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Dechra Finance US LLC                                                            | Dechra Pharmaceuticals Holdings Ltd, Term Loan B                                 | CUSIP: BL4814887<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      61690 | PA      | $61895.74     | 0.01%             | 2032-01-27      | Variable      | 7.45%                 | No            | 2                  | On Loan: No      |
| Gruma SAB de CV                                                                  | Gruma SAB de CV                                                                  | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $198782.63    | 0.04%             | 2054-12-09      | Fixed         | 5.76%                 | Yes           | 2                  | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $244147.96    | 0.05%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Vistra Operations Co LLC                                                         | Vistra Operations Company LLC, First Lien Term Loan B3                           | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |       2826 | PA      | $2833.53      | 0.00%             | 2030-12-20      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Danaher Corp                                                                     | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       5433 | NS      | $1077146.58   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| AI Aqua Merger Sub Inc                                                           | AI Aqua Merger Sub, Inc., First Lien Term Loan B                                 | CUSIP: BL4842680<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     343644 | PA      | $344710.76    | 0.07%             | 2028-07-31      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| IRB Holding Corp                                                                 | IRB Holding Corp, First Lien Term Loan B                                         | CUSIP: BL4843100<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     118620 | PA      | $118777.52    | 0.03%             | 2027-12-15      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Adient US LLC                                                                    | Adient US LLC, Term Loan B2                                                      | CUSIP: 00687MAH4<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |      34579 | PA      | $34630.84     | 0.01%             | 2031-01-29      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| EOG Resources Inc                                                                | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       4408 | NS      | $494224.96    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CRC Insurance Group LLC                                                          | Truist Insurance Holdings LLC, Term Loan B                                       | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     324960 | PA      | $325468.24    | 0.07%             | 2031-05-06      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Phoenix Guarantor Inc                                                            | Phoenix Guarantor Inc, Term Loan B                                               | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |     361326 | PA      | $361954.89    | 0.08%             | 2031-02-21      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| OMNIA Partners LLC                                                               | OMNIA Partners LLC, Term Loan B                                                  | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |      67994 | PA      | $68105.23     | 0.01%             | 2030-07-25      | Variable      | 6.81%                 | No            | 2                  | On Loan: No      |
| Gates Corp/DE                                                                    | Gates Global LLC, Term Loan B5                                                   | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |     118178 | PA      | $118169.28    | 0.02%             | 2031-06-04      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Perrigo Investments LLC                                                          | Perrigo Investments, LLC, Term Loan B                                            | CUSIP: BL4842904<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |     108335 | PA      | $108424.93    | 0.02%             | 2029-04-20      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp                                                             | Reworld Holding Corp, Term Loan B                                                | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     101123 | PA      | $101275.13    | 0.02%             | 2028-11-30      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp                                                             | Reworld Holding Corp, Term Loan C                                                | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |       7828 | PA      | $7839.47      | 0.00%             | 2028-11-30      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      22321 | NS      | $1151540.39   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Goat Holdco LLC                                                                  | Barnes Group Inc, Term Loan B                                                    | CUSIP: BL4795524<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     231835 | PA      | $232374.02    | 0.05%             | 2032-01-27      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Goat Holdco LLC                                                                  | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $138374.96    | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Epicor Software Corp                                                             | Epicor Software Corporation, Term Loan E                                         | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     475934 | PA      | $477078.85    | 0.10%             | 2031-05-30      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      55000 | PA      | $55451.17     | 0.01%             | 2027-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply, LLC, Incremental Term Loan B                                | CUSIP: BL4858959<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     699712 | PA      | $701535.25    | 0.15%             | 2031-12-15      | Variable      | 6.73%                 | No            | 2                  | On Loan: No      |
| XPLOR T1 LLC                                                                     | XPLOR T1 LLC, Term Loan B                                                        | CUSIP: BL4872604<br>LEI: 254900GF3CVSREM2EJ05 | Long             | LON              | CORP              | US        |     118800 | PA      | $118948.50    | 0.03%             | 2031-06-24      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Flutter Entertainment PLC                                                        | Flutter Financing B.V., Term Loan B                                              | CUSIP: BL4862100<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |     293494 | PA      | $293053.64    | 0.06%             | 2030-11-29      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                  | ABG Intermediate Holdings 2 LLC, First Lien Term Loan B                          | CUSIP: BL4876753<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     133587 | PA      | $133493.14    | 0.03%             | 2028-12-21      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Catawba Nation Gaming Authority                                                  | Catawba Nation Gaming Authority, Term Loan B                                     | CUSIP: BL4843068<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      70000 | PA      | $71640.80     | 0.02%             | 2032-03-29      | Variable      | 8.91%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust Inc                                                      | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62060.60     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| USI Inc/NY                                                                       | USI, Inc., Term Loan C                                                           | CUSIP: BL4881803<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      28290 | PA      | $28284.06     | 0.01%             | 2030-09-27      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| USI Inc/NY                                                                       | USI, Inc., Term Loan D                                                           | CUSIP: BL4881753<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     196198 | PA      | $196167.76    | 0.04%             | 2029-11-23      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Organon & Co                                                                     | Organon & Co, Term Loan                                                          | CUSIP: BL4871606<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |     318452 | PA      | $311684.51    | 0.07%             | 2031-05-19      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| McAfee Corp                                                                      | McAfee, LLC, First Lien Term Loan B                                              | CUSIP: BL4883627<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     444531 | PA      | $425916.56    | 0.09%             | 2029-03-01      | Variable      | 7.22%                 | No            | 2                  | On Loan: No      |
| TotalEnergies SE                                                                 | TotalEnergies SE                                                                 | CUSIP: F92124100<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       9468 | NS      | $576682.76    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| FinThrive Software Intermediate Holdings Inc                                     | MedAssets Software Intermediate Holdings, Inc., First Out Term Loan              | CUSIP: 31810YAC4<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |     153817 | PA      | $149635.65    | 0.03%             | 2028-12-18      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                          | Sri Lanka Government International Bond                                          | CUSIP: YS0721615<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     129323 | PA      | $110672.41    | 0.02%             | 2033-03-15      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                          | Sri Lanka Government International Bond                                          | CUSIP: YS0724148<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      79065 | PA      | $70351.98     | 0.01%             | 2038-02-15      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                          | Sri Lanka Government International Bond                                          | CUSIP: YS0764847<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      56938 | PA      | $41622.78     | 0.01%             | 2035-06-15      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| CommScope LLC                                                                    | CommScope, Inc., Term Loan                                                       | CUSIP: BL4902708<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |     855573 | PA      | $867144.46    | 0.18%             | 2029-12-17      | Variable      | 8.91%                 | No            | 2                  | On Loan: No      |
| Johnstone Supply LLC                                                             | Johnstone Supply LLC, Term Loan B                                                | CUSIP: BL4871721<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     243161 | PA      | $243008.95    | 0.05%             | 2031-06-09      | Variable      | 6.64%                 | No            | 2                  | On Loan: No      |
| Kestra Advisor Services Holdings A Inc                                           | Kestra Advisor Services Holdings A, Inc., Repriced Term Loan                     | CUSIP: 49255BAK0<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |     121813 | PA      | $121983.99    | 0.03%             | 2031-03-24      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       7490 | NS      | $333679.50    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure, LLC, First Lien Term Loan B6                                           | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     106821 | PA      | $106771.64    | 0.02%             | 2030-11-06      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| AES Corp/The                                                                     | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     192000 | PA      | $188424.02    | 0.04%             | 2055-07-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Saudi Government International Bond                                              | Saudi Government International Bond                                              | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     200000 | PA      | $213069.26    | 0.04%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $212096.60    | 0.04%             | N/A             | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| American National Group Inc                                                      | American National Group Inc                                                      | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |       6075 | NS      | $152543.25    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                           | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     250000 | PA      | $240718.53    | 0.05%             | 2034-01-17      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| SAP SE                                                                           | SAP SE                                                                           | CUSIP: D66992104<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       2310 | NS      | $618542.59    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| EssilorLuxottica SA                                                              | EssilorLuxottica SA                                                              | CUSIP: F31665106<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       2367 | NS      | $771059.16    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                                                  | Madison IAQ LLC, Term Loan                                                       | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     124352 | PA      | $124599.79    | 0.03%             | 2028-06-21      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Phoenix Newco Inc                                                                | Parexel International Corporation, Term Loan B                                   | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |     498541 | PA      | $499528.13    | 0.11%             | 2028-11-15      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Wand NewCo 3 Inc                                                                 | Wand NewCo 3, Inc., Repriced Term Loan B                                         | CUSIP: BL4939163<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     406055 | PA      | $405147.56    | 0.09%             | 2031-01-30      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Corp., Term Loan B                                       | CUSIP: BL4939049<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     756516 | PA      | $758248.89    | 0.16%             | 2031-07-01      | Variable      | 6.65%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1250997 | PA      | $1262247.04   | 0.27%             | 2054-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     240000 | PA      | $249275.76    | 0.05%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     105000 | PA      | $108466.05    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CMG Media Corp                                                                   | CMG Media Corporation, Term Loan                                                 | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      85183 | PA      | $81610.01     | 0.02%             | 2029-06-18      | Variable      | 7.60%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP, Term Loan B                                                   | CUSIP: BL4949832<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |     272000 | PA      | $272510.00    | 0.06%             | 2032-01-28      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply, LLC, Term Loan B                                            | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     268565 | PA      | $269284.98    | 0.06%             | 2030-05-17      | Variable      | 6.73%                 | No            | 2                  | On Loan: No      |
| Banco Bradesco SA/Cayman Islands                                                 | Banco Bradesco SA/Cayman Islands                                                 | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |     150000 | PA      | $158250.00    | 0.03%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $53206.10     | 0.01%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Sound Inpatient Physicians Inc                                                   | Sound Inpatient Physicians, Tranche A Term Loan (First Out)                      | CUSIP: 83607JAD3<br>LEI: 54930047QBMPL027P218 | Long             | LON              | CORP              | US        |      16001 | PA      | $16696.49     | 0.00%             | 2028-06-28      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     505000 | PA      | $524557.64    | 0.11%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield U.S. Borrower, LLC, Term Loan B1                             | CUSIP: 23340DAV4<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |     343518 | PA      | $344950.20    | 0.07%             | 2030-01-31      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                  | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $209075.14    | 0.04%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           | 2                  | On Loan: No      |
| Acuren Delaware Holdco Inc                                                       | AAL Delaware Holdco, Inc., Term Loan                                             | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      29925 | PA      | $30029.36     | 0.01%             | 2031-07-30      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Boost Newco Borrower LLC                                                         | Boost Newco Borrower, LLC, Term Loan B                                           | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     586886 | PA      | $588414.66    | 0.12%             | 2031-01-31      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Discovery Purchaser Corp                                                         | Discovery Purchaser Corporation, Term Loan                                       | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |      56410 | PA      | $56222.45     | 0.01%             | 2029-10-04      | Variable      | 8.08%                 | No            | 2                  | On Loan: No      |
| LS Group OpCo Acquistion LLC                                                     | Les Schwab Tire Centers, Term Loan B                                             | CUSIP: BL4979243<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |     151499 | PA      | $151357.26    | 0.03%             | 2031-04-23      | Variable      | 6.68%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     170000 | PA      | $175454.50    | 0.04%             | 2031-01-24      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| HUB International Ltd                                                            | HUB International Limited, Term Loan B                                           | CUSIP: BL4978526<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     390860 | PA      | $391872.36    | 0.08%             | 2030-06-20      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      90000 | PA      | $93945.97     | 0.02%             | 2036-01-28      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| EUSHI Finance Inc                                                                | EUSHI Finance Inc                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     193000 | PA      | $202342.74    | 0.04%             | 2054-12-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     532267 | PA      | $547940.05    | 0.12%             | 2035-01-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Allwyn Entertainment Financing US LLC                                            | Allwyn Entertainment Financing US LLC, Term Loan B                               | CUSIP: BL4981694<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      49378 | PA      | $49362.81     | 0.01%             | 2031-06-11      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| ContourGlobal Power Holdings SA                                                  | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $311622.00    | 0.07%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| AmWINS Group Inc                                                                 | AmWINS Group, Inc., Term Loan B                                                  | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     275723 | PA      | $275901.31    | 0.06%             | 2032-01-30      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Tempo Acquisition LLC                                                            | Tempo Acquisition LLC, Repriced Term Loan B                                      | CUSIP: BL4985851<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |      82825 | PA      | $81191.44     | 0.02%             | 2028-08-31      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                                           | Genesys Cloud Services Holdings II LLC, Term Loan B                              | CUSIP: BL4978666<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |     846060 | PA      | $841740.71    | 0.18%             | 2032-01-30      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| BMC Software Inc                                                                 | Boxer Parent Company Inc., Term Loan B                                           | CUSIP: BL4985299<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |     684962 | PA      | $684639.99    | 0.14%             | 2031-07-30      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| Delta Topco Inc                                                                  | Delta TopCo, Inc., Term Loan B                                                   | CUSIP: BL4985182<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     495003 | PA      | $490270.91    | 0.10%             | 2029-11-30      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                                       | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $206400.00    | 0.04%             | 2035-04-30      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC, Term Loan B                                 | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |      91697 | PA      | $91680.50     | 0.02%             | 2028-08-02      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     351000 | PA      | $363332.03    | 0.08%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Motion Finco Sarl                                                                | Motion Finco Sarl                                                                | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $259404.63    | 0.05%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                            | Houston Galleria Mall Trust 2025-HGLR                                            | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $258977.95    | 0.05%             | 2045-02-05      | Variable      | 5.64%                 | Yes           | 2                  | On Loan: No      |
| Garda World Security Corp                                                        | Garda World Security Corporation, Term Loan B                                    | CUSIP: BL4987857<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |     342825 | PA      | $343681.77    | 0.07%             | 2029-02-01      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Concentra Health Services Inc                                                    | Concentra Health Services Inc, Repriced Term Loan B                              | CUSIP: BL4990299<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |      39700 | PA      | $39899.20     | 0.01%             | 2031-07-28      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $111569.01    | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     250000 | PA      | $258961.00    | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Kaman Corp                                                                       | Kaman Corporation, Term Loan B                                                   | CUSIP: BL4985539<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     571121 | PA      | $569947.04    | 0.12%             | 2032-02-26      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Kaman Corp                                                                       | Kaman Corporation, Delayed Draw Term Loan                                        | CUSIP: BL4985513<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |      53745 | PA      | $53634.16     | 0.01%             | 2032-02-26      | Variable      | 3.41%                 | No            | 2                  | On Loan: No      |
| GBT US III LLC                                                                   | GBT US III LLC, Term Loan B                                                      | CUSIP: BL4990471<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      94418 | PA      | $94734.07     | 0.02%             | 2031-07-28      | Variable      | 6.81%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings, Inc., Term Loan B                                             | CUSIP: BL4989184<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     161190 | PA      | $161272.21    | 0.03%             | 2032-01-31      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Sunrise Financing Partnership                                                    | Sunrise Financing Partnership, Term Loan AAA                                     | CUSIP: BL4990554<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |      82134 | PA      | $82016.22     | 0.02%             | 2032-02-17      | Variable      | 6.69%                 | No            | 2                  | On Loan: No      |
| CNT Holdings I Corp                                                              | CNT Holdings I Corp, Term Loan                                                   | CUSIP: BL4989556<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |     300619 | PA      | $300779.48    | 0.06%             | 2032-11-08      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| Ascensus Holdings Inc                                                            | AqGen Island Holdings, Inc., Term Loan B                                         | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      44643 | PA      | $44661.56     | 0.01%             | 2028-08-02      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Savor Acquisition Inc                                                            | Sauer Brands Inc, Term Loan B                                                    | CUSIP: BL4989473<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |      91379 | PA      | $92029.02     | 0.02%             | 2032-02-19      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Air Transport Services Group Inc                                                 | Air Transport Services Group Inc                                                 | CUSIP: 861932AA9<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |     180000 | PA      | $189545.76    | 0.04%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Stonepeak Nile Parent LLC                                                        | Stonepeak Nile Parent LLC, Term Loan B                                           | CUSIP: BL4989531<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |     156000 | PA      | $156136.50    | 0.03%             | 2032-04-12      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Primo Brands Corp                                                                | Triton Water Holdings, Inc, Term Loan B                                          | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     289531 | PA      | $289809.10    | 0.06%             | 2028-03-31      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| PFS Financing Corp                                                               | PFS Financing Corp                                                               | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $304904.43    | 0.06%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| Efesto Bidco SpA Efesto US LLC                                                   | Efesto Bidco SpA Efesto US LLC                                                   | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     200000 | PA      | $203520.00    | 0.04%             | 2032-02-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     330000 | PA      | $345889.50    | 0.07%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| GFL Environmental Services Inc/ON                                                | GFL Environmental Inc., Term Loan B                                              | CUSIP: BL4990463<br>LEI: 254900ZM5MY0A8BPJI72 | Long             | LON              | CORP              | CA        |      95000 | PA      | $95095.00     | 0.02%             | 2032-03-03      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| CE Intermediate I LLC                                                            | CE Intermediate I, LLC, Term Loan B                                              | CUSIP: BL4990943<br>LEI: 2549000GTXAQSR1SRO50 | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2032-03-25      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government International Bond                                 | Republic of Poland Government International Bond                                 | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     100000 | PA      | $103757.28    | 0.02%             | 2035-02-12      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Fortis 333 Inc                                                                   | Fortis 333, Inc., Term Loan B                                                    | CUSIP: BL4990356<br>LEI: 254900SLITS19RU1VB55 | Long             | LON              | CORP              | US        |     109725 | PA      | $109313.53    | 0.02%             | 2032-04-02      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings, Inc., Term Loan B1                                            | CUSIP: BL4995835<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      37585 | PA      | $37615.93     | 0.01%             | 2031-04-14      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Churchill Downs Inc                                                              | Churchill Downs Incorporated, Incremental Term Loan B1                           | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |      89843 | PA      | $89899.91     | 0.02%             | 2028-03-17      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                            | Long Ridge Energy LLC, Term Loan B                                               | CUSIP: BL4986818<br>LEI: 984500764EC9AZ2FC764 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2032-02-19      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| DTI Holdco Inc                                                                   | DTI Holdco, Inc., Term Loan B                                                    | CUSIP: BL4995017<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-04-26      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| CI Maroon Holdings LLC                                                           | Barentz International B.V., Term Loan B                                          | CUSIP: BL4995074<br>LEI: 213800GN25HEJ4PXGN52 | Long             | LON              | CORP              | US        |     101973 | PA      | $102215.41    | 0.02%             | 2031-03-28      | Variable      | 7.35%                 | No            | 2                  | On Loan: No      |
| Samsung Electronics Co Ltd                                                       | Samsung Electronics Co Ltd                                                       | CUSIP: Y74718100<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      48420 | NS      | $2902793.71   | 0.61%             |  |  |  | No            | 2                  | On Loan: No      |
| Rogers Communications Inc                                                        | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     177000 | PA      | $187648.87    | 0.04%             | 2055-04-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     278000 | PA      | $290539.47    | 0.06%             | 2055-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Primo Water Holdings Inc / Triton Water Holdings Inc                             | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $299752.17    | 0.06%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| WH Borrower LLC                                                                  | WH Borrower, LLC, Term Loan B                                                    | CUSIP: BL4993939<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |     105000 | PA      | $105245.70    | 0.02%             | 2032-02-20      | Variable      | 8.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     240000 | PA      | $249412.50    | 0.05%             | 2035-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       2917 | NS      | $644161.11    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| X Corp                                                                           | Twitter, Inc., Term Loan                                                         | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     395544 | PA      | $388566.68    | 0.08%             | 2029-10-29      | Variable      | 10.96%                | No            | 2                  | On Loan: No      |
| Cotiviti Inc                                                                     | Cotiviti Corporation, 2nd Amendment Term Loan                                    | CUSIP: BL5002300<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     124688 | PA      | $122661.33    | 0.03%             | 2032-03-29      | Variable      | 7.03%                 | No            | 2                  | On Loan: No      |
| X Corp                                                                           | X Corp                                                                           | CUSIP: BL5004546<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     248000 | PA      | $249119.72    | 0.05%             | 2029-10-29      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Apple Bidco LLC                                                                  | KKR Apple Bidco, LLC, Term Loan                                                  | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |     339882 | PA      | $340230.77    | 0.07%             | 2031-09-23      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $211936.80    | 0.04%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      70000 | PA      | $72558.60     | 0.02%             | 2055-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     192000 | PA      | $198787.01    | 0.04%             | 2055-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $255675.00    | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Oregon Tool Lux LP                                                               | Oregon Tool, Inc., First Lien Term Loan                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      48000 | PA      | $48960.00     | 0.01%             | 2029-10-15      | Variable      | 9.54%                 | No            | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                                     | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     695000 | PA      | $718850.87    | 0.15%             | 2043-07-25      | Variable      | 7.06%                 | Yes           | 2                  | On Loan: No      |
| SRAM LLC                                                                         | SRAM LLC                                                                         | CUSIP: 85232BAV8<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2032-02-27      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     275000 | PA      | $287536.70    | 0.06%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp                                                             | Targa Resources Corp                                                             | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     110000 | PA      | $112191.18    | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Arsenal AIC Parent LLC                                                           | Arsenal AIC Parent LLC, Term Loan B                                              | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      24504 | PA      | $24534.23     | 0.01%             | 2030-08-19      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| WEX Inc                                                                          | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     240000 | PA      | $245107.92    | 0.05%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Oregon Tool Lux LP                                                               | Oregon Tool, Inc., 2nd Lien Term Loan                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      93812 | PA      | $73196.84     | 0.02%             | 2029-10-15      | Variable      | 8.45%                 | No            | 2                  | On Loan: No      |
| Olin Corp                                                                        | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     350000 | PA      | $351805.30    | 0.07%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Madison Safety & Flow LLC                                                        | Madison Safety & Flow LLC, Term Loan B                                           | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |      57866 | PA      | $58004.97     | 0.01%             | 2031-09-26      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Win Waste Innovations Holdings Inc                                               | WIN Waste Innovations Holdings, Inc., Incremental Term Loan                      | CUSIP: 38723BAL5<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |      69825 | PA      | $70479.61     | 0.01%             | 2028-03-27      | Variable      | 8.03%                 | No            | 2                  | On Loan: No      |
| Walker & Dunlop Inc                                                              | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $168736.70    | 0.04%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Chord Energy Corp                                                                | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     400000 | PA      | $405275.48    | 0.09%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| TK Elevator US Newco Inc                                                         | TK Elevator Midco GmbH, Term Loan B                                              | CUSIP: BL5017431<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     565560 | PA      | $567604.69    | 0.12%             | 2030-04-30      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     195000 | PA      | $197524.51    | 0.04%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126528.63    | 0.03%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40577.05     | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           | 2                  | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     110000 | PA      | $112435.02    | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics Inc                                                             | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     110000 | PA      | $112138.18    | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Kaseya Inc                                                                       | Kaseya Inc., First Lien Term Loan B                                              | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      83580 | PA      | $83798.56     | 0.02%             | 2032-03-22      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                        | American Airlines, Inc., Term Loan                                               | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     105286 | PA      | $105249.83    | 0.02%             | 2028-04-20      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |      12675 | NS      | $326634.75    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156572.25    | 0.03%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     207000 | PA      | $219930.46    | 0.05%             | 2055-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp                                                                    | M&T Bank Corp                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       3150 | NS      | $622503.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Altice France SA                                                                 | Altice France S.A., Term Loan B14                                                | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |     208870 | PA      | $202604.12    | 0.04%             | 2028-08-31      | Variable      | 9.82%                 | No            | 2                  | On Loan: No      |
| Enstar Group Ltd                                                                 | Enstar Group Ltd                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     184000 | PA      | $191896.18    | 0.04%             | 2045-04-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305352.67    | 0.06%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     120000 | PA      | $125842.68    | 0.03%             | 2033-03-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Avalara Inc                                                                      | Avalara, Inc, Term Loan B                                                        | CUSIP: BL5035532<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |     149625 | PA      | $149853.18    | 0.03%             | 2032-03-29      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| T-Mobile US Inc                                                                  | T-Mobile US Inc                                                                  | CUSIP: 87264ADS1<br>LEI: 549300QHIJYOHPACPG31 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77186.82     | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| T-Mobile US Inc                                                                  | T-Mobile US Inc                                                                  | CUSIP: 87264ADT9<br>LEI: 549300QHIJYOHPACPG31 | Long             | DBT              | CORP              | US        |      80000 | PA      | $81934.58     | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     450000 | PA      | $464237.55    | 0.10%             | 2056-01-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| 1261229 BC Ltd                                                                   | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     200000 | PA      | $205010.41    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Petronas Capital Ltd                                                             | Petronas Capital Ltd                                                             | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     240000 | PA      | $250329.77    | 0.05%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| NVR Inc                                                                          | NVR Inc                                                                          | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         78 | NS      | $626703.48    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     105000 | PA      | $106201.76    | 0.02%             | 2030-03-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | Clydesdale Acquisition Holdings Inc, Term Loan B                                 | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     116663 | PA      | $116615.11    | 0.02%             | 2032-03-29      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | Clydesdale Acquisition Holdings Inc, Delayed Draw Term Loan                      | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       2045 | PA      | $2043.83      | 0.00%             | 2032-03-29      | Variable      | 5.33%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     105000 | PA      | $106394.53    | 0.02%             | 2032-03-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| OPAL US LLC                                                                      | Opal Bidco SAS, Term Loan B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     220000 | PA      | $220852.50    | 0.05%             | 2032-04-23      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      21866 | NS      | $2357373.46   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62880.00     | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| VeriFone Systems Inc                                                             | Verifone Systems, Inc., Term Loan                                                | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |     208243 | PA      | $202023.75    | 0.04%             | 2028-08-21      | Variable      | 9.82%                 | No            | 2                  | On Loan: No      |
| Reliance Inc                                                                     | Reliance Inc                                                                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       1050 | NS      | $294871.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Simon Property Group Inc                                                         | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       1930 | NS      | $362203.10    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Savor Acquisition Inc                                                            | Sauer Brands Inc, Delayed Draw Term Loan                                         | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |       8621 | PA      | $8681.98      | 0.00%             | 2032-02-19      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                     | Synopsys Inc                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       1000 | NS      | $493390.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      15198 | NS      | $1285750.80   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     370000 | PA      | $390372.25    | 0.08%             | 2036-04-17      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     415000 | PA      | $437420.27    | 0.09%             | 2036-04-22      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     435000 | PA      | $449407.17    | 0.09%             | 2031-04-22      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       8599 | NS      | $6314933.62   | 1.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     125000 | PA      | $128912.62    | 0.03%             | 2031-04-23      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                                                  | Naked Juice LLC, FLFO Term Loan                                                  | CUSIP: BL5071180<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |      99000 | PA      | $99948.92     | 0.02%             | 2029-01-24      | Variable      | 9.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     634231 | PA      | $643944.60    | 0.14%             | 2030-04-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Alliant Energy Corp                                                              | Alliant Energy Corp                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      10154 | NS      | $684481.14    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Queen MergerCo Inc                                                               | Queen MergerCo Inc                                                               | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $279556.97    | 0.06%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| QXO Inc                                                                          | QXO Inc, Term Loan B                                                             | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      68000 | PA      | $68646.68     | 0.01%             | 2032-04-30      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     160000 | PA      | $161012.50    | 0.03%             | 2030-04-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1163000 | PA      | $1210088.71   | 0.25%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                                         | Clearwater Analytics, LLC, Term Loan B                                           | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |     113000 | PA      | $113423.75    | 0.02%             | 2032-04-21      | Variable      | 6.46%                 | No            | 2                  | On Loan: No      |
| Northern States Power Co/MN                                                      | Northern States Power Co/MN                                                      | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     155000 | PA      | $158086.16    | 0.03%             | 2035-05-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     180000 | PA      | $182554.37    | 0.04%             | 2030-05-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Baiterek National Managing Holding JSC                                           | Baiterek National Managing Holding JSC                                           | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | CORP              | KZ        |     200000 | PA      | $203837.85    | 0.04%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $208700.00    | 0.04%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           | 2                  | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $207142.00    | 0.04%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                     | Orbia Advance Corp SAB de CV                                                     | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $208000.29    | 0.04%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           | 2                  | On Loan: No      |
| Windfall Mining Group Inc / Groupe Minier Windfall Inc                           | Windfall Mining Group Inc / Groupe Minier Windfall Inc                           | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $208033.86    | 0.04%             | 2032-05-13      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     285000 | PA      | $287627.34    | 0.06%             | 2035-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Caixa Economica Federal                                                          | Caixa Economica Federal                                                          | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |     200000 | PA      | $202730.00    | 0.04%             | 2030-05-13      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Shift4 Payments LLC                                                              | Shift4 Payments, LLC, Term Loan                                                  | CUSIP: N/A<br>LEI: 254900GTEMR7L40VPI74       | Long             | LON              | CORP              | US        |      40000 | PA      | $40350.00     | 0.01%             | 2032-07-06      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Fair Isaac Corp                                                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     165000 | PA      | $167053.12    | 0.04%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     375000 | PA      | $376171.88    | 0.08%             | 2055-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Carnival Corp                                                                    | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     360000 | PA      | $368907.48    | 0.08%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Invenergy Thermal Operating I LLC                                                | Invenergy Thermal Operating I LLC, Term Loan B                                   | CUSIP: 46123UAP3<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |      65567 | PA      | $66195.44     | 0.01%             | 2032-05-06      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| Invenergy Thermal Operating I LLC                                                | Invenergy Thermal Operating I LLC, Term Loan C                                   | CUSIP: 46123UAQ1<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |       4688 | PA      | $4732.41      | 0.00%             | 2032-05-06      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Interstate Power and Light Co                                                    | Interstate Power and Light Co                                                    | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     165000 | PA      | $171424.57    | 0.04%             | 2035-06-29      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     300000 | PA      | $303372.88    | 0.06%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Albion Financing 1 SARL / Aggreko Holdings Inc                                   | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     300000 | PA      | $310290.00    | 0.07%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Block Inc                                                                        | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     250000 | PA      | $258751.50    | 0.05%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      36143 | NS      | $1417528.46   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Herschend Entertainment Co LLC                                                   | Herschend Entertainment Company, LLC, Term Loan B                                | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |      64838 | PA      | $65161.69     | 0.01%             | 2032-05-27      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Wayne-Sanderson Farms LLC                                                        | Sycamore Buyer LLC, Term Loan B                                                  | CUSIP: 87114UAB9<br>LEI: 549300QY6JWOUB8MFP78 | Long             | LON              | CORP              | US        |      98566 | PA      | $99264.00     | 0.02%             | 2032-05-21      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                       | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130208.52    | 0.03%             | N/A             | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Orion US Finco Inc                                                               | Orion US Finco Inc                                                               | CUSIP: BL5077443<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      56000 | PA      | $56350.00     | 0.01%             | 2032-05-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| DaVita Inc                                                                       | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     270000 | PA      | $278423.46    | 0.06%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                      | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403539.10    | 0.08%             | 2027-05-29      | Fixed         | 4.58%                 | No            | 2                  | On Loan: No      |
| Flagstar Mortgage Trust 2021-10INV                                               | Flagstar Mortgage Trust 2021-10INV                                               | CUSIP: 33851RBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      91932 | PA      | $75927.24     | 0.02%             | 2051-10-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Alera Group Intermediate Holdings Inc                                            | Alera Group, Inc., Term Loan                                                     | CUSIP: BL5098530<br>LEI: 549300BPCKH0Q3R2H875 | Long             | LON              | CORP              | US        |     210000 | PA      | $211019.55    | 0.04%             | 2032-05-28      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     545000 | PA      | $565948.44    | 0.12%             | 2045-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| American Auto Auction Group LLC                                                  | American Auto Auction Group, LLC, Term Loan                                      | CUSIP: 02403MAR1<br>LEI: 5493002VI1KML1L8HW19 | Long             | LON              | CORP              | US        |      32835 | PA      | $33166.31     | 0.01%             | 2032-05-28      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| El Salvador Government International Bond                                        | El Salvador Government International Bond                                        | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     150000 | PA      | $162000.00    | 0.03%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           | 2                  | On Loan: No      |
| FLUTTER FINANCING BV                                                             | Flutter Financing B.V., Term Loan B                                              | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |      64838 | PA      | $64869.27     | 0.01%             | 2032-06-04      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                   | United States Treasury Note/Bond - When Issued                                   | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     975000 | PA      | $986425.78    | 0.21%             | 2030-05-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Omnis Funding Trust                                                              | Omnis Funding Trust                                                              | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     459000 | PA      | $495099.40    | 0.10%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           | 2                  | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                        | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $254740.90    | 0.05%             | 2042-06-10      | Variable      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     925000 | PA      | $936707.03    | 0.20%             | 2032-05-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| New Flyer Holdings Inc                                                           | New Flyer Holdings Inc                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $288999.46    | 0.06%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| IQVIA Inc                                                                        | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     180000 | PA      | $185065.38    | 0.04%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Compass Minerals International Inc                                               | Compass Minerals International Inc                                               | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     200000 | PA      | $209035.40    | 0.04%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $100160.90    | 0.02%             | 2035-06-15      | Variable      | 5.90%                 | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                             | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     242000 | PA      | $249622.40    | 0.05%             | 2085-08-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     298000 | PA      | $311559.00    | 0.07%             | N/A             | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| Rocket Cos Inc                                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $179606.00    | 0.04%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $411873.60    | 0.09%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-NSLB                   | JP Morgan Chase Commercial Mortgage Securities Trust 2025-NSLB                   | CUSIP: 46659JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $261837.00    | 0.06%             | 2042-06-05      | Fixed         | 6.23%                 | Yes           | 2                  | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC, Term Loan B13                                                       | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     184844 | PA      | $183901.38    | 0.04%             | 2030-09-19      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| Trinidad Generation UnLtd                                                        | Trinidad Generation UnLtd                                                        | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     200000 | PA      | $210168.00    | 0.04%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| SupplyOne Inc                                                                    | SupplyOne, Inc, Term Loan B                                                      | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      54178 | PA      | $54490.89     | 0.01%             | 2031-04-21      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     740000 | PA      | $744856.25    | 0.16%             | 2028-06-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Colossus Acquireco LLC                                                           | Colossus Acquireco LLC, Term Loan B                                              | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |      40000 | PA      | $39800.00     | 0.01%             | 2032-07-30      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| Trucordia Insurance Holdings LLC                                                 | Trucordia Insurance Holdings LLC, Term Loan B                                    | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |     170000 | PA      | $170637.50    | 0.04%             | 2032-06-17      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Ingram Micro Inc                                                                 | Ingram Micro Inc., Term Loan                                                     | CUSIP: 45258FAE0<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |      74925 | PA      | $75299.13     | 0.02%             | 2031-09-22      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Cinemark USA Inc                                                                 | Cinemark USA, Inc., Term Loan B                                                  | CUSIP: BL5125440<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     121878 | PA      | $122119.37    | 0.03%             | 2030-05-24      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                                | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     105000 | PA      | $107493.30    | 0.02%             | 2035-08-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305754.00    | 0.06%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                            | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $205743.44    | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| ServiceNow Inc                                                                   | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       2295 | NS      | $2112042.60   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     315000 | PA      | $327198.69    | 0.07%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Somnigroup International Inc                                                     | Somnigroup International Inc, Term Loan B                                        | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |     108478 | PA      | $109268.93    | 0.02%             | 2031-10-24      | Variable      | 6.37%                 | No            | 2                  | On Loan: No      |
| Aena SME SA                                                                      | Aena SME SA                                                                      | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |      28522 | NS      | $779771.80    | 0.16%             |  |  |  | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $208749.40    | 0.04%             | N/A             | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| Barbados Government International Bond                                           | Barbados Government International Bond                                           | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     150000 | PA      | $155973.00    | 0.03%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     152000 | PA      | $160271.38    | 0.03%             | 2055-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings Inc                                                              | Nomura Holdings Inc                                                              | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $207019.20    | 0.04%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Chile Government International Bond                                              | Chile Government International Bond                                              | CUSIP: YN6832904<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      50000 | PA      | $58689.83     | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Azorra Finance Ltd                                                               | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     150000 | PA      | $156193.65    | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                     | Aspire Bakeries Holdings LLC, Term Loan B                                        | CUSIP: N/A<br>LEI: 549300MWN7R72KAKOD18       | Long             | LON              | CORP              | US        |      44662 | PA      | $44982.83     | 0.01%             | 2030-12-23      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1505000 | PA      | $1507704.30   | 0.32%             | 2027-06-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Delek Logistics Partners LP / Delek Logistics Finance Corp                       | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $96605.13     | 0.02%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     280000 | PA      | $281443.75    | 0.06%             | 2032-06-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Banco Davivienda SA                                                              | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $207308.44    | 0.04%             | 2035-07-02      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC, Term Loan B                                         | CUSIP: BL5133873<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     105000 | PA      | $105634.73    | 0.02%             | 2032-09-13      | Variable      | 7.31%                 | No            | 2                  | On Loan: No      |
| Radiology Partners Inc                                                           | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     375000 | PA      | $388063.59    | 0.08%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Radiology Partners Inc                                                           | Radiology Partners Inc, Term Loan                                                | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |     110000 | PA      | $109942.80    | 0.02%             | 2032-06-30      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| Crown Finance US Inc                                                             | Crown Finance US, Inc., Term Loan B                                              | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     613373 | PA      | $612875.89    | 0.13%             | 2031-12-02      | Variable      | 8.78%                 | No            | 2                  | On Loan: No      |
| Palo Alto Networks Inc                                                           | Palo Alto Networks Inc                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       3450 | NS      | $702489.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortress Intermediate 3 Inc                                                      | Fortress Intermediate 3, Inc, Term Loan B                                        | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |      98258 | PA      | $98871.61     | 0.02%             | 2031-06-27      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| Warnermedia Holdings Inc                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     225000 | PA      | $179622.00    | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      65000 | PA      | $68422.73     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Warnermedia Holdings Inc                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     150000 | PA      | $111750.00    | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| EJF SIDECAR FUND, SERIES LLC                                                     | EJF SIDECAR FUND, SERIES LLC                                                     | CUSIP: N/A<br>LEI: 549300QKU7NPW6O86862       | Long             | EC               | CORP              | US        |        312 | NS      | $3.12         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Warnermedia Holdings Inc                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     150000 | PA      | $137437.50    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| BCPE Pequod Buyer Inc                                                            | BCPE Pequod Buyer Inc, Term Loan B                                               | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |     109725 | PA      | $110048.14    | 0.02%             | 2031-11-25      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Centuri Group Inc                                                                | Centuri Group, Inc, Term Loan B                                                  | CUSIP: 15643XAD0<br>LEI: 254900H4HY0IHK5J9N53 | Long             | LON              | CORP              | US        |      70000 | PA      | $70297.50     | 0.01%             | 2032-07-09      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Sinclair Television Group Inc                                                    | Sinclair Television Group Inc., Term Loan B6                                     | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |      51870 | PA      | $47136.82     | 0.01%             | 2029-12-31      | Variable      | 7.87%                 | No            | 2                  | On Loan: No      |
| EW Scripps Co/The                                                                | E.W. Scripps Company (The), Term Loan B2                                         | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      14953 | PA      | $15143.48     | 0.00%             | 2028-06-30      | Variable      | 10.01%                | No            | 2                  | On Loan: No      |
| EW Scripps Co/The                                                                | E.W. Scripps Company (The), Term Loan B3                                         | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      25935 | PA      | $24910.41     | 0.01%             | 2029-11-30      | Variable      | 7.61%                 | No            | 2                  | On Loan: No      |
| CP Atlas Buyer Inc                                                               | CP Atlas Buyer, Inc., Term Loan                                                  | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |     121000 | PA      | $118882.50    | 0.03%             | 2030-07-08      | Variable      | 9.41%                 | No            | 2                  | On Loan: No      |
| EPIC Crude Services LP                                                           | Epic Crude Services, LP, Term Loan B                                             | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |     116354 | PA      | $116632.84    | 0.02%             | 2031-10-15      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                                        | DG Investment Intermediate Holdings 2, Inc., Term Loan                           | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      42000 | PA      | $42192.57     | 0.01%             | 2032-07-12      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $205379.00    | 0.04%             | 2085-10-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103060.11    | 0.02%             | 2035-07-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Carnival Corp                                                                    | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     155000 | PA      | $157740.09    | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Farm Credit Bank of Texas                                                        | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |     136000 | PA      | $142566.35    | 0.03%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203520.00    | 0.04%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| NTT DC REIT                                                                      | NTT DC REIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     147079 | NS      | $147079.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BroadStreet Partners Inc                                                         | Broadstreet Partners, Inc., Term Loan B4                                         | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     669897 | PA      | $671276.66    | 0.14%             | 2031-06-16      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Rocket Software Inc                                                              | Rocket Software, Inc., Term Loan B                                               | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     161720 | PA      | $162258.89    | 0.03%             | 2028-11-28      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                            | CUSIP: YM2197288<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     225000 | PA      | $267569.82    | 0.06%             | 2031-08-17      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Aragorn Parent Corp                                                              | Aragorn Parent Corporation, Repriced Term Loan B                                 | CUSIP: 37610GAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      69136 | PA      | $69617.28     | 0.01%             | 2028-12-15      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Guatemala Government Bond                                                        | Guatemala Government Bond                                                        | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $206436.00    | 0.04%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Univision Communications Inc                                                     | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      40000 | PA      | $42626.68     | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| Montego Bay Airport Revenue Finance Ltd                                          | Montego Bay Airport Revenue Finance Ltd                                          | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |     225000 | PA      | $230062.50    | 0.05%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| AECOM                                                                            | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     220000 | PA      | $224925.80    | 0.05%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     169000 | PA      | $174164.13    | 0.04%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield U.S. Borrower, LLC, Term Loan B3                             | CUSIP: 23340DAW2<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      45366 | PA      | $45535.87     | 0.01%             | 2030-01-31      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Froneri US Inc                                                                   | Froneri US Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     129000 | PA      | $128881.97    | 0.03%             | 2032-07-16      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     850000 | PA      | $862693.28    | 0.18%             | 2031-07-18      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| Standard Building Solutions Inc                                                  | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     120000 | PA      | $121606.22    | 0.03%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Osaic Holdings Inc                                                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     140000 | PA      | $144597.04    | 0.03%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                                  | Comision Ejecutiva Hidroelectrica del Rio Lempa                                  | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     200000 | PA      | $209080.00    | 0.04%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           | 2                  | On Loan: No      |
| PointClickCare Technologies Inc                                                  | PointClickCare Technologies, Inc., Term Loan B                                   | CUSIP: N/A<br>LEI: 5493001Z0LHHBZLVDX36       | Long             | LON              | CORP              | CA        |     114425 | PA      | $114689.32    | 0.02%             | 2031-11-03      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Connect Holding II LLC                                                           | Connect Holding II LLC                                                           | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |      64000 | PA      | $58800.00     | 0.01%             | 2031-04-03      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Belron Finance 2019 LLC                                                          | Belron Finance LLC, Repriced Term Loan B                                         | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     118802 | PA      | $119545.36    | 0.03%             | 2031-10-16      | Variable      | 6.74%                 | No            | 2                  | On Loan: No      |
| EG America LLC                                                                   | EG America LLC, Repriced Term Loan                                               | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |     151017 | PA      | $152081.22    | 0.03%             | 2028-02-07      | Variable      | 7.70%                 | No            | 2                  | On Loan: No      |
| MI Windows And Doors LLC                                                         | MI Windows and Doors, LLC, Term Loan B2                                          | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |      51233 | PA      | $51485.70     | 0.01%             | 2031-03-28      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Boots Group Finco LP                                                             | Boots Group Bidco Ltd, Term Loan                                                 | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |      25000 | PA      | $25098.88     | 0.01%             | 2032-08-30      | Variable      | 7.70%                 | No            | 2                  | On Loan: No      |
| Alterra Mountain Co                                                              | Alterra Mountain Company, Term Loan B8                                           | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     408128 | PA      | $409405.56    | 0.09%             | 2030-05-31      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Azalea Topco Inc                                                                 | Press Ganey Holdings, Inc., Repriced Term Loan B                                 | CUSIP: 05477JAE1<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |     247813 | PA      | $247426.69    | 0.05%             | 2031-04-30      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     274000 | PA      | $278859.12    | 0.06%             | 2085-11-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     294000 | PA      | $297756.31    | 0.06%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5610000 | PA      | $294228.24    | 0.06%             | 2038-11-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Marcel Bidco LLC                                                                 | Marcel LUX IV SARL, Repriced Term Loan                                           | CUSIP: L6257FAP5<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |      39701 | PA      | $39800.00     | 0.01%             | 2030-11-13      | Variable      | 7.37%                 | No            | 2                  | On Loan: No      |
| Gray Media Inc                                                                   | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     260000 | PA      | $257647.70    | 0.05%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Fertitta Entertainment LLC/NV                                                    | Fertitta Entertainment, LLC, Term Loan B                                         | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     173870 | PA      | $173816.29    | 0.04%             | 2029-01-29      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Chariot Buyer LLC                                                                | Chamberlain Group Inc, Term Loan B                                               | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     336521 | PA      | $337258.30    | 0.07%             | 2032-09-08      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Priority Holdings LLC                                                            | Priority Holdings, LLC, Term Loan B                                              | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      63000 | PA      | $63275.63     | 0.01%             | 2032-07-30      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| Arcor SAIC                                                                       | Arcor SAIC                                                                       | CUSIP: 03965PAE1<br>LEI: 529900B2ROYOJG45VO88 | Long             | DBT              | CORP              | AR        |     140000 | PA      | $138250.00    | 0.03%             | 2033-07-31      | Fixed         | 7.60%                 | Yes           | 2                  | On Loan: No      |
| Alterra Mountain Co                                                              | Alterra Mountain Company, Term Loan B9                                           | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     191717 | PA      | $192276.05    | 0.04%             | 2028-08-17      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Team Health Holdings Inc                                                         | Team Health Holdings Inc                                                         | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     195000 | PA      | $199192.50    | 0.04%             | 2028-06-30      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Team Health Holdings Inc                                                         | Team Health Holdings, Inc., Term Loan B                                          | CUSIP: BL5173861<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |     498750 | PA      | $498438.28    | 0.10%             | 2028-06-30      | Variable      | 8.80%                 | No            | 2                  | On Loan: No      |
| USALCO LLC                                                                       | USALCO, LLC, Delayed Draw Term Loan                                              | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      16346 | PA      | $16343.62     | 0.00%             | 2031-09-30      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| USALCO LLC                                                                       | USALCO, LLC, Term Loan                                                           | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     157466 | PA      | $157441.53    | 0.03%             | 2031-09-30      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Signia Aerospace LLC                                                             | Air Comm Corporation, LLC, Term Loan                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      58670 | PA      | $58853.21     | 0.01%             | 2031-12-11      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Signia Aerospace LLC                                                             | Air Comm Corporation, LLC, Delayed Draw Term Loan                                | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       3686 | PA      | $3697.42      | 0.00%             | 2031-12-11      | Variable      | 3.87%                 | No            | 2                  | On Loan: No      |
| Ellucian Holdings Inc                                                            | Ellucian Holdings, Inc., First Lien Term Loan B                                  | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     127079 | PA      | $127226.57    | 0.03%             | 2029-10-09      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Resonetics LLC                                                                   | Resonetics, LLC, Repriced Term Loan B                                            | CUSIP: 76118EAL2<br>LEI: 5493007F3QX6Z23QGO95 | Long             | LON              | CORP              | US        |      69301 | PA      | $69317.25     | 0.01%             | 2031-06-18      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| First Advantage Holdings LLC                                                     | First Advantage Holdings, LLC, Repriced Term Loan B                              | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |      73262 | PA      | $71682.08     | 0.02%             | 2031-10-31      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corp                                                    | Olympus Water US Holding Corp                                                    | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |      25000 | PA      | $24857.25     | 0.01%             | 2032-07-26      | Variable      | 7.59%                 | No            | 2                  | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                       | Amneal Pharmaceuticals LLC, Term Loan B                                          | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     125000 | PA      | $125103.75    | 0.03%             | 2032-08-02      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Telesat LLC                                                                      | Telesat Canada, Term Loan B5                                                     | CUSIP: 87951YAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     155000 | PA      | $124000.00    | 0.03%             | 2026-12-07      | Variable      | 7.21%                 | No            | 2                  | On Loan: No      |
| Onex TSG Intermediate Corp                                                       | Onex TSG Intermediate Corp., Term Loan B                                         | CUSIP: N/A<br>LEI: 5493006IJC5WXT1WJK88       | Long             | LON              | CORP              | US        |      71000 | PA      | $71469.31     | 0.02%             | 2032-08-06      | Variable      | 7.98%                 | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services Inc                                          | Sedgwick Claims Management Services, Inc., Term Loan B                           | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     360488 | PA      | $360432.41    | 0.08%             | 2031-07-31      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Muvico LLC                                                                       | Muvico LLC                                                                       | CUSIP: 62844JAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $108446.00    | 0.02%             | 2029-02-19      | Fixed         | 15.00%                | Yes           | 2                  | On Loan: No      |
| UKG Inc                                                                          | UKG Inc., Term Loan B                                                            | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     580567 | PA      | $580645.59    | 0.12%             | 2031-02-10      | Variable      | 6.81%                 | No            | 2                  | On Loan: No      |
| Transmontaigne Operating Co LP                                                   | TransMontaigne Operating Company L.P., Term Loan B                               | CUSIP: 89376WAH1<br>LEI: 549300V4T155OZCUJ734 | Long             | LON              | CORP              | US        |     102098 | PA      | $102325.17    | 0.02%             | 2028-11-17      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| VS Buyer LLC                                                                     | VS Buyer, LLC, Term Loan B                                                       | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |     208427 | PA      | $208557.11    | 0.04%             | 2031-04-14      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower, LP, Term Loan B                                                | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     874068 | PA      | $874937.62    | 0.18%             | 2028-10-23      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153675.00    | 0.03%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     370000 | PA      | $372225.78    | 0.08%             | 2030-07-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     115000 | PA      | $116458.78    | 0.02%             | 2030-05-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Digicel International Finance Ltd / Difl US LLC                                  | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     150000 | PA      | $154227.48    | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Bleriot US Bidco Inc                                                             | Bleriot US Bidco Inc., Term Loan B                                               | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |      43560 | PA      | $43629.91     | 0.01%             | 2030-10-17      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| National Grid PLC                                                                | National Grid PLC                                                                | CUSIP: G6S9A7120<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      58446 | NS      | $839790.69    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Digicel International Finance Ltd                                                | Digicel International Finance Limited, Term Loan B                               | CUSIP: N/A<br>LEI: 5493007V023VOEW4FK27       | Long             | LON              | CORP              | BM        |     178000 | PA      | $178259.88    | 0.04%             | 2032-08-09      | Variable      | 11.50%                | No            | 2                  | On Loan: No      |
| Entain Holdings Gibraltar Ltd                                                    | GVC Holdings (Gibraltar) Limited, Term Loan B6 (2029)                            | CUSIP: N/A<br>LEI: 213800ATWJIEYQ8NF838       | Long             | LON              | CORP              | GI        |     131980 | PA      | $132112.47    | 0.03%             | 2029-10-31      | Variable      | 6.37%                 | No            | 2                  | On Loan: No      |
| Cubic Corp                                                                       | Atlas CC Acquisition Corp, Second Out Term Loan B                                | CUSIP: 04921TAR5<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-05-01      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| Cubic Corp                                                                       | Cubic Corp                                                                       | CUSIP: 04921TAH7<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-05-01      | Variable      | 5.32%                 | No            | 2                  | On Loan: No      |
| Mondelez International Inc                                                       | Mondelez International Inc                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      13403 | NS      | $837285.41    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Century DE Buyer LLC                                                             | Century De Buyer LLC, Term Loan B                                                | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |     123753 | PA      | $124004.34    | 0.03%             | 2030-10-30      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate, LLC, Term Loan B                                  | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     666039 | PA      | $664923.70    | 0.14%             | 2031-09-19      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Disco Parent Inc                                                                 | Disco Parent, Inc., Term Loan B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20000 | PA      | $20100.00     | 0.00%             | 2032-08-06      | Variable      | 7.48%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     226354 | PA      | $228187.11    | 0.05%             | 2035-07-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Fiesta Purchaser Inc                                                             | Fiesta Purchaser, Inc., Repriced Term Loan                                       | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     122512 | PA      | $122416.15    | 0.03%             | 2031-02-12      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Brown Group Holding LLC                                                          | Brown Group Holding, LLC, Term Loan B                                            | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     185514 | PA      | $185837.94    | 0.04%             | 2031-07-01      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Millrose Properties Inc                                                          | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $177973.25    | 0.04%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Filtration Group Corp                                                            | Filtration Group Corporation, Term Loan                                          | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     114736 | PA      | $115393.52    | 0.02%             | 2028-10-23      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     150000 | PA      | $154526.55    | 0.03%             | 2033-04-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Howard Midstream Energy Partners LLC                                             | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $91761.78     | 0.02%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Zayo Group Holdings Inc                                                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |      21225 | PA      | $21295.08     | 0.00%             | 2027-03-09      | Variable      | 8.34%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC, Term Loan B                                         | CUSIP: BL5184058<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     250000 | PA      | $251222.50    | 0.05%             | 2032-08-20      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     280000 | PA      | $282275.00    | 0.06%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TRICORBRAUN HOLDINGS INC                                                         | TricorBraun Holdings, Inc., Term Loan                                            | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |     139993 | PA      | $139488.67    | 0.03%             | 2031-03-03      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group Inc                                                         | Cloud Software Group, Inc., Term Loan B (2031)                                   | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      39900 | PA      | $40095.66     | 0.01%             | 2031-03-24      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| South Bow Corp                                                                   | South Bow Corp                                                                   | CUSIP: 836720AJ1<br>LEI: 2549000XS5TAFA3YF943 | Long             | DBT              | CORP              | CA        |     144000 | PA      | $152908.27    | 0.03%             | 2055-03-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Resideo Funding Inc                                                              | Resideo Funding Inc., Incremental Term Loan                                      | CUSIP: BL5183795<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |     105000 | PA      | $105164.33    | 0.02%             | 2032-08-13      | Variable      | 6.04%                 | No            | 2                  | On Loan: No      |
| PetSmart LLC                                                                     | PetSmart, Inc., Term Loan B                                                      | CUSIP: BL5189784<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $98625.50     | 0.02%             | 2032-08-18      | Variable      | 8.14%                 | No            | 2                  | On Loan: No      |
| First Student Bidco Inc                                                          | First Student Bidco Inc, Term Loan C                                             | CUSIP: BL5189594<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      17989 | PA      | $18030.45     | 0.00%             | 2030-08-15      | Variable      | 6.71%                 | No            | 2                  | On Loan: No      |
| First Student Bidco Inc                                                          | First Student Bidco Inc, Term Loan B                                             | CUSIP: BL5189701<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      98315 | PA      | $98511.50     | 0.02%             | 2030-08-15      | Variable      | 6.71%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76320.17     | 0.02%             | 2035-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     273000 | PA      | $272507.92    | 0.06%             | 2056-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Qnity Electronics Inc                                                            | Qnity Electronics Inc                                                            | CUSIP: BL5193216<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |     163000 | PA      | $163203.75    | 0.03%             | 2032-08-12      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Surgery Center Holdings Inc                                                      | Surgery Center Holdings, Inc., Term Loan B                                       | CUSIP: BL5192622<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     654768 | PA      | $655995.72    | 0.14%             | 2030-12-19      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Merck KGaA                                                                       | Merck KGaA                                                                       | CUSIP: 26867LAN0<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $100035.18    | 0.02%             | 2028-08-15      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Qnity Electronics Inc                                                            | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     170000 | PA      | $171296.55    | 0.04%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Qnity Electronics Inc                                                            | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56165.23     | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan M                                                     | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     175000 | PA      | $175008.75    | 0.04%             | 2032-08-13      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Icon Parent Inc                                                                  | Instructure Holdings, Inc., Repriced Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     341145 | PA      | $341051.19    | 0.07%             | 2031-11-13      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| American National Group Inc                                                      | American National Group Inc                                                      | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     214000 | PA      | $220543.69    | 0.05%             | 2055-12-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Javelin Buyer Inc                                                                | Javelin Buyer, Inc., Term Loan                                                   | CUSIP: 47189BAF6<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |     116708 | PA      | $116707.50    | 0.02%             | 2031-12-08      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                   | United States Treasury Note/Bond - When Issued                                   | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     295000 | PA      | $301591.41    | 0.06%             | 2045-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Wynnton Funding Trust II                                                         | Wynnton Funding Trust II                                                         | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     185000 | PA      | $189893.69    | 0.04%             | 2055-08-15      | Fixed         | 5.99%                 | Yes           | 2                  | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV4                              | Bayview MSR Opportunity Master Fund Trust 2021-INV4                              | CUSIP: 07336GAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      72529 | PA      | $59825.44     | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Sempra                                                                           | Sempra                                                                           | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     121000 | PA      | $124175.96    | 0.03%             | 2056-04-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98878.00     | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     565000 | PA      | $582557.73    | 0.12%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                               | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     403000 | PA      | $411542.39    | 0.09%             | N/A             | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50908.79     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77006.72     | 0.02%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                  | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     400000 | PA      | $405797.60    | 0.09%             | N/A             | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Brazilian Government International Bond                                          | Brazilian Government International Bond                                          | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     200000 | PA      | $202270.00    | 0.04%             | 2056-01-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Cubic Corp                                                                       | Cubic Corp                                                                       | CUSIP: 04921TAJ3<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-05-01      | Variable      | 8.57%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      85000 | PA      | $85862.57     | 0.02%             | 2036-09-11      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100054.06    | 0.02%             | 2031-09-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Rede D'or Finance Sarl                                                           | Rede D'or Finance Sarl                                                           | CUSIP: 75735GAC2<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $205500.00    | 0.04%             | 2035-09-09      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     225000 | PA      | $228534.75    | 0.05%             | N/A             | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Webster Financial Corp                                                           | Webster Financial Corp                                                           | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65007.61     | 0.01%             | 2035-09-11      | Fixed         | 5.78%                 | No            | 2                  | On Loan: No      |
| Marriott Ownership Resorts Inc                                                   | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     240000 | PA      | $238901.85    | 0.05%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148893.45    | 0.03%             | 2031-03-31      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148701.28    | 0.03%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| McGraw-Hill Education Inc                                                        | McGraw-Hill Global Education Holdings, LLC, First Lien Term Loan B               | CUSIP: 58063DAG8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |      92291 | PA      | $92428.08     | 0.02%             | 2031-08-06      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      60000 | PA      | $59997.75     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      95000 | PA      | $95491.70     | 0.02%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $224002.30    | 0.05%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Millrose Properties Inc                                                          | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $120313.63    | 0.03%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| KP Germany Erste GmbH                                                            | KP Germany Erste GmbH                                                            | CUSIP: L5841WAC2<br>LEI: 529900XJNR9VFZXAOS85 | Long             | LON              | CORP              | US        |      44700 | PA      | $39854.85     | 0.01%             | 2025-10-27      | Fixed         | 14.16%                | No            | 3                  | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     268000 | PA      | $267294.09    | 0.06%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Bidvest Group UK PLC/The                                                         | Bidvest Group UK PLC/The                                                         | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201284.00    | 0.04%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| UFC Holdings LLC                                                                 | TKO Worldwide Holdings, LLC, Term Loan                                           | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     159350 | PA      | $159770.30    | 0.03%             | 2031-11-21      | Variable      | 6.04%                 | No            | 2                  | On Loan: No      |
| Pacific Dental Services LLC                                                      | Pacific Dental Services, LLC, Term Loan B                                        | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |     171825 | PA      | $171896.31    | 0.04%             | 2032-09-17      | Variable      | 6.64%                 | No            | 2                  | On Loan: No      |
| Colombia Government International Bond                                           | Colombia Government International Bond                                           | CUSIP: YK0049733<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     100000 | PA      | $115938.62    | 0.02%             | 2032-09-19      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Global Medical Response Inc                                                      | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      85000 | PA      | $87491.35     | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Light & Wonder International Inc                                                 | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150255.00    | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| PINNACLE BUYER LLC                                                               | PINNACLE BUYER LLC                                                               | CUSIP: BL5228111<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      54516 | PA      | $54652.42     | 0.01%             | 2032-09-13      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| PINNACLE BUYER LLC                                                               | PINNACLE BUYER LLC                                                               | CUSIP: BL5228103<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10484 | PA      | $10510.08     | 0.00%             | 2032-09-13      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| NCR Atleos Corp                                                                  | NCR Atleos LLC, Term Loan B                                                      | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |      32000 | PA      | $32106.72     | 0.01%             | 2032-09-20      | Variable      | 7.03%                 | No            | 2                  | On Loan: No      |
| Cincinnati Bell Inc                                                              | Cincinnati Bell, Inc., Term Loan B4                                              | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |     243793 | PA      | $244419.64    | 0.05%             | 2028-11-24      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Global Medical Response Inc                                                      | Global Medical Response, Inc., Term Loan B                                       | CUSIP: 00169QAH2<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |     355879 | PA      | $356388.02    | 0.08%             | 2032-09-20      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     425000 | PA      | $426062.50    | 0.09%             | 2085-10-31      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Varsity Brands Inc                                                               | Varsity Brands, Inc., First Lien Term Loan                                       | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |     248750 | PA      | $249092.03    | 0.05%             | 2031-08-26      | Variable      | 7.03%                 | No            | 2                  | On Loan: No      |
| AHP Health Partners Inc                                                          | AHP Health Partners, Inc., Term Loan B                                           | CUSIP: 00130MAL8<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |     188785 | PA      | $189375.07    | 0.04%             | 2032-09-20      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| TopBuild Corp                                                                    | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59781.89     | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                       | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $60229.51     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     250000 | PA      | $248765.00    | 0.05%             | 2035-09-22      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Chord Energy Corp                                                                | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84408.17     | 0.02%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ZF North America Capital Inc                                                     | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148978.71    | 0.03%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Solstice Advanced Materials Inc                                                  | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50165.19     | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| ASML Holding NV                                                                  | ASML Holding NV                                                                  | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       1407 | NS      | $1372088.03   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Directv Financing LLC                                                            | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $103710.74    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Oscar Acquisitionco LLC                                                          | Oscar Acquisitionco LLC                                                          | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |      54000 | PA      | $50563.71     | 0.01%             | 2029-04-30      | Variable      | 8.28%                 | No            | 2                  | On Loan: No      |
| Weber-Stephen Products LLC                                                       | Weber-Stephen Products LLC                                                       | CUSIP: N/A<br>LEI: 549300XU8TJBBGLK8V26       | Long             | LON              | CORP              | US        |     180000 | PA      | $178369.20    | 0.04%             | 2032-09-17      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| BrewCo Borrower LLC                                                              | City Brewing Company, LLC, PIK Super Priority Term Loan                          | CUSIP: 10756PAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       8231 | PA      | $7001.76      | 0.00%             | 2030-09-30      | Variable      | 11.20%                | No            | 2                  | On Loan: No      |
| BrewCo Borrower LLC                                                              | City Brewing Company, LLC, PIK First Out Term Loan                               | CUSIP: 10756PAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      36008 | PA      | $27005.89     | 0.01%             | 2030-09-30      | Variable      | 11.20%                | No            | 2                  | On Loan: No      |
| Green Infrastructure Partners Inc                                                | Green Infrastructure Partners Inc, Term Loan B                                   | CUSIP: BL5231651<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |      38000 | PA      | $38083.22     | 0.01%             | 2032-09-24      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF MOROCCO                                                               | Morocco Government International Bond                                            | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     200000 | PA      | $191387.44    | 0.04%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Corp                                                                    | Broadcom Corp                                                                    | CUSIP: 11135FCW9<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |     295000 | PA      | $294496.82    | 0.06%             | 2030-10-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Mineral Resources Ltd                                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      35000 | PA      | $35452.76     | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Science Applications International Corp                                          | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60018.63     | 0.01%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| AMN Healthcare Inc                                                               | AMN Healthcare Inc                                                               | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     230000 | PA      | $230710.70    | 0.05%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Weatherford International Ltd                                                    | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     185000 | PA      | $185128.69    | 0.04%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Carolinas Nc Storm Funding II LLC                                    | Duke Energy Carolinas Nc Storm Funding II LLC                                    | CUSIP: 26443UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $298983.27    | 0.06%             | 2035-07-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110605.71    | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     135000 | PA      | $135366.52    | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Corp Inmobiliaria Vesta SAB de CV                                                | Corp Inmobiliaria Vesta SAB de CV                                                | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $202100.00    | 0.04%             | 2033-01-30      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                             | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $70257.58     | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Encore Capital Group Inc                                                         | Encore Capital Group Inc                                                         | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249272.48    | 0.05%             | 2031-04-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149846.90    | 0.03%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Cornerstone Building Brands Inc                                                  | Cornerstone Building Brands Inc                                                  | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      26000 | PA      | $25068.29     | 0.01%             | 2028-08-01      | Variable      | 9.78%                 | No            | 2                  | On Loan: No      |
| Park River Holdings Inc                                                          | Park River Holdings Inc                                                          | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50633.71     | 0.01%             | 2031-03-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Clean Harbors Inc                                                                | Clean Harbors Inc                                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     105000 | PA      | $105917.26    | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Windstream Services LLC                                                          | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94974.35     | 0.02%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Brand Industrial Services Inc                                                    | Brand Industrial Services Inc                                                    | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |      46000 | PA      | $41814.00     | 0.01%             | 2030-08-01      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Windstream Services LLC                                                          | Windstream Services LLC                                                          | CUSIP: BL5240413<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |      83000 | PA      | $82325.63     | 0.02%             | 2032-09-27      | Variable      | 8.14%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings Inc                                                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     197620 | PA      | $189220.89    | 0.04%             | 2030-03-09      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                                                          | Bank of Nova Scotia/The                                                          | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $199403.82    | 0.04%             | 2085-10-27      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       5868 | NS      | $1358676.72   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       3445 | NS      | $504072.40    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Cie Financiere Richemont SA                                                      | Cie Financiere Richemont SA                                                      | CUSIP: H25662182<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       8376 | NS      | $1607909.69   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Chubb Ltd                                                                        | Chubb Ltd                                                                        | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |       1851 | NS      | $522444.75    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       2700 | NS      | $541269.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Novartis AG                                                                      | Novartis AG                                                                      | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       2247 | NS      | $288915.51    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| T-Mobile US Inc                                                                  | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       1387 | NS      | $332020.06    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphenol Corp                                                                    | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       8528 | NS      | $1055340.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     229000 | PA      | $228309.79    | 0.05%             | N/A             | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      31148 | NS      | $6839166.36   | 1.44%             |  |  |  | No            | 1                  | On Loan: No      |
| NEXTDC Ltd                                                                       | NEXTDC Ltd                                                                       | CUSIP: Q6750Y106<br>LEI: 529900RTERU3X7G3D672 | Long             | EC               | CORP              | AU        |       3795 | NS      | $42575.02     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      10235 | NS      | $1742611.10   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameren Corp                                                                      | Ameren Corp                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       7967 | NS      | $831595.46    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway Inc                                                           | Berkshire Hathaway Inc                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       2350 | NS      | $1181439.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR & Co Inc                                                                     | KKR & Co Inc                                                                     | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       5210 | NS      | $677039.50    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                               | Grupo Financiero Banorte SAB de CV                                               | CUSIP: P49501201<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      68000 | NS      | $684994.13    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       3076 | NS      | $591576.32    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Casella Waste Systems Inc                                                        | Casella Waste Systems Inc                                                        | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |       1434 | NS      | $136057.92    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis Inc                                                                     | Prologis Inc                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      14812 | NS      | $1696270.24   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| United Rentals Inc                                                               | United Rentals Inc                                                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        883 | NS      | $842964.78    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Sempra                                                                           | Sempra                                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       6849 | NS      | $616273.02    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| British American Tobacco PLC                                                     | British American Tobacco PLC                                                     | CUSIP: G1510J102<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      36717 | NS      | $1952877.26   | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian National Railway Co                                                     | Canadian National Railway Co                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        487 | NS      | $45925.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle Inc                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       2855 | NS      | $275478.95    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sembcorp Industries Ltd                                                          | Sembcorp Industries Ltd                                                          | CUSIP: Y79711159<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |      26976 | NS      | $126037.26    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                                                                          | CUSIP: G8842P102<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |       6089 | NS      | $142821.69    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      53962 | NS      | $10068229.96  | 2.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Booking Holdings Inc                                                             | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         95 | NS      | $512930.65    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       3452 | NS      | $792164.96    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       1157 | NS      | $921376.95    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| United Therapeutics Corp                                                         | United Therapeutics Corp                                                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       1700 | NS      | $712657.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| ABB Ltd                                                                          | ABB Ltd                                                                          | CUSIP: H0010V101<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      22403 | NS      | $1621155.52   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | Fixed Income Clearing Corp (FICC)                                                | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    4603484 | PA      | $4603484.16   | 0.97%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | Fixed Income Clearing Corp (FICC)                                                | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    8825000 | PA      | $8825000.00   | 1.86%             |  |  |  | No            | 2                  | On Loan: No      |
| Veeva Systems Inc                                                                | Veeva Systems Inc                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       2125 | NS      | $633058.75    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Siemens AG                                                                       | Siemens AG                                                                       | CUSIP: D69671218<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       9241 | NS      | $2494866.65   | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                        | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      17819 | NS      | $4976668.51   | 1.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Enel SpA                                                                         | Enel SpA                                                                         | CUSIP: T3679P115<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      51910 | NS      | $491927.19    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Lonza Group AG                                                                   | Lonza Group AG                                                                   | CUSIP: H50524133<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       2145 | NS      | $1434229.26   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Reckitt Benckiser Group PLC                                                      | Reckitt Benckiser Group PLC                                                      | CUSIP: G74079107<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       1908 | NS      | $146919.70    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       1950 | NS      | $119281.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       6117 | NS      | $503857.29    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Transurban Group                                                                 | Transurban Group                                                                 | CUSIP: Q9194A106<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |      57442 | NS      | $524092.33    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Auckland International Airport Ltd                                               | Auckland International Airport Ltd                                               | CUSIP: Q06213146<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |      54789 | NS      | $250441.44    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                    | Hilton Worldwide Holdings Inc                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       3535 | NS      | $917120.40    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       1337 | NS      | $216527.15    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting