# EDGAR Filing Document

**Accession Number:** 0000898745
**File Stem:** 0000898745-25-000889
**Filing Date:** 2025-12
**Character Count:** 1517899
**Document Hash:** edf3fafd9d11ff051d81dd47b2288da5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000898745-25-000889.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0000898745-25-000889

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRINCIPAL FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000898745

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07572
- **FILM NUMBER:** 251596310

**BUSINESS ADDRESS:**
- **STREET 1:** 711 HIGH STREET
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392
- **BUSINESS PHONE:** 515-235-9328

**MAIL ADDRESS:**
- **STREET 1:** PRINCIPAL FINANCIAL GROUP
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS, INC
- **DATE OF NAME CHANGE:** 20211220

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS INC
- **DATE OF NAME CHANGE:** 20080616

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL INVESTORS FUND INC
- **DATE OF NAME CHANGE:** 20001012

## Series and Classes Contracts Data

### Diversified Income Fund (f/k/a Global Diversified Income Fund) (Series ID: S000024296)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000071805 | Institutional Class | PGDIX           |
| C000071807 | Class A             | PGBAX           |
| C000071808 | Class C             | PGDCX           |
| C000190075 | R-6                 | PGBLX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Principal Funds, Inc

- **b. Investment Company Act file number:** 811-07572

- **c. CIK number of Registrant:** 0000898745

- **d. LEI of Registrant:** 549300HZGBXSW6DSXF23

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

  - **Street Address 1:** 801 Grand Ave

  - **City:** Des Moines

  - **State:** IA

  - **Foreign country:** US

  - **Zip / Postal Code:** 50309

  - **Telephone number:** 515-235-1719

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

- **a. Name of Series:** Diversified Income Fund

- **b. EDGAR series identifier (if any):** S000024296

- **c. LEI of Series:** Z3JN35WE26MM2N5JM972

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2491463551.21

**Total Liabilities:** $98393058.15

**Net Assets:** $2393070493.06

**Delayed Delivery Securities:** $21584465.02

**Cash Not Reported:** $651337.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 222.08190000 | **1-Year:** -909.50820000 | **5-Year:** -9398.06070000 | **10-Year:** -4770.54100000 | **30-Year:** -21915.83560000

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

- **3-Month:** -285.09780000 | **1-Year:** -7019.29920000 | **5-Year:** -4881.59710000 | **10-Year:** 7077.88600000 | **30-Year:** -378.13040000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000071807 | 1.46%                | 0.95%                | -0.05%               |
| Class ID C000190075 | 1.41%                | 0.98%                | -0.02%               |
| Class ID C000071805 | 1.50%                | 0.90%                | -0.02%               |
| Class ID C000071808 | 1.32%                | 0.89%                | -0.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2126381.19             | $24949149.04                               |
| Month 2  | $525345.46               | $10233275.04                               |
| Month 3  | $-955833.44              | $-11979291.55                              |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Solventum Corp                                                                              | Solventum Corp                                                                              | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50846.14     | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                               | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      825000 | PA      | $860755.44    | 0.04%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                                                 | FNB Corp/PA                                                                                 | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1401859.40   | 0.06%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Avaya LLC PIK Term Loan Exit                                                                | Avaya LLC PIK Term Loan Exit                                                                | CUSIP: N/A<br>LEI: J6LB5QIFSP2MFEFG4U76       | Long             | LON              | CORP              | US        |      937494 | PA      | $817963.37    | 0.03%             | 2028-07-31      | Floating      | 11.66%                | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                             | Danske Bank A/S                                                                             | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      100000 | PA      | $121455.85    | 0.01%             | 2031-01-10      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16568.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBL Holdings Inc                                                                            | SBL Holdings Inc                                                                            | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74616.07     | 0.00%             | 2028-09-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                                    | Engie SA                                                                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $216596.08    | 0.01%             | 2032-03-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                         | Dominion Energy Inc                                                                         | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96135.81     | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                                    | Brazil Notas do Tesouro Nacional Serie F                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    32300000 | PA      | $5551802.37   | 0.23%             | 2029-01-01      | Fixed         | 9.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    47200000 | NC      | $176191.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                                         | NatWest Markets PLC                                                                         | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      341000 | PA      | $346128.49    | 0.01%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                                       | Aeroports de Montreal                                                                       | CUSIP: 007863AL7<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $41227.41     | 0.00%             | 2050-04-21      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp Term Loan B2                                                                 | CMG Media Corp Term Loan B2                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       76688 | PA      | $70529.49     | 0.00%             | 2029-06-18      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102088.31    | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                               | BAT International Finance PLC                                                               | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $104936.00    | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown US Commercial Bidco LLC Term Loan B                                             | Lsf12 Crown US Commercial Bidco LLC Term Loan B                                             | CUSIP: N/A<br>LEI: 254900FI2OCFTJ9PAJ18       | Long             | LON              | CORP              | US        |      977550 | PA      | $982740.79    | 0.04%             | 2031-12-02      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc Term Loan B                                                              | CP Atlas Buyer Inc Term Loan B                                                              | CUSIP: N/A<br>LEI: 2549006ZZ07G0NDDCR36       | Long             | LON              | CORP              | US        |      154000 | PA      | $151574.50    | 0.01%             | 2030-07-08      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $245963.34    | 0.01%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                               | Enel Finance International NV                                                               | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      475000 | PA      | $486739.69    | 0.02%             | 2029-06-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      382000 | PA      | $242793.61    | 0.01%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                           | Cisco Systems Inc                                                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $1237817.39   | 0.05%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                                         | Sprint Capital Corp                                                                         | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107437.05    | 0.00%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      100000 | PA      | $138888.99    | 0.01%             | 2033-11-18      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2130.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CoreLogic Inc Term Loan B                                                                   | CoreLogic Inc Term Loan B                                                                   | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |      208417 | PA      | $208209.08    | 0.01%             | 2028-06-02      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                                      | Brookfield Finance Inc                                                                      | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $51283.36     | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                          | Home Depot Inc/The                                                                          | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102350.27    | 0.00%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc Term Loan B                                                                  | NRG Energy Inc Term Loan B                                                                  | CUSIP: N/A<br>LEI: 5E2UPK5SW04M13XY7I38       | Long             | LON              | CORP              | US        |       64684 | PA      | $64806.44     | 0.00%             | 2031-04-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co                                                                   | Pacific Life Insurance Co                                                                   | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |      706000 | PA      | $724944.86    | 0.03%             | 2055-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      426000 | PA      | $437748.26    | 0.02%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                                  | Fiserv Inc                                                                                  | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      509000 | PA      | $505310.27    | 0.02%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                                     | APRR SA                                                                                     | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112461.02    | 0.00%             | 2028-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                     | Volkswagen Group of America Finance LLC                                                     | CUSIP: 928668BT8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200433.92    | 0.01%             | 2029-06-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                          | Home Depot Inc/The                                                                          | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      458000 | PA      | $471437.66    | 0.02%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      255000 | PA      | $267272.96    | 0.01%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                                                                     | Darling Ingredients Inc                                                                     | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1010697.00   | 0.04%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1476619.20   | 0.06%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance PLC                                                           | Swiss RE Subordinated Finance PLC                                                           | CUSIP: 87088QAA2<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |     1800000 | PA      | $1868613.97   | 0.08%             | 2035-04-05      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                              | Virginia Electric and Power Co                                                              | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43744.49     | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc                                                                        | Fiesta Purchaser Inc                                                                        | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3440000 | PA      | $3701675.81   | 0.15%             | 2032-09-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $186398.86    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50075.03     | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                                   | Evergy Kansas Central Inc                                                                   | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      222000 | PA      | $223955.12    | 0.01%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                           | Union Electric Co                                                                           | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      436000 | PA      | $342405.84    | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                            | Bank of New York Mellon Corp/The                                                            | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     5588000 | PA      | $5541711.80   | 0.23%             | N/A             | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $111443.89    | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Hldgs LLC                                                                   | Aspire Bakeries Hldgs LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       78948 | PA      | $79195.35     | 0.00%             | 2030-12-23      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                     | Booz Allen Hamilton Inc                                                                     | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      879000 | PA      | $910392.13    | 0.04%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Cardinal Health Inc                                                                         | Cardinal Health Inc                                                                         | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     1773000 | PA      | $1562898.40   | 0.07%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                                   | Bank of Ireland Group PLC                                                                   | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $121637.15    | 0.01%             | 2029-11-13      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                           | General Mills Inc                                                                           | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100067.96    | 0.00%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                                      | CU Inc                                                                                      | CUSIP: 22944CAA4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $56821.50     | 0.00%             | 2053-09-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2022-A                                            | Navient Private Education Refi Loan Trust 2022-A                                            | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      799759 | PA      | $733026.71    | 0.03%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc Term Loan L                                                                   | TransDigm Inc Term Loan L                                                                   | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |      165910 | PA      | $166001.25    | 0.01%             | 2032-01-19      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc Term Loan B                                                          | Radiology Partners Inc Term Loan B                                                          | CUSIP: N/A<br>LEI: 549300SFTAG2177WUZ08       | Long             | LON              | CORP              | US        |      179000 | PA      | $178665.27    | 0.01%             | 2032-06-30      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    14290000 | NC      | $177706.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CQP Holdco LP / BIP-V Chinook Holdco LLC                                                    | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                    | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2005000 | PA      | $1983697.48   | 0.08%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                                | BHP Billiton Finance USA Ltd                                                                | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      466000 | PA      | $486366.58    | 0.02%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                                                                           | Waste Pro USA Inc                                                                           | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $3404113.60   | 0.14%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                                                           | Invenergy Thermal Operating I LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3851 | PA      | $3868.30      | 0.00%             | 2032-05-06      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc Term Loan B1                                                            | Applied Systems Inc Term Loan B1                                                            | CUSIP: N/A<br>LEI: 549300NSKGF0SY5SWQ62       | Long             | LON              | CORP              | US        |     2700000 | PA      | $2751759.00   | 0.11%             | 2032-02-24      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                                  | Schlumberger Holdings Corp                                                                  | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99765.70     | 0.00%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                           | Store Capital LLC                                                                           | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100044.18    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                                   | Legal & General Group PLC                                                                   | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $127864.43    | 0.01%             | 2050-11-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                          | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $121172.46    | 0.01%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      150000 | PA      | $139871.51    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                                  | Mizuho Financial Group Inc                                                                  | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $119734.95    | 0.01%             | 2034-05-21      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc Term Loan                                                    | AMC Entertainment Holdings Inc Term Loan                                                    | CUSIP: N/A<br>LEI: 549300ZO77UNR6NRBR11       | Long             | LON              | CORP              | US        |     1126339 | PA      | $1127364.41   | 0.05%             | 2029-01-04      | Floating      | 11.03%                | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      568000 | PA      | $580695.72    | 0.02%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1396000 | PA      | $1358140.07   | 0.06%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial Finance BV                                                                 | Rentokil Initial Finance BV                                                                 | CUSIP: N/A<br>LEI: 2549005WL1W9GJ5TM121       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117436.89    | 0.00%             | 2027-06-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      797000 | PA      | $740591.39    | 0.03%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co Term Loan B6                                                            | Alterra Mountain Co Term Loan B6                                                            | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |      199861 | PA      | $200360.69    | 0.01%             | 2028-08-17      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102984.23    | 0.00%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                              | Commonwealth Bank of Australia                                                              | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      200000 | PA      | $141144.37    | 0.01%             | 2038-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc                                                               | Concentra Health Services Inc                                                               | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1121263.70   | 0.05%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2632789 | PA      | $2663031.64   | 0.11%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-2 Class AA Pass Through Trust                                        | American Airlines 2017-2 Class AA Pass Through Trust                                        | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       59408 | PA      | $57126.27     | 0.00%             | 2031-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2006-4                                                       | Bayview Commercial Asset Trust 2006-4                                                       | CUSIP: 07325BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      565858 | PA      | $548934.29    | 0.02%             | 2036-12-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                                          | Voya Financial Inc                                                                          | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74966.25     | 0.00%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72069.85     | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102888.67    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of Miami                                                                         | University of Miami                                                                         | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40908.70     | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179TXW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2174685 | PA      | $2161901.45   | 0.09%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                                    | Constellation Brands Inc                                                                    | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      351000 | PA      | $352045.04    | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                                  | Fiserv Inc                                                                                  | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1007000 | PA      | $806915.03    | 0.03%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      465000 | PA      | $332752.67    | 0.01%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94424.15     | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOI Finance BV                                                                              | BOI Finance BV                                                                              | CUSIP: N/A<br>LEI: 724500ZH3H2YACBUNF38       | Long             | DBT              | CORP              | NL        |     3625000 | PA      | $4311976.51   | 0.18%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                                       | MidAmerican Energy Co                                                                       | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52732.04     | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       25200 | NS      | $494172.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1751635.80   | 0.07%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                               | Marriott International Inc/MD                                                               | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49874.58     | 0.00%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd                                                                  | Ardonagh Group Finance Ltd                                                                  | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |     7075000 | PA      | $7382260.18   | 0.31%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                                       | Pembina Pipeline Corp                                                                       | CUSIP: 70632ZAL5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67770.85     | 0.00%             | 2048-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                                     | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      370000 | PA      | $374794.28    | 0.02%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| West Technology Group LLC Term Loan B3                                                      | West Technology Group LLC Term Loan B3                                                      | CUSIP: N/A<br>LEI: 5493005Z5DB0O5S30R71       | Long             | LON              | CORP              | US        |      421689 | PA      | $182806.31    | 0.01%             | 2027-04-09      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                            | Bank of New York Mellon Corp/The                                                            | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102056.63    | 0.00%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                                       | Aon North America Inc                                                                       | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      329000 | PA      | $332261.13    | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                               | Transurban Finance Co Pty Ltd                                                               | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $115872.63    | 0.00%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co             | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co             | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      870000 | PA      | $883416.27    | 0.04%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                            | Altice France SA                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        5785 | NS      | $95779.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                                                    | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $123375.97    | 0.01%             | 2033-05-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133BGDZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      852965 | PA      | $817570.25    | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199662.97    | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                                   | Rogers Communications Inc                                                                   | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $50551.78     | 0.00%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC Term Loan B1                                                                 | GBT US III LLC Term Loan B1                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      108279 | PA      | $108383.65    | 0.00%             | 2031-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                                          | UBS AG/Stamford CT                                                                          | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |      873000 | PA      | $941585.92    | 0.04%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings Inc Term Loan B                                                            | Amentum Holdings Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 2549009FJIBLW40CU216       | Long             | LON              | CORP              | US        |       61200 | PA      | $61108.16     | 0.00%             | 2031-07-29      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                           | Allstate Corp/The                                                                           | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103743.12    | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100896.59    | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc                                                                       | Ellucian Holdings Inc                                                                       | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1998832.33   | 0.08%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XK3J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5245041 | PA      | $4276646.09   | 0.18%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BrewCo Borrower LLC                                                                         | BrewCo Borrower LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40156 | PA      | $34132.23     | 0.00%             | 2030-09-30      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4954455.50   | 0.21%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                           | LYB International Finance III LLC                                                           | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51729.31     | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                | Thermo Fisher Scientific Inc                                                                | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      481000 | PA      | $494982.73    | 0.02%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                                        | Lockheed Martin Corp                                                                        | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      619000 | PA      | $633408.28    | 0.03%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                            | Wheels Fleet Lease Funding 1 LLC                                                            | CUSIP: 96328GCF2<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     2110000 | PA      | $2113782.39   | 0.09%             | 2040-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                         | Sumitomo Mitsui Financial Group Inc                                                         | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $214766.20    | 0.01%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $117277.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                                         | Consumers Energy Co                                                                         | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95175.63     | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                             | BAE Systems PLC                                                                             | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $193064.59    | 0.01%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                           | Healthpeak OP LLC                                                                           | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96964.02     | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                                 | Heineken NV                                                                                 | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $110491.18    | 0.00%             | 2029-10-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                                 | Swedbank AB                                                                                 | CUSIP: 87020PAP2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     1405000 | PA      | $1370398.00   | 0.06%             | 2026-11-16      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Bravo Mortgage Asset Trust                                                                  | Bravo Mortgage Asset Trust                                                                  | CUSIP: 105667AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      277082 | PA      | $251824.84    | 0.01%             | 2036-07-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                                | NCL Corp Ltd                                                                                | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      775000 | PA      | $783849.73    | 0.03%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1226000 | PA      | $1350236.65   | 0.06%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                               | Santander Drive Auto Receivables Trust 2025-1                                               | CUSIP: 80288DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      373740 | PA      | $373875.89    | 0.02%             | 2027-08-16      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                                 | STERIS Irish FinCo UnLtd Co                                                                 | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |     1394000 | PA      | $1029999.71   | 0.04%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc - Class A                                                    | Sound Inpatient Physicians Inc - Class A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     4565306 | NS      | $791623.99    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      688000 | PA      | $675490.36    | 0.03%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $2109600.20   | 0.09%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1005000 | PA      | $1026800.46   | 0.04%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133BH2H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1455716 | PA      | $1428906.66   | 0.06%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                                  | Fidelity National Information Services Inc                                                  | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      100000 | PA      | $74689.47     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: N/A<br>LEI: 51M0QTTNCGUN7KFCFZ59       | Long             | DBT              | CORP              | US        |      200000 | PA      | $242057.70    | 0.01%             | 2029-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                                     | SSE PLC                                                                                     | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117066.06    | 0.00%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      659000 | PA      | $657640.85    | 0.03%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                                       | Qnity Electronics Inc                                                                       | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2952507.13   | 0.12%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC Term Loan B7                                                           | Berlin Packaging LLC Term Loan B7                                                           | CUSIP: N/A<br>LEI: 549300L1HNHO6QOXHH42       | Long             | LON              | CORP              | US        |      226971 | PA      | $226673.56    | 0.01%             | 2031-06-09      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                         | Abbott Laboratories                                                                         | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95707.08     | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                  | Humana Inc                                                                                  | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      915000 | PA      | $927541.99    | 0.04%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                                | Bread Financial Holdings Inc                                                                | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3202182.00   | 0.13%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                              | Northumbrian Water Finance PLC                                                              | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $139036.91    | 0.01%             | 2034-10-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Variant Alternative Income Fund                                                             | Variant Alternative Income Fund                                                             | CUSIP: 92220Q103<br>LEI: 549300VKWK774XXSGI69 | Long             | EC               | RF                | US        |      186432 | NS      | $4960945.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                                                           | GXO Logistics Inc                                                                           | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |      500000 | PA      | $525534.16    | 0.02%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc Term Loan A                                                          | Lumen Technologies Inc Term Loan A                                                          | CUSIP: N/A<br>LEI: 8M3THTGWLTYZVE6BBY25       | Long             | LON              | CORP              | US        |      235271 | PA      | $238211.67    | 0.01%             | 2028-06-01      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      901000 | PA      | $913529.53    | 0.04%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      750000 | PA      | $899316.87    | 0.04%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2699000 | PA      | $2532204.15   | 0.11%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      466000 | PA      | $475662.78    | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                      | Consolidated Edison Co of New York Inc                                                      | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86427.29     | 0.00%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                                   | Aetna Inc                                                                                   | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86732.32     | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                               | Intercontinental Exchange Inc                                                               | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      716000 | PA      | $674643.84    | 0.03%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                                        | Lockheed Martin Corp                                                                        | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106289.70    | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |      100000 | PA      | $114576.44    | 0.00%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                            | American International Group Inc                                                            | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102710.08    | 0.00%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98787.42     | 0.00%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2005-3                                                       | Bayview Commercial Asset Trust 2005-3                                                       | CUSIP: 07324SCC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      359133 | PA      | $351821.15    | 0.01%             | 2035-11-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                                      | Sun Life Financial Inc                                                                      | CUSIP: 86682ZAS5<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74837.97     | 0.00%             | 2034-08-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                            | Ventas Realty LP                                                                            | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50254.68     | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                                   | Dick's Sporting Goods Inc                                                                   | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37302.92     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                                     | Reckitt Benckiser Treasury Services PLC                                                     | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115762.76    | 0.00%             | 2028-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                                 | GlaxoSmithKline Capital Inc                                                                 | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99903.15     | 0.00%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                                  | Bell Telephone Co of Canada or Bell Canada                                                  | CUSIP: 07813ZCU6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72700.44     | 0.00%             | 2036-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cloverie PLC for Zurich Insurance Co Ltd                                                    | Cloverie PLC for Zurich Insurance Co Ltd                                                    | CUSIP: N/A<br>LEI: 5493002N598MXOKUEF55       | Long             | DBT              | CORP              | IE        |      200000 | PA      | $223145.51    | 0.01%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                                 | Beach Acquisition Bidco LLC                                                                 | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     8190000 | PA      | $8793324.54   | 0.37%             | 2033-07-15      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121698.95    | 0.01%             | 2036-02-26      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      248000 | PA      | $257393.56    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GDZ Elektrik Dagitim AS                                                                     | GDZ Elektrik Dagitim AS                                                                     | CUSIP: N/A<br>LEI: 984500B63B5766038A64       | Long             | DBT              | CORP              | TR        |      625000 | PA      | $610890.08    | 0.03%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1157871 | PA      | $1162486.30   | 0.05%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                                   | Aviva PLC                                                                                   | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       50000 | PA      | $68779.04     | 0.00%             | 2058-05-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      853000 | PA      | $590815.24    | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC Term Loan B1                                                | ABG Intermediate Holdings 2 LLC Term Loan B1                                                | CUSIP: N/A<br>LEI: 54930020NXD0RJB64985       | Long             | LON              | CORP              | US        |      151789 | PA      | $151599.54    | 0.01%             | 2028-12-21      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40041.32     | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                                    | Corebridge Financial Inc                                                                    | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1338469.60   | 0.06%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                             | CMS Energy Corp                                                                             | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      727000 | PA      | $714215.56    | 0.03%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                                                                      | SCIH Salt Holdings Inc                                                                      | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9270000 | PA      | $9188296.44   | 0.38%             | 2029-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                       | Uber Technologies Inc                                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100018.40    | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1314000 | PA      | $1024549.42   | 0.04%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2938807.20   | 0.12%             | N/A             | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190346.94    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                       | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1031000 | PA      | $1112596.21   | 0.05%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                              | Blackstone Private Credit Fund                                                              | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196237.10    | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                              | Salesforce Inc                                                                              | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      150000 | PA      | $133272.71    | 0.01%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc Term Loan B5                                                            | Cincinnati Bell Inc Term Loan B5                                                            | CUSIP: N/A<br>LEI: 549300JYVZOCUJOHL272       | Long             | LON              | CORP              | US        |      313567 | PA      | $313516.86    | 0.01%             | 2028-11-22      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2400000 | PA      | $2680135.20   | 0.11%             | N/A             | Variable      | 9.63%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                                          | Siemens Funding BV                                                                          | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |      290000 | PA      | $309430.79    | 0.01%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                                        | Woolworths Group Ltd                                                                        | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $67771.13     | 0.00%             | 2034-11-29      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104714.13    | 0.00%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $56524.78     | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                                         | Columbia Pipelines Operating Co LLC                                                         | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $106852.07    | 0.00%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| High Ridge Brands - Escrow                                                                  | High Ridge Brands - Escrow                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    15607000 | PA      | $0.00         | 0.00%             | 2025-03-15      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Shell International Finance BV                                                              | Shell International Finance BV                                                              | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       75000 | PA      | $50107.54     | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP/Scientific Games US FinCo Inc                                  | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                  | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5670000 | PA      | $5179199.13   | 0.22%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ICG PLC                                                                                     | ICG PLC                                                                                     | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $113687.28    | 0.00%             | 2027-02-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                               | Westlake Corp                                                                               | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      100000 | PA      | $69287.61     | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC Term Loan B6                                                                   | Acrisure LLC Term Loan B6                                                                   | CUSIP: N/A<br>LEI: 549300R0Z1Q47XRTGO22       | Long             | LON              | CORP              | US        |     1240632 | PA      | $1238461.06   | 0.05%             | 2030-11-06      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                                                             | Nexus Buyer LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     7350000 | PA      | $7313250.00   | 0.31%             | 2032-01-30      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                                      | Puget Sound Energy Inc                                                                      | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49898.45     | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                              | American Electric Power Co Inc                                                              | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      600000 | PA      | $656332.20    | 0.03%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Puma International Financing SA                                                             | Puma International Financing SA                                                             | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |     1975000 | PA      | $2041512.11   | 0.09%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      100000 | PA      | $113212.66    | 0.00%             | 2029-04-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                                   | Ivory Coast Government International Bond                                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     3100000 | PA      | $3602319.81   | 0.15%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                                   | Tyco Electronics Group SA                                                                   | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     1041000 | PA      | $1054996.22   | 0.04%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382RJ66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     1628966 | PA      | $251137.21    | 0.01%             | 2051-04-20      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                                       | Iberdrola Finanzas SA                                                                       | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $111026.31    | 0.00%             | 2029-11-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                             | MPT Operating Partnership LP / MPT Finance Corp                                             | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1996408.55   | 0.08%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100808.67    | 0.00%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                                   | Northwestern Mutual Life Insurance Co/The                                                   | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35118.64     | 0.00%             | 2059-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                         | Lightning Power LLC                                                                         | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1774257.15   | 0.07%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4970.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      940000 | PA      | $957401.40    | 0.04%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MLN US Holdco LLC                                                                           | MLN US Holdco LLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        1028 | NS      | $10.28        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| President and Fellows of Harvard College                                                    | President and Fellows of Harvard College                                                    | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78776.51     | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Numericable US LLC                                                                          | Numericable US LLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      129445 | PA      | $127099.93    | 0.01%             | 2028-04-30      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                                  | Ecolab Inc                                                                                  | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      304000 | PA      | $306133.44    | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                                       | Pfizer Investment Enterprises Pte Ltd                                                       | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      479000 | PA      | $454451.39    | 0.02%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194950.79    | 0.01%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Telesat LLC Term Loan B5                                                                    | Telesat LLC Term Loan B5                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      232000 | PA      | $181152.56    | 0.01%             | 2026-12-06      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                                                                | Prologis Inc                                                                                | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               | CORP              | US        |       58733 | NS      | $3200948.50   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FinThrive Software Intermediate Holdings Inc Term Loan B                                    | FinThrive Software Intermediate Holdings Inc Term Loan B                                    | CUSIP: N/A<br>LEI: 25490077VXHBSKJ52J14       | Long             | LON              | CORP              | US        |      113099 | PA      | $108236.20    | 0.00%             | 2028-12-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       11085 | NS      | $201968.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                                                              | Rocket Cos Inc                                                                              | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      575000 | PA      | $603697.57    | 0.03%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                                                         | Resideo Funding Inc                                                                         | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      450000 | PA      | $460614.60    | 0.02%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                                 | Target Corp                                                                                 | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $65541.44     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC Term Loan                                                                      | MH Sub I LLC Term Loan                                                                      | CUSIP: N/A<br>LEI: 2549005VFKP807SR8N49       | Long             | LON              | CORP              | US        |     7550000 | PA      | $5643625.00   | 0.24%             | 2029-02-12      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| Informatica LLC Term Loan B                                                                 | Informatica LLC Term Loan B                                                                 | CUSIP: N/A<br>LEI: 5493007SV33RZV7RPS40       | Long             | LON              | CORP              | US        |      272383 | PA      | $273148.15    | 0.01%             | 2028-10-27      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc Term Loan B1                                                            | Churchill Downs Inc Term Loan B1                                                            | CUSIP: N/A<br>LEI: 529900FODTBQC8MIS994       | Long             | LON              | CORP              | US        |      110507 | PA      | $110368.97    | 0.00%             | 2028-03-17      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        3432 | NC      | $592.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                                          | Roche Holdings Inc                                                                          | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     3041000 | PA      | $3224333.13   | 0.13%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1126256.00   | 0.05%             | N/A             | Variable      | 8.13%                 | No            |                  2 | On Loan: —       |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1011498.00   | 0.04%             | N/A             | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                                          | J M Smucker Co/The                                                                          | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54221.89     | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $119438.82    | 0.00%             | 2036-05-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      522000 | PA      | $533726.18    | 0.02%             | 2035-08-15      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      585000 | PA      | $604822.07    | 0.03%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   154400000 | PA      | $2975762.93   | 0.12%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                               | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1592164.65   | 0.07%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DM4H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1884404 | PA      | $1631875.14   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      100000 | PA      | $122076.89    | 0.01%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                            | Duke Energy Corp                                                                            | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38548.57     | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136ATTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     1788322 | PA      | $202433.59    | 0.01%             | 2046-09-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                                        | Blue Owl Finance LLC                                                                        | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90528.88     | 0.00%             | 2031-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                                          | Qantas Airways Ltd                                                                          | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $60906.21     | 0.00%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                           | Herc Holdings Inc                                                                           | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      700000 | PA      | $738012.10    | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                                 | GlaxoSmithKline Capital Inc                                                                 | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |      549000 | PA      | $557120.60    | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                          | Royalty Pharma PLC                                                                          | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      247000 | PA      | $248063.89    | 0.01%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                               | AEP Texas Inc                                                                               | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      845000 | PA      | $844571.71    | 0.04%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority Term Loan B                                                 | Catawba Nation Gaming Authority Term Loan B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       75000 | PA      | $76547.25     | 0.00%             | 2032-03-29      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                                 | Truist Bank                                                                                 | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |      936000 | PA      | $932311.75    | 0.04%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc Term Loan C                                                    | National Mentor Holdings Inc Term Loan C                                                    | CUSIP: N/A<br>LEI: 5493004QULJVJP3CNZ62       | Long             | LON              | CORP              | US        |        7336 | PA      | $7108.17      | 0.00%             | 2028-03-02      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc Term Loan B                                       | DG Investment Intermediate Holdings 2 Inc Term Loan B                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       43000 | PA      | $43027.09     | 0.00%             | 2032-07-09      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      411000 | PA      | $422488.87    | 0.02%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      200000 | PA      | $119532.83    | 0.00%             | 2030-05-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                               | CommScope LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1978775 | PA      | $1994367.61   | 0.08%             | 2029-12-18      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W461<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       83560 | NS      | $1395452.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Bidco - 4A2 Shares                                                                   | Bright Bidco - 4A2 Shares                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |       14600 | NS      | $5110.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                                          | IWG US Finance LLC                                                                          | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |      100000 | PA      | $126633.39    | 0.01%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                                | Canadian National Railway Co                                                                | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $96466.79     | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      887735 | PA      | $900811.12    | 0.04%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                         | Gilead Sciences Inc                                                                         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      418000 | PA      | $430618.22    | 0.02%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                         | Medline Borrower LP                                                                         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1668625.96   | 0.07%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                      | Consolidated Edison Co of New York Inc                                                      | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      464000 | PA      | $409670.87    | 0.02%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $309086.40    | 0.01%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| Liberty Mutual Group Inc                                                                    | Liberty Mutual Group Inc                                                                    | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     1353000 | PA      | $868465.07    | 0.04%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                                | Carrefour SA                                                                                | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115931.23    | 0.00%             | 2028-12-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                                  | Ecolab Inc                                                                                  | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      572000 | PA      | $587432.26    | 0.02%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3065000 | PA      | $2726040.73   | 0.11%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc Term Loan B                                                        | Zelis Payments Buyer Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300U8NGLZN5R1Y309       | Long             | LON              | CORP              | US        |      171125 | PA      | $169441.13    | 0.01%             | 2031-10-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                               | UniCredit SpA                                                                               | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $103741.22    | 0.00%             | 2031-01-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2007-A                                                | SLM Private Credit Student Loan Trust 2007-A                                                | CUSIP: 78443DAD4<br>LEI: 549300T563MF7L069881 | Long             | ABS-O            | CORP              | US        |     1394508 | PA      | $1369213.85   | 0.06%             | 2041-12-16      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                                      | Mercedes-Benz Group AG                                                                      | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $225183.74    | 0.01%             | 2028-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bond                                                        | Zambia Government International Bond                                                        | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |     2150000 | PA      | $1498588.89   | 0.06%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                                 | San Diego Gas & Electric Co                                                                 | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102318.94    | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                                    | Marsh & McLennan Cos Inc                                                                    | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      576000 | PA      | $581832.96    | 0.02%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                              | Western Midstream Operating LP                                                              | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      295000 | PA      | $254485.06    | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                               | Medtronic Global Holdings SCA                                                               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $113469.35    | 0.00%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                           | Cisco Systems Inc                                                                           | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98835.21     | 0.00%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                                           | Transcanada Trust                                                                           | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     3800000 | PA      | $3757390.22   | 0.16%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                                      | General Motors Financial of Canada Ltd                                                      | CUSIP: 37045YAK0<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74253.32     | 0.00%             | 2028-02-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1999679 | OU      | $-6940.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                            | AusNet Services Holdings Pty Ltd                                                            | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $60829.65     | 0.00%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                    | Florida Power & Light Co                                                                    | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $81192.33     | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DNQ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1215038 | PA      | $1195699.64   | 0.05%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $67758.82     | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $397666.29    | 0.02%             | N/A             | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust 2020-1                                                | Harvest Commercial Capital Loan Trust 2020-1                                                | CUSIP: 41754FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $267941.74    | 0.01%             | 2052-04-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC Term Loan B                                                      | Camelot US Acquisition LLC Term Loan B                                                      | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |       89664 | PA      | $87927.36     | 0.00%             | 2031-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc                                                                                  | EZCORP Inc                                                                                  | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1077372.96   | 0.05%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC Term Loan B                                                                 | Goat Holdco LLC Term Loan B                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      243720 | PA      | $243415.35    | 0.01%             | 2031-12-10      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XLUB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      941472 | PA      | $881052.74    | 0.04%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                        | Booking Holdings Inc                                                                        | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |      100000 | PA      | $117730.51    | 0.00%             | 2038-05-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                                 | Avolon Holdings Funding Ltd                                                                 | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $192788.68    | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $137598.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                           | Cisco Systems Inc                                                                           | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103088.64    | 0.00%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: N/A<br>LEI: HL3H1H2BGXWVG3BSWR90       | Long             | DBT              | CORP              | US        |      100000 | PA      | $115226.45    | 0.00%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQDP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1335409 | PA      | $1362333.22   | 0.06%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                                    | Fox Corp                                                                                    | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      100000 | PA      | $109898.66    | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                            | Markel Group Inc                                                                            | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51508.20     | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F0524B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1200000 | PA      | $1225667.94   | 0.05%             | 2040-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                                       | Becton Dickinson & Co                                                                       | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      284000 | PA      | $279402.89    | 0.01%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $140202.14    | 0.01%             | 2032-11-14      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQ7L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1767611 | PA      | $1827643.82   | 0.08%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                              | Carmax Auto Owner Trust 2024-3                                                              | CUSIP: 14319GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      517440 | PA      | $518707.26    | 0.02%             | 2027-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $132313.61    | 0.01%             | 2028-08-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                                      | Morgan Stanley Bank NA                                                                      | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300728.81    | 0.01%             | 2026-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     2010000 | OU      | $-50768.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $207411.17    | 0.01%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                                 | Swedbank AB                                                                                 | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      200000 | PA      | $214627.60    | 0.01%             | N/A             | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower Inc                                                                       | Capstone Borrower Inc                                                                       | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |     5475000 | PA      | $5585824.95   | 0.23%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93153.75     | 0.00%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P Mortgage Trust                                                               | COMM 2024-277P Mortgage Trust                                                               | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1484000 | PA      | $1563102.25   | 0.07%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                                           | Uzbekneftegaz JSC                                                                           | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |     1975000 | PA      | $2105373.78   | 0.09%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                            | Duke Energy Corp                                                                            | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52863.70     | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                       | Athene Global Funding                                                                       | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      780000 | PA      | $783746.64    | 0.03%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Javelin Buyer Inc Term Loan                                                                 | Javelin Buyer Inc Term Loan                                                                 | CUSIP: N/A<br>LEI: 254900GL30A9G6Z7OW50       | Long             | LON              | CORP              | US        |      231783 | PA      | $231840.72    | 0.01%             | 2031-12-05      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                         | Buckeye Partners LP                                                                         | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      225000 | PA      | $207463.91    | 0.01%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                                       | HUB International Ltd                                                                       | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     3470000 | PA      | $3596385.21   | 0.15%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F0224B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        |     1800000 | PA      | $-1692943.96  | -0.07%            | 2040-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC Term Loan B                                                      | Cornerstone Generation LLC Term Loan B                                                      | CUSIP: N/A<br>LEI: 254900JBGAU2N55LVN75       | Long             | LON              | CORP              | US        |      254000 | PA      | $256222.50    | 0.01%             | 2032-08-11      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Pvt Ltd                                              | Adani International Container Terminal Pvt Ltd                                              | CUSIP: N/A<br>LEI: 335800J4SLERP6S94P28       | Long             | DBT              | CORP              | IN        |     2945250 | PA      | $2729444.76   | 0.11%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $208388.50    | 0.01%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                                  | Biogen Inc                                                                                  | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      100000 | PA      | $65713.48     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                                    | Stonex Escrow Issuer LLC                                                                    | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2612375.10   | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                              | Mondelez International Holdings Netherlands BV                                              | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $105471.39    | 0.00%             | 2029-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                                       | Ukraine Government International Bond                                                       | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      572527 | PA      | $320758.30    | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                                     | AEP Transmission Co LLC                                                                     | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      314000 | PA      | $271497.93    | 0.01%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                          | Walt Disney Co/The                                                                          | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93154.60     | 0.00%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                                       | Houston Galleria Mall Trust 2025-HGLR                                                       | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1084000 | PA      | $1125757.41   | 0.05%             | 2045-02-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                                       | Texas Instruments Inc                                                                       | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103145.67    | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Holdings Inc Term Loan B                                                    | Mister Car Wash Holdings Inc Term Loan B                                                    | CUSIP: N/A<br>LEI: 549300BARUQU0U2GQE05       | Long             | LON              | CORP              | US        |      203733 | PA      | $204279.04    | 0.01%             | 2031-03-27      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                                     | Eni SpA                                                                                     | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $105710.34    | 0.00%             | 2030-01-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                    | Florida Power & Light Co                                                                    | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84503.81     | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91799.13     | 0.00%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                       | Quikrete Holdings Inc                                                                       | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1498403.52   | 0.06%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                            | ABN AMRO Bank NV                                                                            | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117332.88    | 0.00%             | 2026-12-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                                       | Allianz Finance II BV                                                                       | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $103516.51    | 0.00%             | 2031-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                         | Georgia-Pacific LLC                                                                         | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      843000 | PA      | $829419.58    | 0.03%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC Term Loan B                                                           | Clover Holdings 2 LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      827925 | PA      | $828446.59    | 0.03%             | 2031-12-09      | Fixed         | 7.64%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99160.36     | 0.00%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA Inc                                                                      | Bimbo Bakeries USA Inc                                                                      | CUSIP: U0901RAB3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209766.00    | 0.01%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88653.43     | 0.00%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                               | Amphenol Corp                                                                               | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      478000 | PA      | $465155.70    | 0.02%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                         | Elevance Health Inc                                                                         | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      150000 | PA      | $108195.65    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance LLC Term Loan B                                                           | Rackspace Finance LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      166582 | PA      | $168872.40    | 0.01%             | 2028-05-15      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| Ceska sporitelna AS                                                                         | Ceska sporitelna AS                                                                         | CUSIP: N/A<br>LEI: 9KOGW2C2FCIOJQ7FF485       | Long             | DBT              | CORP              | CZ        |      100000 | PA      | $120734.83    | 0.01%             | 2031-07-03      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1730699 | PA      | $1731284.27   | 0.07%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                                          | FS Luxembourg Sarl                                                                          | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     1408000 | PA      | $1470073.09   | 0.06%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100745.84    | 0.00%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                                  | TELUS Corp                                                                                  | CUSIP: 87971MBE2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67730.92     | 0.00%             | 2048-03-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2311000 | PA      | $1997020.81   | 0.08%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Group LLC Term Loan B4                                                 | Broadstreet Partners Group LLC Term Loan B4                                                 | CUSIP: N/A<br>LEI: 549300BS9N54G8DD0R75       | Long             | LON              | CORP              | US        |      704691 | PA      | $706219.92    | 0.03%             | 2031-06-14      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1358000 | PA      | $1072717.54   | 0.04%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103787.72    | 0.00%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                                          | FS Luxembourg Sarl                                                                          | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      950000 | PA      | $985625.00    | 0.04%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                                       | Hungary Government International Bond                                                       | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2500000 | PA      | $2627128.68   | 0.11%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      553000 | PA      | $568836.37    | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                       | Time Warner Cable LLC                                                                       | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      909000 | PA      | $931668.59    | 0.04%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                                    | Constellation Brands Inc                                                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50321.84     | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Occidental Petroleum Corp                                                                   | Occidental Petroleum Corp                                                                   | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48658.79     | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance PLC / Vista Management Holding Inc                                   | VistaJet Malta Finance PLC / Vista Management Holding Inc                                   | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1925000 | PA      | $2002017.58   | 0.08%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                                   | Packaging Corp of America                                                                   | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      801000 | PA      | $847461.49    | 0.04%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                                   | L3Harris Technologies Inc                                                                   | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96130.74     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                           | Covivio SA/France                                                                           | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $108406.18    | 0.00%             | 2030-06-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                             | Madison IAQ LLC                                                                             | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     6198000 | PA      | $6073458.01   | 0.25%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Co Ltd                                                              | Arctic Canadian Diamond Co Ltd                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |        6589 | NS      | $272422.21    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Asurion LLC Term Loan B4                                                                    | Asurion LLC Term Loan B4                                                                    | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    10195000 | PA      | $9705028.30   | 0.41%             | 2029-01-20      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     7340000 | OU      | $266222.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gabon Government International Bond                                                         | Gabon Government International Bond                                                         | CUSIP: V36283AD7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     1250000 | PA      | $976025.23    | 0.04%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: YT2270312<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   132000000 | PA      | $2763207.36   | 0.12%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                              | GE HealthCare Technologies Inc                                                              | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1601007.05   | 0.07%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                                          | Siemens Funding BV                                                                          | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |      669000 | PA      | $688137.29    | 0.03%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AF1                               | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AF1                               | CUSIP: 251510NC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2573575 | PA      | $2450433.02   | 0.10%             | 2036-04-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Hyde Housing Association Ltd                                                                | Hyde Housing Association Ltd                                                                | CUSIP: N/A<br>LEI: 213800WOZ2BUYBVOGK96       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $55534.23     | 0.00%             | 2055-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6771234.27   | 0.28%             | N/A             | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC / Victra Finance Corp                                                   | Victra Holdings LLC / Victra Finance Corp                                                   | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2925000 | PA      | $3103521.53   | 0.13%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QRKE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2801491 | PA      | $2872338.03   | 0.12%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                                          | Braskem Idesa SAPI                                                                          | CUSIP: P1850NAA9<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     1625000 | PA      | $1051759.07   | 0.04%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                                 | Prologis LP                                                                                 | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100009.95    | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                                      | Darden Restaurants Inc                                                                      | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |      402000 | PA      | $403647.81    | 0.02%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                             | Genesis Energy LP / Genesis Energy Finance Corp                                             | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1420113.75   | 0.06%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV Term Loan B                                                            | Flutter Financing BV Term Loan B                                                            | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |      122316 | PA      | $121643.75    | 0.01%             | 2030-11-30      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                                   | Arizona Public Service Co                                                                   | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88568.39     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                                | Magnera Corp                                                                                | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1618978.13   | 0.07%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195452.72    | 0.01%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Acef Holding SCA                                                                            | Acef Holding SCA                                                                            | CUSIP: N/A<br>LEI: 213800KW7LHVG5QUS111       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $106560.57    | 0.00%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $182453.23    | 0.01%             | 2032-11-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2571790.00   | 0.11%             | N/A             | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                           | Union Electric Co                                                                           | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      100000 | PA      | $69883.62     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                                        | 1011778 BC ULC / New Red Finance Inc                                                        | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3150000 | PA      | $2977973.15   | 0.12%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                                        | Southern Copper Corp                                                                        | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114174.30    | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dryden 64 CLO Ltd                                                                           | Dryden 64 CLO Ltd                                                                           | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      399292 | PA      | $399448.49    | 0.02%             | 2031-04-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                                 | Eurobank SA                                                                                 | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      100000 | PA      | $123294.86    | 0.01%             | 2031-04-30      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42422.61     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bond                                                      | Pakistan Government International Bond                                                      | CUSIP: Y2835JAE8<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      875000 | PA      | $873866.09    | 0.04%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl Term Loan B3                                                              | Motion Finco Sarl Term Loan B3                                                              | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | LON              | CORP              | LU        |      106482 | PA      | $91935.93     | 0.00%             | 2029-11-12      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118863.99    | 0.00%             | 2034-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                                 | San Diego Gas & Electric Co                                                                 | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51779.71     | 0.00%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                                       | Senegal Government International Bond                                                       | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      775000 | PA      | $755690.13    | 0.03%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO 2016-1 Ltd                                                               | Canyon Capital CLO 2016-1 Ltd                                                               | CUSIP: 13887PAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1413776 | PA      | $1413844.08   | 0.06%             | 2031-07-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                          | Walt Disney Co/The                                                                          | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93005.57     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                   | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      353000 | PA      | $260466.07    | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                                        | Verisk Analytics Inc                                                                        | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      378000 | PA      | $380263.66    | 0.02%             | 2036-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp Term Loan B                                                              | Bausch + Lomb Corp Term Loan B                                                              | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |      255360 | PA      | $256700.64    | 0.01%             | 2031-01-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93720.98     | 0.00%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      976000 | PA      | $1001734.38   | 0.04%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1224000 | PA      | $1209847.50   | 0.05%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                                    | Willis North America Inc                                                                    | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1046337.65   | 0.04%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                                      | AXA SA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116397.39    | 0.00%             | 2047-07-06      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      432000 | PA      | $331554.77    | 0.01%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                                                | Jacobs Engineering Group Inc                                                                | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52741.90     | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203915.06    | 0.01%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      200000 | PA      | $208358.22    | 0.01%             | 2031-02-07      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                          | Walt Disney Co/The                                                                          | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37949.72     | 0.00%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1236523.92   | 0.05%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                                   | AGCO Corp                                                                                   | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     1004000 | PA      | $1017860.61   | 0.04%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                                       | GLP Capital LP / GLP Financing II Inc                                                       | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50551.30     | 0.00%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FRESB 2020-SB77 Mortgage Trust                                                              | FRESB 2020-SB77 Mortgage Trust                                                              | CUSIP: 30316AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17573326 | PA      | $669853.01    | 0.03%             | 2040-06-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC Term Loan B                                       | Oryx Midstream Services Permian Basin LLC Term Loan B                                       | CUSIP: N/A<br>LEI: 254900YYHRDANYFAHC43       | Long             | LON              | CORP              | US        |      109871 | PA      | $110077.12    | 0.00%             | 2028-10-05      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          14 | NC      | $-27218.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66 Co                                                                              | Phillips 66 Co                                                                              | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93699.00     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                                  | Southern California Gas Co                                                                  | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19506.48     | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2006-3                                                       | Bayview Commercial Asset Trust 2006-3                                                       | CUSIP: 07324NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      106678 | PA      | $102908.66    | 0.00%             | 2036-10-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                                          | Clear Channel Outdoor Holdings Inc                                                          | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1871738.56   | 0.08%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                                          | Essex Portfolio LP                                                                          | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86698.09     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                           | Hormel Foods Corp                                                                           | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |      696000 | PA      | $703540.29    | 0.03%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195584.72    | 0.01%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                             | London & Quadrant Housing Trust                                                             | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $110661.54    | 0.00%             | 2032-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB Term Loan B6                                                            | Anticimex Global AB Term Loan B6                                                            | CUSIP: N/A<br>LEI: 54930005SBU6WYFBEB41       | Long             | LON              | CORP              | SE        |       55578 | PA      | $55768.83     | 0.00%             | 2028-11-16      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                                | Oklahoma Gas and Electric Co                                                                | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96248.92     | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Bayview Commercial Asset Trust 2005-3                                                       | Bayview Commercial Asset Trust 2005-3                                                       | CUSIP: 07324SCB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      467228 | PA      | $455201.28    | 0.02%             | 2035-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $115546.85    | 0.00%             | 2035-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                    | Visa Inc                                                                                    | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92192.14     | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                         | Georgia-Pacific LLC                                                                         | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92157.58     | 0.00%             | 2030-04-30      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Real Hero Merger Sub 2 Inc                                                                  | Real Hero Merger Sub 2 Inc                                                                  | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5275000 | PA      | $3154397.25   | 0.13%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                                   | Qorvo Inc                                                                                   | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98370.96     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |       15000 | NS      | $271500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91559.88     | 0.00%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      783000 | PA      | $950236.82    | 0.04%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                               | Videotron Ltd                                                                               | CUSIP: 92660FAS3<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75144.56     | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC Term Loan B                                                             | Conair Holdings LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 549300804G00T34FLV17       | Long             | LON              | CORP              | US        |       71442 | PA      | $41912.79     | 0.00%             | 2028-05-17      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                               | Public Service Co of Colorado                                                               | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50766.28     | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      200000 | PA      | $226678.19    | 0.01%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $207170.40    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                            | Evergy Metro Inc                                                                            | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83182.29     | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                                        | Appalachian Power Co                                                                        | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83910.18     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      502000 | PA      | $452141.36    | 0.02%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| National Bank of Uzbekistan                                                                 | National Bank of Uzbekistan                                                                 | CUSIP: N/A<br>LEI: 253400TZJ7T1YULTGN68       | Long             | DBT              | CORP              | UZ        |     2550000 | PA      | $2729715.43   | 0.11%             | 2029-07-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136AAKC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     1586936 | PA      | $224807.47    | 0.01%             | 2042-12-25      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                                         | Energuate Trust 2 0                                                                         | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     1025000 | PA      | $1028584.43   | 0.04%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2500000 | PA      | $2525765.00   | 0.11%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                                          | Realty Income Corp                                                                          | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89795.20     | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                                        | Tencent Holdings Ltd                                                                        | CUSIP: 88032XAH7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $188222.74    | 0.01%             | 2038-01-19      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                               | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118091.34    | 0.00%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                                      | TotalEnergies Capital International SA                                                      | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       50000 | PA      | $33398.55     | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101017.80    | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power & Light Co                                                               | Indianapolis Power & Light Co                                                               | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50565.22     | 0.00%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| La Mondiale SAM                                                                             | La Mondiale SAM                                                                             | CUSIP: N/A<br>LEI: 969500L0T16HX3R78P61       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $197662.34    | 0.01%             | 2048-01-18      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $133322.63    | 0.01%             | 2029-10-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99964.24     | 0.00%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     1087000 | PA      | $1251286.16   | 0.05%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      569000 | PA      | $581068.15    | 0.02%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                          | Conagra Brands Inc                                                                          | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101102.27    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust 2019-1                                                | Harvest Commercial Capital Loan Trust 2019-1                                                | CUSIP: 41753CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1951033.20   | 0.08%             | 2046-09-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Guardian Life Insurance Co of America/The                                                   | Guardian Life Insurance Co of America/The                                                   | CUSIP: 401378AB0<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43881.56     | 0.00%             | 2064-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                      | Diamondback Energy Inc                                                                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48182.84     | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Delta Topco Inc Term Loan B                                                                 | Delta Topco Inc Term Loan B                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      398047 | PA      | $393171.17    | 0.02%             | 2029-11-30      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                                | Comerica Inc                                                                                | CUSIP: 200340701<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EP               | CORP              | US        |       15298 | NS      | $392546.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      256000 | PA      | $199849.37    | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      548000 | PA      | $561782.76    | 0.02%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                                          | Public Service Electric and Gas Co                                                          | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      372000 | PA      | $375751.74    | 0.02%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                             | Santander UK Group Holdings PLC                                                             | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $209029.86    | 0.01%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc / CDK Global Inc                                                         | Central Parent Inc / CDK Global Inc                                                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1026776.94   | 0.04%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IHS Netherlands Holdco BV                                                                   | IHS Netherlands Holdco BV                                                                   | CUSIP: N44153AE9<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |     1684314 | PA      | $1685056.35   | 0.07%             | 2027-09-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2319639.94   | 0.10%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                                      | Cox Communications Inc                                                                      | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98661.38     | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |        7597 | NS      | $190532.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104497.77    | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                                    | Outfront Media Capital LLC / Outfront Media Capital Corp                                    | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $337996.54    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                                      | Puget Sound Energy Inc                                                                      | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      441000 | PA      | $451043.28    | 0.02%             | 2054-06-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      550037 | PA      | $538939.80    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      604000 | PA      | $604667.93    | 0.03%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107748.65    | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                                         | Vulcan Materials Co                                                                         | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96668.03     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1165321 | PA      | $1085883.23   | 0.05%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                         | Erste Group Bank AG                                                                         | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      100000 | PA      | $115329.71    | 0.00%             | 2035-11-26      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      428000 | PA      | $427483.02    | 0.02%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Red Electrica Financiaciones SA                                                             | Red Electrica Financiaciones SA                                                             | CUSIP: N/A<br>LEI: 9598006P00EGK6U2SG18       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $113782.42    | 0.00%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property Financing BV                                                   | Akelius Residential Property Financing BV                                                   | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $110712.55    | 0.00%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     6680281 | PA      | $945065.42    | 0.04%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                                    | Nippon Life Insurance Co                                                                    | CUSIP: N/A<br>LEI: 549300Y0HHMFW3EVWY08       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $116281.80    | 0.00%             | 2055-01-23      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                                     | BASF SE                                                                                     | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $124467.41    | 0.01%             | 2035-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      100000 | PA      | $110033.86    | 0.00%             | 2030-05-09      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                                 | Ameren Corp                                                                                 | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      332000 | PA      | $336847.81    | 0.01%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                                                                   | Axis Capital Holdings Ltd                                                                   | CUSIP: 05461T305<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EP               | CORP              | BM        |        2000 | NS      | $42120.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synechron Inc Term Loan B                                                                   | Synechron Inc Term Loan B                                                                   | CUSIP: N/A<br>LEI: 549300MUU3E8J6UT8E60       | Long             | LON              | CORP              | US        |       93750 | PA      | $90937.50     | 0.00%             | 2031-10-03      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                              | Microsoft Corp                                                                              | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192849.44    | 0.01%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89896.37     | 0.00%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                     | Booz Allen Hamilton Inc                                                                     | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104516.26    | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2006196.00   | 0.08%             | 2056-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                                        | Siemens Financieringsmaatschappij NV                                                        | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111126.10    | 0.00%             | 2044-02-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                                   | South Bow USA Infrastructure Holdings LLC                                                   | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50188.10     | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp                                                                         | Select Medical Corp                                                                         | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $2003436.05   | 0.08%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77206.65     | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50543.11     | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Merck Financial Services GmbH                                                               | Merck Financial Services GmbH                                                               | CUSIP: N/A<br>LEI: 549300OELEN3ZS5RB682       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $103136.65    | 0.00%             | 2031-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      644000 | PA      | $639361.38    | 0.03%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87761.43     | 0.00%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                   | Caesars Entertainment Inc                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $1905105.22   | 0.08%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          22 | NC      | $-3766.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1312000 | PA      | $919475.98    | 0.04%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      464000 | PA      | $466051.50    | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                                       | Applied Materials Inc                                                                       | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |      515000 | PA      | $509357.89    | 0.02%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  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              | XX        |     1525000 | PA      | $1580937.00   | 0.07%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                                  | Eaton Corp                                                                                  | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88331.12     | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Hayward Industries Inc Term Loan B                                                          | Hayward Industries Inc Term Loan B                                                          | CUSIP: N/A<br>LEI: 549300NV8ZMMEDUHQ091       | Long             | LON              | CORP              | US        |      146200 | PA      | $146565.16    | 0.01%             | 2028-05-28      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96525.65     | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                            | Altria Group Inc                                                                            | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      150000 | PA      | $144129.06    | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                                  | Navient Student Loan Trust                                                                  | CUSIP: 63942TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1592868 | PA      | $1644253.38   | 0.07%             | 2072-03-15      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                                    | Willis North America Inc                                                                    | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100696.90    | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia SA                                                                   | Naturgy Finance Iberia SA                                                                   | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $112744.47    | 0.00%             | 2028-01-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427MMB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1157914 | PA      | $1161761.28   | 0.05%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                           | Kinder Morgan Inc                                                                           | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105440.26    | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp                       | Triton Container International Ltd / TAL International Container Corp                       | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      612000 | PA      | $548496.13    | 0.02%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd                                                                          | Ardonagh Finco Ltd                                                                          | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $209190.40    | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                                | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100034.04    | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1047000 | PA      | $868909.41    | 0.04%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                       | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210194.19    | 0.01%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                           | FortisAlberta Inc                                                                           | CUSIP: 34957ZAU8<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67430.75     | 0.00%             | 2045-09-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                 | MetLife Inc                                                                                 | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96880.56     | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                          | Conagra Brands Inc                                                                          | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      131000 | PA      | $119956.64    | 0.01%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                              | Fairfax Financial Holdings Ltd                                                              | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $106390.80    | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                                                | MKT 2020-525M Mortgage Trust                                                                | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1257796.68   | 0.05%             | 2040-02-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95720.39     | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                                | Apollo Global Management Inc                                                                | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49705.80     | 0.00%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: —       |
| Gray Oak Pipeline LLC                                                                       | Gray Oak Pipeline LLC                                                                       | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      982000 | PA      | $969064.72    | 0.04%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51436.42     | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $415729.60    | 0.02%             | 2085-08-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                          | Burford Capital Global Finance LLC                                                          | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     5675000 | PA      | $5873557.81   | 0.25%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                                   | Rogers Communications Inc                                                                   | CUSIP: 775109CT6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $84327.12     | 0.00%             | 2039-11-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc Term Loan B                                                              | Varsity Brands Inc Term Loan B                                                              | CUSIP: N/A<br>LEI: 254900PLBJA0I5NSTT38       | Long             | LON              | CORP              | US        |      207005 | PA      | $207367.26    | 0.01%             | 2031-08-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                         | International Bank for Reconstruction & Development                                         | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |     1734000 | PA      | $1634663.54   | 0.07%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust Series 2003-B                                            | New Century Home Equity Loan Trust Series 2003-B                                            | CUSIP: 64352VES6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110258 | PA      | $110763.35    | 0.00%             | 2033-10-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                           | Enterprise Products Operating LLC                                                           | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      392000 | PA      | $396843.38    | 0.02%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                                  | CNH Industrial Capital LLC                                                                  | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      662000 | PA      | $661034.68    | 0.03%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                                       | Becton Dickinson & Co                                                                       | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $76072.01     | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                                   | Australia & New Zealand Banking Group Ltd                                                   | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $179195.23    | 0.01%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320805<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |        5000 | NS      | $122050.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54917.84     | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1301597 | PA      | $1318594.34   | 0.06%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                                    | Corebridge Financial Inc                                                                    | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95120.44     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2913542.80   | 0.12%             | N/A             | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC Term Loan B2                                                        | Brown Group Holding LLC Term Loan B2                                                        | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |      542257 | PA      | $544290.13    | 0.02%             | 2031-07-01      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                                      | International Flavors & Fragrances Inc                                                      | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |       75000 | PA      | $60625.36     | 0.00%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                                    | APA Corp                                                                                    | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     2716000 | PA      | $2255445.73   | 0.09%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                                       | Amrize Finance US LLC                                                                       | CUSIP: 43475RAG1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |       50000 | PA      | $57751.15     | 0.00%             | 2036-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                               | UniCredit SpA                                                                               | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      150000 | PA      | $177312.48    | 0.01%             | 2033-01-16      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                              | Albemarle Corp                                                                              | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99333.78     | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Chase Auto Owner Trust 2024-4                                                               | Chase Auto Owner Trust 2024-4                                                               | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      322260 | PA      | $322744.78    | 0.01%             | 2027-09-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                          | BX Trust 2019-OC11                                                                          | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1657120.85   | 0.07%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC Term Loan B                                                         | Windstream Services LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: 549300KT9GVEBYCD2N29       | Long             | LON              | CORP              | US        |       87000 | PA      | $85912.50     | 0.00%             | 2032-09-24      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                                    | Acadia Healthcare Co Inc                                                                    | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1296561.79   | 0.05%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      286000 | PA      | $221025.35    | 0.01%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                                 | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1152104.80   | 0.05%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      975000 | PA      | $1017184.35   | 0.04%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Disco Parent Inc / Duck Creek Technologies Inc                                              | Disco Parent Inc / Duck Creek Technologies Inc                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       65000 | PA      | $65243.75     | 0.00%             | 2032-08-06      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust 2024-1                                                | Harvest Commercial Capital Loan Trust 2024-1                                                | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1749893 | PA      | $1795449.84   | 0.08%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| National Health Investors Inc                                                               | National Health Investors Inc                                                               | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |      178000 | PA      | $176014.06    | 0.01%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XJ4S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1697684 | PA      | $1390569.72   | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                             | DTE Electric Co                                                                             | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      921000 | PA      | $744634.71    | 0.03%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                                 | Enbridge Energy Partners LP                                                                 | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |      150000 | PA      | $177279.56    | 0.01%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      378000 | PA      | $369343.37    | 0.02%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                                    | Cooperatieve Rabobank UA                                                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112642.84    | 0.00%             | 2028-05-05      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                                          | Saavi Energia Sarl                                                                          | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     2775000 | PA      | $2983125.00   | 0.12%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                                 | Blue Owl Credit Income Corp                                                                 | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51910.60     | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                          | Ally Financial Inc                                                                          | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2293670.30   | 0.10%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                                 | Italgas SpA                                                                                 | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $101842.92    | 0.00%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2006-B                                                | SLM Private Credit Student Loan Trust 2006-B                                                | CUSIP: 78443CCY8<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |      452093 | PA      | $439590.18    | 0.02%             | 2039-12-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                                       | MidAmerican Energy Co                                                                       | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48614.29     | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B1FY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     1765107 | PA      | $226909.03    | 0.01%             | 2048-03-25      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99279.01     | 0.00%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Grace Trust 2020-GRCE                                                                       | Grace Trust 2020-GRCE                                                                       | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1072000 | PA      | $955093.58    | 0.04%             | 2040-12-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                              | Constellium SE                                                                              | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     1325000 | PA      | $1265075.72   | 0.05%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1184000 | PA      | $1001638.67   | 0.04%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $177859.07    | 0.01%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109447.99    | 0.00%             | 2029-05-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                                 | United States Treasury Bill                                                                 | CUSIP: 912797RX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18325000 | PA      | $18240686.68  | 0.76%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136BAML5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     2088777 | PA      | $256418.89    | 0.01%             | 2050-06-25      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1450303 | PA      | $1452129.78   | 0.06%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: 853254DF4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     2325000 | PA      | $2468622.23   | 0.10%             | N/A             | Variable      | 7.63%                 | No            |                  2 | On Loan: —       |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      953000 | PA      | $963888.84    | 0.04%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                                     | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      663000 | PA      | $665129.50    | 0.03%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| XPLOR T1 LLC Term Loan B                                                                    | XPLOR T1 LLC Term Loan B                                                                    | CUSIP: N/A<br>LEI: 254900GF3CVSREM2EJ05       | Long             | LON              | CORP              | US        |      122650 | PA      | $122496.69    | 0.01%             | 2031-06-24      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                                     | Indonesia Treasury Bond                                                                     | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 67100000000 | PA      | $4200831.21   | 0.18%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC Term Loan                                                                   | Naked Juice LLC Term Loan                                                                   | CUSIP: N/A<br>LEI: 549300Y5TU1XQ1KVLJ64       | Long             | LON              | CORP              | US        |      122000 | PA      | $122661.24    | 0.01%             | 2029-01-24      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $2608910.20   | 0.11%             | N/A             | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      330000 | PA      | $414797.29    | 0.02%             | 2033-11-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                             | Genesis Energy LP / Genesis Energy Finance Corp                                             | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1370118.10   | 0.06%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                       | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                       | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2943575.10   | 0.12%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                         | Georgia-Pacific LLC                                                                         | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      272000 | PA      | $273958.26    | 0.01%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                           | EOG Resources Inc                                                                           | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52156.42     | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc Term Loan B                                                          | AI Aqua Merger Sub Inc Term Loan B                                                          | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |      373431 | PA      | $374114.82    | 0.02%             | 2028-07-30      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                               | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      909000 | PA      | $972092.84    | 0.04%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                                  | FedEx Corp                                                                                  | CUSIP: 31428XDV5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88087.81     | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1586000 | PA      | $1572989.85   | 0.07%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Vanguard Intermediate-Term Corporate Bond ETF                                               | Vanguard Intermediate-Term Corporate Bond ETF                                               | CUSIP: 92206C870<br>LEI: N/A                  | Long             | EC               | RF                | US        |       77845 | NS      | $6542872.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC Term Loan B6                                                               | CSC Holdings LLC Term Loan B6                                                               | CUSIP: N/A<br>LEI: 3HG2WD2W22M120IUNG49       | Long             | LON              | CORP              | US        |      759516 | PA      | $751549.06    | 0.03%             | 2028-01-18      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      549000 | PA      | $555832.00    | 0.02%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                                   | Rio Tinto Finance USA Ltd                                                                   | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $63111.43     | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      278000 | PA      | $286344.88    | 0.01%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W446<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |        6422 | NS      | $107375.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                                                       | General Dynamics Corp                                                                       | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21575.49     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC Term Loan B                                                         | Talen Energy Supply LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: K5K33XN0PQAU1XF7NN66       | Long             | LON              | CORP              | US        |      665202 | PA      | $665514.21    | 0.03%             | 2031-12-11      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111720.89    | 0.00%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200098.10    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                            | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1491722.40   | 0.06%             | N/A             | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XHA49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2091680 | PA      | $1946557.87   | 0.08%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1053000 | PA      | $847393.45    | 0.04%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                                  | Zoetis Inc                                                                                  | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50147.24     | 0.00%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                                                      | Massachusetts Mutual Life Insurance Co                                                      | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49196.66     | 0.00%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                               | Banner Health                                                                               | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46412.89     | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Egypt Government Bond                                                                       | Egypt Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    53500000 | PA      | $1145541.72   | 0.05%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| ICA ICTAS Altyapi Yavuz Sultan Selim Koprusu Ve Kuzey Cevre Otoyolu Yatirim Ve I            | ICA ICTAS Altyapi Yavuz Sultan Selim Koprusu Ve Kuzey Cevre Otoyolu Yatirim Ve I            | CUSIP: M531A7AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |     1850000 | PA      | $1887537.48   | 0.08%             | 2027-10-31      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                          | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $50163.76     | 0.00%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      602000 | PA      | $625223.27    | 0.03%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp                                                                         | Africa Finance Corp                                                                         | CUSIP: 00832XAA9<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | CORP              | XX        |     1525000 | PA      | $1522319.80   | 0.06%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                           | Johnson & Johnson                                                                           | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95291.20     | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| South32 Treasury Ltd                                                                        | South32 Treasury Ltd                                                                        | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |     1040000 | PA      | $1004565.85   | 0.04%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                               | Owens Corning                                                                               | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      348000 | PA      | $355038.62    | 0.01%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                                   | Ivory Coast Government International Bond                                                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1725000 | PA      | $1816319.91   | 0.08%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                                | Huntington National Bank/The                                                                | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251222.63    | 0.01%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                     | MPLX LP                                                                                     | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41697.51     | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      100000 | PA      | $106217.29    | 0.00%             | 2043-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                           | Telstra Group Ltd                                                                           | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $111074.86    | 0.00%             | 2029-03-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                                          | Leviathan Bond Ltd                                                                          | CUSIP: M6746GAC0<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     3075000 | PA      | $3088068.75   | 0.13%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                                          | F&G Global Funding                                                                          | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      947000 | PA      | $921402.39    | 0.04%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 Mortgage Trust                                                               | COMM 2018-COR3 Mortgage Trust                                                               | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2106730 | PA      | $2069164.05   | 0.09%             | 2051-05-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                              | Mastercard Inc                                                                              | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      770000 | PA      | $774157.85    | 0.03%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1381693.18   | 0.06%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                                           | IBM International Capital Pte Ltd                                                           | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     2031000 | PA      | $2071041.92   | 0.09%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $713148.83    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                                  | Allianz SE                                                                                  | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119246.84    | 0.00%             | 2052-07-05      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                                       | RPM International Inc                                                                       | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      227000 | PA      | $205595.87    | 0.01%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1537000 | PA      | $1377824.07   | 0.06%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc Term Loan B                                                        | Zelis Payments Buyer Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300U8NGLZN5R1Y309       | Long             | LON              | CORP              | US        |      244717 | PA      | $240683.62    | 0.01%             | 2029-09-28      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                                 | Royal Caribbean Cruises Ltd                                                                 | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      100000 | PA      | $102670.98    | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      242000 | PA      | $214905.82    | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                                         | Otis Worldwide Corp                                                                         | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      383000 | PA      | $388806.05    | 0.02%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Africell Holding Ltd                                                                        | Africell Holding Ltd                                                                        | CUSIP: G010A5AA7<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $297804.89    | 0.01%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| Becton Dickinson & Co                                                                       | Becton Dickinson & Co                                                                       | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      810000 | PA      | $818664.89    | 0.03%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                                     | E.ON SE                                                                                     | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $114764.88    | 0.00%             | 2037-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      200000 | PA      | $202882.88    | 0.01%             | 2031-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5200000 | PA      | $4366562.51   | 0.18%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2331000 | PA      | $2613661.79   | 0.11%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                         | Synchrony Financial                                                                         | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88786.25     | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC Term Loan B                                                           | Priority Holdings LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       64058 | PA      | $63945.87     | 0.00%             | 2032-07-23      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                                 | Coastal Gaslink Pipeline LP                                                                 | CUSIP: 19046FAM4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75081.82     | 0.00%             | 2029-09-30      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198047.78    | 0.01%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                               | Colombian TES                                                                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 12088400000 | PA      | $3132343.29   | 0.13%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                               | Heimstaden Bostad Treasury BV                                                               | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $110318.46    | 0.00%             | 2028-07-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      318000 | PA      | $308841.14    | 0.01%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                                        | Westpac Banking Corp                                                                        | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $206103.41    | 0.01%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                                          | Grupo Televisa SAB                                                                          | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       50000 | PA      | $45889.64     | 0.00%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| B&G Foods Inc Term Loan B5                                                                  | B&G Foods Inc Term Loan B5                                                                  | CUSIP: N/A<br>LEI: 549300TRW1LZMDJZAQ78       | Long             | LON              | CORP              | US        |       45884 | PA      | $43773.47     | 0.00%             | 2029-10-10      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                                                   | Stellantis Finance US Inc                                                                   | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      795000 | PA      | $825243.20    | 0.03%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XHK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1205963 | PA      | $1190772.92   | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $846721.04    | 0.04%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2143000 | PA      | $1947531.08   | 0.08%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc                                        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                        | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      420000 | PA      | $428649.90    | 0.02%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                                  | Iberdrola International BV                                                                  | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |       75000 | PA      | $85248.48     | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                       | Uber Technologies Inc                                                                       | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      286000 | PA      | $283836.55    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      968986 | PA      | $970903.80    | 0.04%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                            | FirstEnergy Corp                                                                            | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $70031.78     | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                               | Southern California Edison Co                                                               | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $73042.69     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                                      | Cie de Saint-Gobain SA                                                                      | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115475.59    | 0.00%             | 2027-10-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1811000 | PA      | $1856672.53   | 0.08%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                            | Kilroy Realty LP                                                                            | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99942.72     | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                                     | Entergy Mississippi LLC                                                                     | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      365000 | PA      | $283311.12    | 0.01%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                          | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1500000 | PA      | $1676584.50   | 0.07%             | N/A             | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                         | Gilead Sciences Inc                                                                         | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      630000 | PA      | $646601.33    | 0.03%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc - 4A2 Shares                                                           | Crown Finance US Inc - 4A2 Shares                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       65846 | NS      | $1386321.68   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Teranet Holdings LP                                                                         | Teranet Holdings LP                                                                         | CUSIP: 880789AS1<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71567.50     | 0.00%             | 2029-02-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                              | BP Capital Markets America Inc                                                              | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101758.51    | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Sovcombank Via Sovcom Capital DAC - Escrow                                                  | Sovcombank Via Sovcom Capital DAC - Escrow                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |      230000 | PA      | $0.00         | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                                  | Fiserv Inc                                                                                  | CUSIP: N/A<br>LEI: GI7UBEJLXYLGR2C7GV83       | Long             | DBT              | CORP              | US        |      100000 | PA      | $118591.78    | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ascensus Holdings Inc Term Loan B                                                           | Ascensus Holdings Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44326 | PA      | $44344.34     | 0.00%             | 2028-08-02      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                                  | Mizuho Financial Group Inc                                                                  | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $120126.92    | 0.01%             | 2028-05-20      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     2750000 | PA      | $2912360.00   | 0.12%             | 2035-02-11      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                            | Zions Bancorp NA                                                                            | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     1042000 | PA      | $1106113.46   | 0.05%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                             | Genesis Energy LP / Genesis Energy Finance Corp                                             | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $496278.20    | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc Term Loan B                                                        | TK Elevator US Newco Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |      671003 | PA      | $674780.98    | 0.03%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1600000 | PA      | $1618504.77   | 0.07%             | 2085-10-31      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5842.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $221471.64    | 0.01%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                            | TotalEnergies SE                                                                            | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $102450.47    | 0.00%             | N/A             | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                                                                        | Associated Banc-Corp                                                                        | CUSIP: 045487600<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |        6638 | NS      | $163958.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ghana Government International Bond                                                         | Ghana Government International Bond                                                         | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1818992 | PA      | $1569482.28   | 0.07%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                 | Walmart Inc                                                                                 | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46989.00     | 0.00%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                             | Nordea Bank Abp                                                                             | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      100000 | PA      | $113634.15    | 0.00%             | 2032-08-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                                       | Banque Federative du Credit Mutuel SA                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121547.60    | 0.01%             | 2030-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co                                                                  | New York Life Insurance Co                                                                  | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75932.94     | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      296645 | OU      | $16073.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                                        | Westpac Banking Corp                                                                        | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $89587.93     | 0.00%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38165.41     | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                              | Oncor Electric Delivery Co LLC                                                              | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209615.46    | 0.01%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      235000 | PA      | $240786.51    | 0.01%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                          | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GFT1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      150000 | PA      | $153712.19    | 0.01%             | 2030-01-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      593000 | PA      | $620414.47    | 0.03%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                       | Entergy Louisiana LLC                                                                       | CUSIP: 29364W108<br>LEI: 0V5453U14HDZO63CGH17 | Long             | EP               | CORP              | US        |        9359 | NS      | $198878.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviation Capital Group LLC                                                                  | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103995.83    | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                       | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      669000 | PA      | $713246.84    | 0.03%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                              | BMW Finance NV                                                                              | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       50000 | PA      | $58249.21     | 0.00%             | 2035-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QP2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2944295 | PA      | $2819126.85   | 0.12%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes 2024-SFR1 Trust                                                            | Invitation Homes 2024-SFR1 Trust                                                            | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1497435 | PA      | $1473487.61   | 0.06%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc PIK Term Loan B                                              | Sound Inpatient Physicians Inc PIK Term Loan B                                              | CUSIP: N/A<br>LEI: 54930047QBMPL027P218       | Long             | LON              | CORP              | US        |      315775 | PA      | $300580.22    | 0.01%             | 2028-06-28      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-33156.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                                               | Yinson Bergenia Production BV                                                               | CUSIP: N97336AA4<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     1125000 | PA      | $1181315.96   | 0.05%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                                      | Harvest Midstream I LP                                                                      | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1217686.58   | 0.05%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                        | Booking Holdings Inc                                                                        | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |      100000 | PA      | $114395.15    | 0.00%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KNLB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3158445 | PA      | $2715712.43   | 0.11%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                                         | Cardinal Health Inc                                                                         | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      395000 | PA      | $397128.01    | 0.02%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                                | Holcim Finance Luxembourg SA                                                                | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      175000 | PA      | $197899.40    | 0.01%             | 2026-11-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2115382.00   | 0.09%             | 2082-10-27      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                    | Celanese US Holdings LLC                                                                    | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1742945.55   | 0.07%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Barrick PD Australia Finance Pty Ltd                                                        | Barrick PD Australia Finance Pty Ltd                                                        | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $53167.64     | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                                    | Toyota Motor Credit Corp                                                                    | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50127.33     | 0.00%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                                                        | Cantor Fitzgerald LP                                                                        | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99387.51     | 0.00%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                                     | Marathon Petroleum Corp                                                                     | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      542000 | PA      | $560786.41    | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      821999 | PA      | $701529.03    | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80936.24     | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Co Ltd                                                              | Arctic Canadian Diamond Co Ltd                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     4625710 | PA      | $2213633.37   | 0.09%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Uzbekistan International Bond                                                   | Republic of Uzbekistan International Bond                                                   | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     1775000 | PA      | $1922033.14   | 0.08%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp Term Loan B                                                       | Gainwell Acquisition Corp Term Loan B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      277543 | PA      | $274767.27    | 0.01%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                              | Virginia Electric and Power Co                                                              | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      150000 | PA      | $132851.59    | 0.01%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                            | WULF Compute LLC                                                                            | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3590000 | PA      | $3729561.03   | 0.16%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                                | Southern Co Gas Capital Corp                                                                | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |       75000 | PA      | $65847.89     | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                                 | Vancouver Airport Authority                                                                 | CUSIP: 92157WAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      250000 | PA      | $167035.04    | 0.01%             | 2030-09-20      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $57225.49     | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2564000 | PA      | $2390729.70   | 0.10%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      511000 | PA      | $433012.62    | 0.02%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                                       | Jackson Financial Inc                                                                       | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100946.51    | 0.00%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                                      | SAP SE                                                                                      | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $112569.51    | 0.00%             | 2028-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                            | Nestle Finance International Ltd                                                            | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       50000 | PA      | $57388.23     | 0.00%             | 2038-09-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      100000 | PA      | $110408.92    | 0.00%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                                   | Invitation Homes Operating Partnership LP                                                   | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104137.29    | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                                         | Volkswagen International Finance NV                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113789.47    | 0.00%             | 2038-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                         | Elevance Health Inc                                                                         | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      100000 | PA      | $85764.08     | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                               | Hydro One Inc                                                                               | CUSIP: 44810ZCS7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73173.15     | 0.00%             | 2035-01-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                                          | Diageo Finance PLC                                                                          | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $111421.22    | 0.00%             | 2032-03-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $847856.00    | 0.04%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                                | Continental Resources Inc/OK                                                                | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87321.46     | 0.00%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                                                                            | Enel Americas SA                                                                            | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |      100000 | PA      | $99780.80     | 0.00%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                                         | General Electric Co                                                                         | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      260000 | PA      | $264829.05    | 0.01%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                              | Greensaif Pipelines Bidco Sarl                                                              | CUSIP: L4464DAF6<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     1775000 | PA      | $1884272.53   | 0.08%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $196726.93    | 0.01%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                                                                                  | MasTec Inc                                                                                  | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      492000 | PA      | $514246.99    | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc Term Loan B6                                                  | Sinclair Television Group Inc Term Loan B6                                                  | CUSIP: N/A<br>LEI: 549300CQGEN0CH65UD62       | Long             | LON              | CORP              | US        |       54737 | PA      | $49639.75     | 0.00%             | 2029-12-31      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                                | Bread Financial Holdings Inc                                                                | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      975000 | PA      | $981670.99    | 0.04%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PODS LLC Term Loan B                                                                        | PODS LLC Term Loan B                                                                        | CUSIP: N/A<br>LEI: 984500EC4ZCD5U1SDF04       | Long             | LON              | CORP              | US        |       39073 | PA      | $38277.02     | 0.00%             | 2028-03-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC Term Loan B                                                              | CHG PPC Parent LLC Term Loan B                                                              | CUSIP: N/A<br>LEI: 54930019XJQNJAGXQ664       | Long             | LON              | CORP              | US        |      118035 | PA      | $118477.70    | 0.00%             | 2028-12-08      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                                | Takeda Pharmaceutical Co Ltd                                                                | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $153465.57    | 0.01%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KRE34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3969144 | PA      | $3987169.66   | 0.17%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                                   | Orange SA                                                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $97186.68     | 0.00%             | 2032-09-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Finance Subsidiary LLC                                                              | Carlyle Finance Subsidiary LLC                                                              | CUSIP: 14314DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $97142.22     | 0.00%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp                                                                            | Boyd Gaming Corp                                                                            | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     2490000 | PA      | $2397596.10   | 0.10%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                             | IHS Holding Ltd                                                                             | CUSIP: G4701HAC3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      325000 | PA      | $338099.32    | 0.01%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $96605.05     | 0.00%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100731.23    | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                                         | CRH SMW Finance DAC                                                                         | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $205807.46    | 0.01%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                              | Rocket Cos Inc                                                                              | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $515751.50    | 0.02%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                          | Vodafone Group PLC                                                                          | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      901000 | PA      | $891564.48    | 0.04%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                             | Unilever Finance Netherlands BV                                                             | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $108650.33    | 0.00%             | 2030-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                                 | Asbury Automotive Group Inc                                                                 | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      600000 | PA      | $577765.68    | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avalara Inc Term Loan B                                                                     | Avalara Inc Term Loan B                                                                     | CUSIP: N/A<br>LEI: 549300Q16CMW239SS315       | Long             | LON              | CORP              | US        |      198078 | PA      | $198400.37    | 0.01%             | 2032-03-26      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      271000 | PA      | $282816.73    | 0.01%             | 2036-05-09      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     3000000 | PA      | $3245602.89   | 0.14%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $400087.60    | 0.02%             | N/A             | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| UMB Financial Corp                                                                          | UMB Financial Corp                                                                          | CUSIP: 902788405<br>LEI: 549300MGEH3N3CUCV828 | Long             | EP               | CORP              | US        |       23100 | NS      | $623700.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                                                               | Affiliated Managers Group Inc                                                               | CUSIP: 008252843<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |        9887 | NS      | $173220.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203855.69    | 0.01%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                           | National Rural Utilities Cooperative Finance Corp                                           | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      862000 | PA      | $864777.23    | 0.04%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Victra Holdings LLC Term Loan B                                                             | Victra Holdings LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 549300KWDYQKQSF0MQ18       | Long             | LON              | CORP              | US        |      974246 | PA      | $976077.41    | 0.04%             | 2029-03-31      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| ROCK Trust 2024-CNTR                                                                        | ROCK Trust 2024-CNTR                                                                        | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      225000 | PA      | $230921.21    | 0.01%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                                  | Unum Group                                                                                  | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49889.92     | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      570000 | PA      | $572812.99    | 0.02%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NWD MTN Ltd                                                                                 | NWD MTN Ltd                                                                                 | CUSIP: G6681PAR1<br>LEI: 254900STSWBVJ5FV9O74 | Long             | DBT              | CORP              | VG        |     1250000 | PA      | $918952.55    | 0.04%             | 2029-07-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      826000 | PA      | $860863.42    | 0.04%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Entain Holdings Gibraltar Ltd                                                               | Entain Holdings Gibraltar Ltd                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IM        |      214333 | PA      | $214161.19    | 0.01%             | 2029-10-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                                      | Credit Acceptance Corp                                                                      | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3775000 | PA      | $3958887.80   | 0.17%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      200000 | PA      | $156625.73    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                                          | Sonoco Products Co                                                                          | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      799000 | PA      | $788866.80    | 0.03%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1071000 | PA      | $948120.88    | 0.04%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      880934 | PA      | $913154.61    | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1326312.77   | 0.06%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                                  | Hasbro Inc                                                                                  | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198654.88    | 0.01%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      150000 | PA      | $118123.43    | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                            | Exxon Mobil Corp                                                                            | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198738.40    | 0.01%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       59100 | NS      | $1441449.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group LP                                                                     | Simon Property Group LP                                                                     | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103211.27    | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                                          | Sonoco Products Co                                                                          | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     1064000 | PA      | $1070865.46   | 0.04%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                         | Constellation Energy Generation LLC                                                         | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106808.92    | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                            | HF Sinclair Corp                                                                            | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50844.15     | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                               | E.ON International Finance BV                                                               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $134421.79    | 0.01%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101677.74    | 0.00%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1000000 | OU      | $42846.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                                    | ASTM SpA                                                                                    | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $113606.59    | 0.00%             | 2026-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      100000 | PA      | $120604.87    | 0.01%             | 2031-02-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      355000 | PA      | $381376.07    | 0.02%             | 2046-01-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1528260 | PA      | $1549568.96   | 0.06%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      236000 | PA      | $247306.23    | 0.01%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc Term Loan                                                                      | Cotiviti Inc Term Loan                                                                      | CUSIP: N/A<br>LEI: 254900YAQHVRTG4IFI64       | Long             | LON              | CORP              | US        |       97375 | PA      | $93510.19     | 0.00%             | 2032-03-26      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                                     | Eni SpA                                                                                     | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $121870.64    | 0.01%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                                     | UKG Inc                                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3242477.70   | 0.14%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70647.04     | 0.00%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179VHU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      563495 | PA      | $539769.93    | 0.02%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                                   | GM Financial Consumer Automobile Receivables Trust 2024-1                                   | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1695074 | PA      | $1704021.72   | 0.07%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc Term Loan B                                                         | New Fortress Energy Inc Term Loan B                                                         | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |       69000 | PA      | $30816.09     | 0.00%             | 2028-10-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $149628.78    | 0.01%             | 2041-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co Inc Term Loan B                                                             | Boxer Parent Co Inc Term Loan B                                                             | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | LON              | CORP              | US        |      601691 | PA      | $597292.80    | 0.02%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                                   | United Parcel Service Inc                                                                   | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195507.18    | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Notting Hill Genesis                                                                        | Notting Hill Genesis                                                                        | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $124337.48    | 0.01%             | 2029-01-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                           | Amcor Flexibles North America Inc                                                           | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103415.70    | 0.00%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                                      | International Paper Co                                                                      | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |       75000 | PA      | $62702.61     | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93465.33     | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                                          | Anheuser-Busch InBev Worldwide Inc                                                          | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       80000 | PA      | $73422.62     | 0.00%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                                    | Grand City Properties SA                                                                    | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $120188.26    | 0.01%             | 2030-01-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                            | Pernod Ricard SA                                                                            | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110074.75    | 0.00%             | 2030-04-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp                                                            | Algonquin Power & Utilities Corp                                                            | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |      278000 | PA      | $279323.00    | 0.01%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      500000 | PA      | $491361.15    | 0.02%             | N/A             | Variable      | 3.95%                 | No            |                  2 | On Loan: —       |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427NHJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1466788 | PA      | $1496362.97   | 0.06%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc Term Loan B                                                                 | Alera Group Inc Term Loan B                                                                 | CUSIP: N/A<br>LEI: 2549003D76KZAKICNX26       | Long             | LON              | CORP              | US        |      277000 | PA      | $278324.06    | 0.01%             | 2032-05-31      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50842.05     | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Willis North America Inc                                                                    | Willis North America Inc                                                                    | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      502000 | PA      | $508741.90    | 0.02%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                                 | Abertis Infraestructuras SA                                                                 | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $119126.50    | 0.00%             | 2028-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                                         | Kimco Realty OP LLC                                                                         | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24893.07     | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      327000 | PA      | $330149.26    | 0.01%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1809740 | PA      | $1686378.71   | 0.07%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                        | LifePoint Health Inc                                                                        | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      775000 | PA      | $836700.08    | 0.03%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                 | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1204000 | PA      | $1132639.84   | 0.05%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                                    | Granite REIT Holdings LP                                                                    | CUSIP: 387427AH0<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71341.49     | 0.00%             | 2027-06-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                                | KBC Group NV                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $117673.20    | 0.00%             | 2027-11-23      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                                       | Tesco Corporate Treasury Services PLC                                                       | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $121572.19    | 0.01%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC Term Loan B                                                     | Allied Universal Holdco LLC Term Loan B                                                     | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | LON              | CORP              | US        |      335000 | PA      | $336182.55    | 0.01%             | 2032-08-06      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      770000 | PA      | $776401.02    | 0.03%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2024-A LLC                                                       | ELFI Graduate Loan Program 2024-A LLC                                                       | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1482514 | PA      | $1511540.02   | 0.06%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                  | Humana Inc                                                                                  | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47881.34     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                                       | 3M Co                                                                                       | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98955.21     | 0.00%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                            | Brixmor Operating Partnership LP                                                            | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98158.01     | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC DIP PIK TERM                                                         | First Brands Group LLC DIP PIK TERM                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1617390 | PA      | $648427.80    | 0.03%             | 2026-06-29      | Floating      | 16.25%                | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                               | Transurban Finance Co Pty Ltd                                                               | CUSIP: 89400PAJ2<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $73243.73     | 0.00%             | 2028-11-14      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                                     | M&G PLC                                                                                     | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $131474.93    | 0.01%             | 2051-10-20      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                               | Colombian TES                                                                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 21198000000 | PA      | $5896774.62   | 0.25%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                             | Berkshire Hathaway Finance Corp                                                             | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      150000 | PA      | $92251.58     | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                           | Post Holdings Inc                                                                           | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      990000 | PA      | $1001595.87   | 0.04%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                               | McKesson Corp                                                                               | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      997000 | PA      | $1022851.12   | 0.04%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                                      | Mercedes-Benz International Finance BV                                                      | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $120285.61    | 0.01%             | 2031-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                                         | Kimco Realty OP LLC                                                                         | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88267.86     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                                      | TotalEnergies Capital International SA                                                      | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $75836.95     | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                                   | Rogers Communications Inc                                                                   | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $98580.44     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                              | Loblaw Cos Ltd                                                                              | CUSIP: 539481AP6<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76549.14     | 0.00%             | 2032-09-13      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                              | Starbucks Corp                                                                              | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42633.25     | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                              | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121538.35    | 0.01%             | 2034-10-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                               | Aroundtown SA                                                                               | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $122113.18    | 0.01%             | 2029-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                               | Kroger Co/The                                                                               | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43591.79     | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2600000 | PA      | $2568184.58   | 0.11%             | 2084-11-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                                    | Liberty Mutual Group Inc                                                                    | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2290292.88   | 0.10%             | 2087-03-07      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co                                                              | Meiji Yasuda Life Insurance Co                                                              | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |     1500000 | PA      | $1572207.00   | 0.07%             | 2055-06-11      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                      | Roper Technologies Inc                                                                      | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200396.71    | 0.01%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1137000 | PA      | $1133864.57   | 0.05%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $197350.95    | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368MRF3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $54226.41     | 0.00%             | 2031-06-03      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                  | Humana Inc                                                                                  | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      284000 | PA      | $299299.11    | 0.01%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                | Thermo Fisher Scientific Inc                                                                | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |       50000 | PA      | $66509.40     | 0.00%             | 2036-03-07      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                        | Mexico Government International Bond                                                        | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1019000 | PA      | $1018184.80   | 0.04%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc                                                   | Fresenius Medical Care US Finance III Inc                                                   | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |      150000 | PA      | $146125.34    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                              | Microsoft Corp                                                                              | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      150000 | PA      | $88743.96     | 0.00%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                             | American Airlines Inc/AAdvantage Loyalty IP Ltd                                             | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      750000 | PA      | $756710.25    | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                                  | Vmed O2 UK Financing I PLC                                                                  | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     3450000 | PA      | $3149842.41   | 0.13%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                               | Ford Motor Co                                                                               | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      272000 | PA      | $218889.34    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                                                        | Smithfield Foods Inc                                                                        | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88165.08     | 0.00%             | 2031-09-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                                   | Credit Agricole SA/London                                                                   | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111453.21    | 0.00%             | 2029-03-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                               | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                               | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3675000 | PA      | $3076291.38   | 0.13%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                                | LYB International Finance BV                                                                | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $42579.86     | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding VII Ltd                                                                  | Alpha Star Holding VII Ltd                                                                  | CUSIP: N/A<br>LEI: 54930009KEU618VJFE06       | Long             | DBT              | CORP              | AE        |     2725000 | PA      | $2747039.80   | 0.11%             | 2026-04-27      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC Term Loan B                                                       | Stonepeak Nile Parent LLC Term Loan B                                                       | CUSIP: N/A<br>LEI: 254900TJV3VAFZD0GU41       | Long             | LON              | CORP              | US        |      125000 | PA      | $124817.50    | 0.01%             | 2032-04-09      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QMRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2231703 | PA      | $1834397.48   | 0.08%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118466.06    | 0.00%             | 2035-07-16      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                              | Halliburton Co                                                                              | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197454.74    | 0.01%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      800000 | PA      | $842836.00    | 0.04%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XR3G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1529411 | PA      | $1534559.11   | 0.06%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14809.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                            | Reinsurance Group of America Inc                                                            | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1983647.50   | 0.08%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                        | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                        | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1449728.55   | 0.06%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Greenpoint Manufactured Housing                                                             | Greenpoint Manufactured Housing                                                             | CUSIP: 395383AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1126384 | PA      | $1125672.97   | 0.05%             | 2029-12-15      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                                       | Massachusetts Institute of Technology                                                       | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      100000 | PA      | $69106.72     | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                                   | Adobe Inc                                                                                   | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      326000 | PA      | $330525.52    | 0.01%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                           | National Rural Utilities Cooperative Finance Corp                                           | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      281000 | PA      | $285082.38    | 0.01%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                              | British Telecommunications PLC                                                              | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $121047.04    | 0.01%             | 2031-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                          | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                          | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      950000 | PA      | $880595.53    | 0.04%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      961000 | PA      | $961406.35    | 0.04%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |      100000 | PA      | $118414.51    | 0.00%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2724796 | PA      | $2615562.99   | 0.11%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      855000 | PA      | $811763.88    | 0.03%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                                          | Cadent Finance PLC                                                                          | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $135229.16    | 0.01%             | 2034-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc                                                                | Texas Capital Bancshares Inc                                                                | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      511000 | PA      | $502711.51    | 0.02%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F0526B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4804000 | PA      | $4853465.15   | 0.20%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                                    | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100168.96    | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                                       | Republic Services Inc                                                                       | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102752.95    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                            | Equitable America Global Funding                                                            | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49931.95     | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                           | LEG Immobilien SE                                                                           | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $99816.69     | 0.00%             | 2031-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment Inc                                                                    | Jacobs Entertainment Inc                                                                    | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |      900000 | PA      | $871875.00    | 0.04%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc Term Loan B                                                       | QXO Building Products Inc Term Loan B                                                       | CUSIP: N/A<br>LEI: 549300HDXQWWCBOYXP31       | Long             | LON              | CORP              | US        |       60889 | PA      | $60929.69     | 0.00%             | 2032-04-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: 05578QAG8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      950000 | PA      | $711410.21    | 0.03%             | 2042-10-19      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                          | Conagra Brands Inc                                                                          | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50675.27     | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1279421 | PA      | $1259750.82   | 0.05%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                                 | Netflix Inc                                                                                 | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      100000 | PA      | $119287.75    | 0.00%             | 2030-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC Term Loan B                                                 | Traverse Midstream Partners LLC Term Loan B                                                 | CUSIP: N/A<br>LEI: 549300DHTM8B2X5QMJ22       | Long             | LON              | CORP              | US        |      235018 | PA      | $235311.50    | 0.01%             | 2028-02-16      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| ASGN Inc                                                                                    | ASGN Inc                                                                                    | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2037917.05   | 0.09%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc Term Loan B                                                         | AHP Health Partners Inc Term Loan B                                                         | CUSIP: N/A<br>LEI: 549300QMM8MQ6SM5KX05       | Long             | LON              | CORP              | US        |      103749 | PA      | $104073.76    | 0.00%             | 2032-09-20      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Champions Financing Inc                                                                     | Champions Financing Inc                                                                     | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2471912.12   | 0.10%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Steel Dynamics Inc                                                                          | Steel Dynamics Inc                                                                          | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      451000 | PA      | $460868.58    | 0.02%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                | Citizens Financial Group Inc                                                                | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     1997000 | PA      | $2083762.84   | 0.09%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co/The                                                                   | Brooklyn Union Gas Co/The                                                                   | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |      393000 | PA      | $414886.96    | 0.02%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84603.61     | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          39 | NC      | $46949.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                                                      | CenterPoint Energy Inc                                                                      | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53556.05     | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                                  | Mizuho Financial Group Inc                                                                  | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $207287.22    | 0.01%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                                         | Equinix Europe 2 Financing Corp LLC                                                         | CUSIP: N/A<br>LEI: 254900FSZR46BPMCKI50       | Long             | DBT              | CORP              | US        |      100000 | PA      | $113410.26    | 0.00%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1709000 | PA      | $1752434.08   | 0.07%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                          | Metropolitan Life Global Funding I                                                          | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      100000 | PA      | $116669.50    | 0.00%             | 2034-03-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102963.50    | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                        | Booking Holdings Inc                                                                        | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |      100000 | PA      | $123976.79    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                                        | Prologis International Funding II SA                                                        | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      125000 | PA      | $139759.93    | 0.01%             | 2030-11-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $77941.35     | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                              | JP Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                              | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1007000 | PA      | $1024631.97   | 0.04%             | 2039-10-05      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QMT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4211918 | PA      | $3640265.94   | 0.15%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                                     | Telefonica Emisiones SA                                                                     | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $185971.84    | 0.01%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                            | Burlington Northern Santa Fe LLC                                                            | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      279000 | PA      | $290104.69    | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                                            | Grupo Nutresa SA                                                                            | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     2975000 | PA      | $3195893.75   | 0.13%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC Term Loan B                                                            | Heartland Dental LLC Term Loan B                                                            | CUSIP: N/A<br>LEI: 5493008FRC0GRKBN1075       | Long             | LON              | CORP              | US        |      952776 | PA      | $954062.06    | 0.04%             | 2032-08-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203303.69    | 0.01%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                  | Leidos Inc                                                                                  | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      728000 | PA      | $727181.50    | 0.03%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                                         | Quanta Services Inc                                                                         | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      722000 | PA      | $742847.48    | 0.03%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                               | Santander Drive Auto Receivables Trust 2025-3                                               | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2145000 | PA      | $2149077.65   | 0.09%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                                     | O'Reilly Automotive Inc                                                                     | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     1032000 | PA      | $1023268.00   | 0.04%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                                | Amprion GmbH                                                                                | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121056.03    | 0.01%             | 2034-09-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                                         | Emera US Finance LP                                                                         | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $89210.55     | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                                        | Westpac Banking Corp                                                                        | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $38459.47     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Century DE Buyer LLC Term Loan                                                              | Century DE Buyer LLC Term Loan                                                              | CUSIP: N/A<br>LEI: 254900PQRPPYRTQIDX74       | Long             | LON              | CORP              | US        |      126574 | PA      | $126985.59    | 0.01%             | 2030-10-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200192.88    | 0.01%             | 2029-12-03      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2675778 | PA      | $2670095.91   | 0.11%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                          | Walt Disney Co/The                                                                          | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      778000 | PA      | $723591.84    | 0.03%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                          | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GFQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155410.99    | 0.01%             | 2028-09-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      636000 | PA      | $475232.66    | 0.02%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                                   | Kering SA                                                                                   | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117492.11    | 0.00%             | 2027-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC Term Loan B                                                          | First Brands Group LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1195870 | PA      | $381482.64    | 0.02%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC Term Loan B                                                                   | GFL ES US LLC Term Loan B                                                                   | CUSIP: N/A<br>LEI: 254900PGDQWC19PRP053       | Long             | LON              | CORP              | US        |      154000 | PA      | $153846.00    | 0.01%             | 2032-02-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $112086.33    | 0.00%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      740000 | PA      | $767280.10    | 0.03%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                                  | Pfizer Inc                                                                                  | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98584.24     | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                            | Exxon Mobil Corp                                                                            | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46081.55     | 0.00%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1431000 | PA      | $1343405.10   | 0.06%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2508842 | PA      | $2506820.82   | 0.10%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance USA Pty Ltd                                                                   | CIMIC Finance USA Pty Ltd                                                                   | CUSIP: 171873AB8<br>LEI: 213800GNWSV32LXHCZ50 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $54781.02     | 0.00%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                                       | Ecuador Government International Bond                                                       | CUSIP: P8054QBA0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1425000 | PA      | $1298175.00   | 0.05%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC Term Loan B                                                              | Pinnacle Buyer LLC Term Loan B                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       67097 | PA      | $67348.39     | 0.00%             | 2032-09-10      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $186013.74    | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $180131.55    | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Dye & Durham Ltd                                                                            | Dye & Durham Ltd                                                                            | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5025000 | PA      | $4758323.25   | 0.20%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                                | DNB Bank ASA                                                                                | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      100000 | PA      | $109400.20    | 0.00%             | 2029-02-23      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| RALI Series 2006-QS12 Trust                                                                 | RALI Series 2006-QS12 Trust                                                                 | CUSIP: 751151AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2472318 | PA      | $1843186.34   | 0.08%             | 2036-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                      | Arsenal AIC Parent LLC                                                                      | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2389546.55   | 0.10%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp                                                                | Six Flags Entertainment Corp                                                                | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1072627.92   | 0.04%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Vistra Operations Co LLC                                                                    | Vistra Operations Co LLC                                                                    | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111230.55    | 0.00%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd Term Loan B                                                       | AAdvantage Loyalty IP Ltd Term Loan B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |       76192 | PA      | $76252.63     | 0.00%             | 2028-04-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco Inc Term Loan B                                                               | Phoenix Newco Inc Term Loan B                                                               | CUSIP: N/A<br>LEI: 254900PHGVI5379Z9791       | Long             | LON              | CORP              | US        |      432011 | PA      | $433069.59    | 0.02%             | 2028-11-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 21H0526B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10910000 | PA      | $10999971.06  | 0.46%             | 2055-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp                                                                          | Tecta America Corp                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1296750 | PA      | $1299991.88   | 0.05%             | 2032-02-12      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                                 | Thomas Jefferson University                                                                 | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35955.13     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc Term Loan B2                                                      | McGraw-Hill Education Inc Term Loan B2                                                      | CUSIP: N/A<br>LEI: 254900U6YJ9QZ4IQOR26       | Long             | LON              | CORP              | US        |       79816 | PA      | $79678.29     | 0.00%             | 2031-08-06      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $401188.80    | 0.02%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QNS29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3781804 | PA      | $3383258.49   | 0.14%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104812.37    | 0.00%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                                    | Electricite de France SA                                                                    | CUSIP: F2941JAA8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1700000 | PA      | $1968937.38   | 0.08%             | N/A             | Variable      | 9.13%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd Term Loan B                                                                  | 1261229 BC Ltd Term Loan B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      267000 | PA      | $264898.71    | 0.01%             | 2030-09-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc Term Loan B1                                                          | Quikrete Holdings Inc Term Loan B1                                                          | CUSIP: N/A<br>LEI: 5493007KIN86DIZWZT22       | Long             | LON              | CORP              | US        |       77908 | PA      | $78000.58     | 0.00%             | 2031-04-14      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2535000 | PA      | $1897592.48   | 0.08%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                                     | Duke Energy Florida LLC                                                                     | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      301000 | PA      | $317265.49    | 0.01%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIT Education Loan Trust 2007-1                                                             | CIT Education Loan Trust 2007-1                                                             | CUSIP: 17284LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1209612 | PA      | $1187297.57   | 0.05%             | 2042-03-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                                  | Nasdaq Inc                                                                                  | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |      100000 | PA      | $95792.06     | 0.00%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                                   | Packaging Corp of America                                                                   | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98748.73     | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC DIP PIK TERM                                                         | First Brands Group LLC DIP PIK TERM                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      539130 | PA      | $570863.17    | 0.02%             | 2026-06-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                                        | Anglian Water Services Financing PLC                                                        | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $127338.41    | 0.01%             | 2027-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                              | Fairfax Financial Holdings Ltd                                                              | CUSIP: 303901BD3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73404.87     | 0.00%             | 2029-06-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| X Corp Term Loan B1                                                                         | X Corp Term Loan B1                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      521137 | PA      | $507644.64    | 0.02%             | 2029-10-26      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      512000 | PA      | $517840.98    | 0.02%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                                      | Chubb INA Holdings LLC                                                                      | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87691.32     | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2021-A-GS                                                     | Commonbond Student Loan Trust 2021-A-GS                                                     | CUSIP: 20268WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      222146 | PA      | $189669.83    | 0.01%             | 2052-03-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                              | Hershey Co/The                                                                              | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |      472000 | PA      | $479741.04    | 0.02%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Capgemini SE                                                                                | Capgemini SE                                                                                | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115206.73    | 0.00%             | 2028-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QMRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3044795 | PA      | $2625754.88   | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: N/A<br>LEI: R4PP93JZOLY261QX3811       | Long             | DBT              | CORP              | US        |      100000 | PA      | $117241.35    | 0.00%             | 2032-05-20      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding PLC                                                             | WE Soda Investments Holding PLC                                                             | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     2200000 | PA      | $2202876.52   | 0.09%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |        8800 | NS      | $220528.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368DW26<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72076.57     | 0.00%             | 2027-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80280.20     | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc Term Loan B3                                                          | Quikrete Holdings Inc Term Loan B3                                                          | CUSIP: N/A<br>LEI: 5493007KIN86DIZWZT22       | Long             | LON              | CORP              | US        |      307541 | PA      | $307815.10    | 0.01%             | 2032-02-10      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      571000 | PA      | $568539.83    | 0.02%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                 | Honeywell International Inc                                                                 | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99172.74     | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C21                                                    | WFRBS Commercial Mortgage Trust 2014-C21                                                    | CUSIP: 92939FAX7<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |      213002 | PA      | $207868.64    | 0.01%             | 2047-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| McAfee Corp Term Loan B1                                                                    | McAfee Corp Term Loan B1                                                                    | CUSIP: N/A<br>LEI: 2549009UKR8UEZYVCR93       | Long             | LON              | CORP              | US        |      284048 | PA      | $268661.45    | 0.01%             | 2029-03-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd/Sydney                                                             | United Overseas Bank Ltd/Sydney                                                             | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |      200000 | PA      | $131169.56    | 0.01%             | 2026-03-16      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                                   | Cablevision Lightpath LLC                                                                   | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      400000 | PA      | $391861.68    | 0.02%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                                  | Allegion US Holding Co Inc                                                                  | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |      519000 | PA      | $543430.08    | 0.02%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                                        | Parker-Hannifin Corp                                                                        | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42117.23     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                                        | Matador Resources Co                                                                        | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3394973.78   | 0.14%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1064980.00   | 0.04%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC Term Loan B                                                          | Colossus Acquireco LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: 2549009FT92RXWA46910       | Long             | LON              | CORP              | US        |      175000 | PA      | $174125.00    | 0.01%             | 2032-06-11      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                               | Southern California Edison Co                                                               | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      354000 | PA      | $344563.46    | 0.01%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                                       | Lincoln National Corp                                                                       | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92596.52     | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1881000 | PA      | $1076652.07   | 0.04%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                            | Skandinaviska Enskilda Banken AB                                                            | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $115922.90    | 0.00%             | 2035-08-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                            | ABN AMRO Bank NV                                                                            | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $125472.20    | 0.01%             | 2034-11-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2275000 | PA      | $1956685.87   | 0.08%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                        | Kraft Heinz Foods Co                                                                        | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      396000 | PA      | $406090.02    | 0.02%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                            | Alabama Power Co                                                                            | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50028.27     | 0.00%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                                | FirstEnergy Transmission LLC                                                                | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     1139000 | PA      | $986435.41    | 0.04%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Northeast PLC                                                            | Northern Powergrid Northeast PLC                                                            | CUSIP: N/A<br>LEI: 21380072EMKFDZSTLD28       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $54445.17     | 0.00%             | 2062-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                         | Synchrony Financial                                                                         | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1045824.10   | 0.04%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                                 | Autostrade per l'Italia SpA                                                                 | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $126559.06    | 0.01%             | 2033-06-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                                        | WEC Energy Group Inc                                                                        | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94284.04     | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112260.09    | 0.00%             | 2032-06-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                                 | Swedbank AB                                                                                 | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      200000 | PA      | $219660.58    | 0.01%             | 2028-01-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Egyptian Financial Co for Sovereign Taskeek/The                                             | Egyptian Financial Co for Sovereign Taskeek/The                                             | CUSIP: 282370AC9<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |     1425000 | PA      | $1472813.03   | 0.06%             | 2032-10-07      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc Term Loan B                                                   | Brand Industrial Services Inc Term Loan B                                                   | CUSIP: N/A<br>LEI: 549300B658W2BPDQMW42       | Long             | LON              | CORP              | US        |       73689 | PA      | $64969.03     | 0.00%             | 2030-08-01      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                               | VoltaGrid LLC                                                                               | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     3025000 | PA      | $3076581.97   | 0.13%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                                     | Procter & Gamble Co/The                                                                     | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200123.66    | 0.01%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1846290 | PA      | $1809781.72   | 0.08%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc Term Loan B                                                    | National Mentor Holdings Inc Term Loan B                                                    | CUSIP: N/A<br>LEI: 5493004QULJVJP3CNZ62       | Long             | LON              | CORP              | US        |      257122 | PA      | $249119.88    | 0.01%             | 2028-03-02      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                                     | UDR Inc                                                                                     | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86415.60     | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1864900 | OU      | $-209055.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Yinson Production Financial Services Pte Ltd                                                | Yinson Production Financial Services Pte Ltd                                                | CUSIP: N/A<br>LEI: 254900TYMSC94RS33U73       | Long             | DBT              | CORP              | SG        |     2125000 | PA      | $2233344.87   | 0.09%             | 2029-05-03      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                     | Sasol Financing USA LLC                                                                     | CUSIP: U8035UAA0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1920000.00   | 0.08%             | 2027-11-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                             | Nevada Power Co                                                                             | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      100000 | PA      | $66340.21     | 0.00%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                                   | WRKCo Inc                                                                                   | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89099.10     | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Canadian Imperial Bank of Commerce                                                          | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607LKJ1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74793.77     | 0.00%             | 2033-04-20      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc Term Loan B                                              | Klockner Pentaplast of America Inc Term Loan B                                              | CUSIP: N/A<br>LEI: 5299004QDA11QZOG5N31       | Long             | LON              | CORP              | US        |      578186 | PA      | $244647.82    | 0.01%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53105.54     | 0.00%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                                        | Boston Properties LP                                                                        | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      150000 | PA      | $129896.12    | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                               | CommScope LLC                                                                               | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      472000 | PA      | $480784.51    | 0.02%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                            | ERP Operating LP                                                                            | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197614.13    | 0.01%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                      | Roper Technologies Inc                                                                      | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      446000 | PA      | $447324.96    | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                                 | National Australia Bank Ltd                                                                 | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $225838.36    | 0.01%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      813000 | PA      | $724485.15    | 0.03%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                                | Transocean International Ltd                                                                | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     1100000 | PA      | $964269.24    | 0.04%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1801612.40   | 0.08%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                           | CF Industries Inc                                                                           | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     1024000 | PA      | $984718.93    | 0.04%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                                  | Nucor Corp                                                                                  | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      722000 | PA      | $736930.25    | 0.03%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                               | Southern California Edison Co                                                               | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      473000 | PA      | $482736.82    | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      346000 | PA      | $311016.84    | 0.01%             | 2032-11-08      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC Term Loan B1                                                        | Brown Group Holding LLC Term Loan B1                                                        | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |      121887 | PA      | $122183.99    | 0.01%             | 2031-07-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                          | Conagra Brands Inc                                                                          | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      678000 | PA      | $725619.65    | 0.03%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B64Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     4144044 | PA      | $494163.54    | 0.02%             | 2049-11-25      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                           | Johnson & Johnson                                                                           | CUSIP: N/A<br>LEI: 549300G0CFPGEF6X2043       | Long             | DBT              | CORP              | US        |      100000 | PA      | $111996.25    | 0.00%             | 2028-11-20      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                               | Public Service Co of Colorado                                                               | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1592000 | PA      | $983063.87    | 0.04%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      197000 | PA      | $202910.00    | 0.01%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       14712 | NS      | $282764.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                                       | Hyundai Auto Receivables Trust 2024-A                                                       | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1008701.20   | 0.04%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc Term Loan B                                                            | Cengage Learning Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 549300BYGM0FWUSVXJ88       | Long             | LON              | CORP              | US        |      260920 | PA      | $256941.23    | 0.01%             | 2031-03-22      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      672000 | PA      | $684895.42    | 0.03%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $122514.28    | 0.01%             | 2035-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676AE5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84248.21     | 0.00%             | 2044-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc PIK Term Loan                                                       | Zayo Group Holdings Inc PIK Term Loan                                                       | CUSIP: N/A<br>LEI: 529900Z6OTS7RT0V0I47       | Long             | LON              | CORP              | US        |     2000094 | PA      | $1909469.39   | 0.08%             | 2030-03-11      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                             | WEA Finance LLC                                                                             | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96686.48     | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sophos Holdings LLC Term Loan B                                                             | Sophos Holdings LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       93627 | PA      | $93665.84     | 0.00%             | 2027-03-05      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| FRESB 2019-SB63 Mortgage Trust                                                              | FRESB 2019-SB63 Mortgage Trust                                                              | CUSIP: 30298BAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9286584 | PA      | $325816.09    | 0.01%             | 2039-04-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      492000 | PA      | $514321.31    | 0.02%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100969.35    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $214600.02    | 0.01%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp                                                          | New York State Electric & Gas Corp                                                          | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |      519000 | PA      | $551747.88    | 0.02%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                                  | VMware LLC                                                                                  | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101467.11    | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance Plc                                                                    | Azule Energy Finance Plc                                                                    | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     1825000 | PA      | $1834135.95   | 0.08%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39801.69     | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                      | Sempra                                                                                      | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51206.75     | 0.00%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                                  | MSD Netherlands Capital BV                                                                  | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111824.27    | 0.00%             | 2044-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Gabon Government International Bond                                                         | Gabon Government International Bond                                                         | CUSIP: V36283AE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      225000 | PA      | $174108.70    | 0.01%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120562.80    | 0.01%             | 2035-01-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                                  | Kenvue Inc                                                                                  | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      569000 | PA      | $576458.09    | 0.02%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                           | Devon Energy Corp                                                                           | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115964.56    | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                            | Vedanta Resources Finance II PLC                                                            | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1725000 | PA      | $1750493.90   | 0.07%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                            | Burlington Northern Santa Fe LLC                                                            | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      786000 | PA      | $709781.63    | 0.03%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                 | Honeywell International Inc                                                                 | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96246.63     | 0.00%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL Term Loan B                                                              | Connect Finco SARL Term Loan B                                                              | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |       94116 | PA      | $93580.64     | 0.00%             | 2029-09-27      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103089.42    | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC Term Loan B                                                                    | VS Buyer LLC Term Loan B                                                                    | CUSIP: N/A<br>LEI: 254900G5QLDMHSCYJK25       | Long             | LON              | CORP              | US        |      162330 | PA      | $160707.20    | 0.01%             | 2031-04-12      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1920000 | PA      | $1755598.75   | 0.07%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp Term Loan B                                                             | CNT Holdings I Corp Term Loan B                                                             | CUSIP: N/A<br>LEI: 254900SYIEHMSB69WT08       | Long             | LON              | CORP              | US        |      288355 | PA      | $288732.32    | 0.01%             | 2032-11-08      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                               | AIB Group PLC                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $121165.31    | 0.01%             | 2029-07-23      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                  | Sysco Corp                                                                                  | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      407000 | PA      | $352398.82    | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $101188.41    | 0.00%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101967.43    | 0.00%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                                         | Public Service Enterprise Group Inc                                                         | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89017.51     | 0.00%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC Term Loan                                                                 | Leia Finco US LLC Term Loan                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4750000 | PA      | $4729812.50   | 0.20%             | 2032-10-11      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                      | Consolidated Edison Co of New York Inc                                                      | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      321000 | PA      | $283865.07    | 0.01%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                         | Global Payments Inc                                                                         | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88933.64     | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance LLC Term Loan B                                                           | Rackspace Finance LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      324223 | PA      | $144989.43    | 0.01%             | 2028-05-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                                               | AIA Group Ltd                                                                               | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $206068.75    | 0.01%             | 2033-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Scientific Games Holdings LP Term Loan B                                                    | Scientific Games Holdings LP Term Loan B                                                    | CUSIP: N/A<br>LEI: 549300W5GPFXXB6TQ330       | Long             | LON              | CORP              | US        |      235037 | PA      | $232040.76    | 0.01%             | 2029-04-04      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Six LLC                                                                  | Goodman US Finance Six LLC                                                                  | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      314000 | PA      | $318892.59    | 0.01%             | 2034-10-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                           | ConocoPhillips Co                                                                           | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74172.86     | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      749000 | PA      | $749039.37    | 0.03%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                                    | Cooperatieve Rabobank UA                                                                    | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $255316.82    | 0.01%             | 2031-05-27      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                                          | Regal Rexnord Corp                                                                          | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      150000 | PA      | $158765.39    | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                       | Entergy Louisiana LLC                                                                       | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88110.23     | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                                                        | Reworld Holding Corp                                                                        | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1761831.94   | 0.07%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      363000 | PA      | $344175.59    | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: N/A<br>LEI: ZUE8T73ROZOF6FLBAR73       | Long             | DBT              | CORP              | US        |      100000 | PA      | $110299.95    | 0.00%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                                        | Targa Resources Corp                                                                        | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      100000 | PA      | $85515.67     | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                                                           | Invenergy Thermal Operating I LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       53873 | PA      | $54108.57     | 0.00%             | 2032-05-06      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                         | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $446522.56    | 0.02%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                           | ITC Holdings Corp                                                                           | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98499.76     | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DTP61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1343551 | PA      | $1239959.14   | 0.05%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                                 | Federation des Caisses Desjardins du Quebec                                                 | CUSIP: 31430WZM9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151950.38    | 0.01%             | 2028-08-16      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1039836.00   | 0.04%             | N/A             | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                   | Occidental Petroleum Corp                                                                   | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      150000 | PA      | $157049.40    | 0.01%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      500000 | PA      | $515749.00    | 0.02%             | N/A             | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                           | Entergy Texas Inc                                                                           | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49467.17     | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100982.79    | 0.00%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP Term Loan B                                                               | Clarios Global LP Term Loan B                                                               | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |      260000 | PA      | $260569.40    | 0.01%             | 2032-01-28      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co/The                                                                | Narragansett Electric Co/The                                                                | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |      532000 | PA      | $548665.96    | 0.02%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                                   | Orange SA                                                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $221235.62    | 0.01%             | 2030-09-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                                      | Credit Mutuel Arkea SA                                                                      | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120749.63    | 0.01%             | 2035-05-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy Inc                                                                          | SunCoke Energy Inc                                                                          | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $4925153.03   | 0.21%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aydem Yenilenebilir Enerji AS                                                               | Aydem Yenilenebilir Enerji AS                                                               | CUSIP: 054644AB5<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |      750000 | PA      | $739916.15    | 0.03%             | 2030-09-30      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                                        | Duke Energy Ohio Inc                                                                        | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      229000 | PA      | $231740.20    | 0.01%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      273000 | PA      | $201607.43    | 0.01%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Eastern European Electric Co BV                                                             | Eastern European Electric Co BV                                                             | CUSIP: N/A<br>LEI: 8945004UQXDLRHI1KJ27       | Long             | DBT              | CORP              | NL        |      825000 | PA      | $994484.59    | 0.04%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                                     | Illinois Tool Works Inc                                                                     | CUSIP: N/A<br>LEI: 76NA4I14SZCFAYMNSV04       | Long             | DBT              | CORP              | US        |      100000 | PA      | $103925.64    | 0.00%             | 2031-06-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                           | Amcor Flexibles North America Inc                                                           | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      955000 | PA      | $869396.24    | 0.04%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: —       |
| Sammons Financial Group Inc                                                                 | Sammons Financial Group Inc                                                                 | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $110127.56    | 0.00%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                   | Caesars Entertainment Inc                                                                   | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     4520000 | PA      | $4311959.77   | 0.18%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                                     | MPLX LP                                                                                     | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100199.32    | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205274.69    | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                           | Vale Overseas Ltd                                                                           | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      100000 | PA      | $107337.99    | 0.00%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                          | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $119719.02    | 0.01%             | 2036-08-29      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      709000 | PA      | $697741.11    | 0.03%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                               | Public Service Co of Colorado                                                               | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      598000 | PA      | $594687.54    | 0.02%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| X Corp Term Loan B3                                                                         | X Corp Term Loan B3                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      185000 | PA      | $185432.90    | 0.01%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                            | Blue Owl Technology Finance Corp                                                            | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102234.65    | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Viasat Inc Term Loan B                                                                      | Viasat Inc Term Loan B                                                                      | CUSIP: N/A<br>LEI: UFC8NYMNFSYIHNSM2I38       | Long             | LON              | CORP              | US        |      236772 | PA      | $233845.08    | 0.01%             | 2030-05-30      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                                          | Anheuser-Busch InBev Worldwide Inc                                                          | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103367.35    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Real Alloy Holding Inc                                                                      | Real Alloy Holding Inc                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         362 | NS      | $27717178.82  | 1.16%             |  |  |  | No            |                  3 | On Loan: No      |
| Egypt Government International Bond                                                         | Egypt Government International Bond                                                         | CUSIP: M1487WDG7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1250000 | PA      | $1270242.25   | 0.05%             | 2032-05-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                           | Enterprise Products Operating LLC                                                           | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      411000 | PA      | $307582.70    | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC Term Loan B                                                     | Creative Artists Agency LLC Term Loan B                                                     | CUSIP: N/A<br>LEI: 5493008FV5TCFL3KHH96       | Long             | LON              | CORP              | US        |      267843 | PA      | $268102.77    | 0.01%             | 2031-10-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                    | Lamb Weston Holdings Inc                                                                    | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $977152.59    | 0.04%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                                     | National Bank of Canada                                                                     | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74151.37     | 0.00%             | 2032-08-16      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Jump Financial LLC Term Loan B1                                                             | Jump Financial LLC Term Loan B1                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      922688 | PA      | $923840.86    | 0.04%             | 2032-02-26      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                                          | Anheuser-Busch InBev Worldwide Inc                                                          | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104560.61    | 0.00%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                                        | Heathrow Funding Ltd                                                                        | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      100000 | PA      | $101250.31    | 0.00%             | 2036-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107194.71    | 0.00%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                            | Georgia Power Co                                                                            | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      939000 | PA      | $658270.97    | 0.03%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                    | Service Properties Trust                                                                    | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2347012.33   | 0.10%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                                      | Boston Scientific Corp                                                                      | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93873.18     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                               | Medtronic Inc                                                                               | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98315.78     | 0.00%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies Inc Term Loan B                                                 | PointClickCare Technologies Inc Term Loan B                                                 | CUSIP: N/A<br>LEI: 5493001Z0LHHBZLVDX36       | Long             | LON              | CORP              | CA        |      123875 | PA      | $124029.84    | 0.01%             | 2031-11-03      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2242772 | PA      | $2241543.72   | 0.09%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance II Inc                                                                   | Brookfield Finance II Inc                                                                   | CUSIP: 11271ZAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $77444.65     | 0.00%             | 2032-12-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                                  | Mizuho Financial Group Inc                                                                  | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1243000 | PA      | $1106408.89   | 0.05%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Specialty Steel Holdings, Inc.                                                              | Specialty Steel Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          87 | NS      | $23235778.42  | 0.97%             |  |  |  | No            |                  3 | On Loan: No      |
| Coca-Cola Co/The                                                                            | Coca-Cola Co/The                                                                            | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49103.04     | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                                         | LSEGA Financing PLC                                                                         | CUSIP: N/A<br>LEI: 2138009YFYTGEHZNNZ09       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $132434.79    | 0.01%             | 2028-10-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                                      | AthenaHealth Group Inc                                                                      | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    11330000 | PA      | $11091654.19  | 0.46%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                                    | Agilent Technologies Inc                                                                    | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     1159000 | PA      | $1042175.00   | 0.04%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XHB97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2527020 | PA      | $2350054.37   | 0.10%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                                   | Alibaba Group Holding Ltd                                                                   | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      350000 | PA      | $327717.32    | 0.01%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                                       | 3M Co                                                                                       | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38069.09     | 0.00%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                               | Credit Agricole Assurances SA                                                               | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109102.76    | 0.00%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Saudi Awwal Bank                                                                            | Saudi Awwal Bank                                                                            | CUSIP: M8T3ARAF8<br>LEI: 558600TQS0WENZUC5190 | Long             | DBT              | CORP              | SA        |      450000 | PA      | $454043.52    | 0.02%             | 2035-09-04      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                                   | AvalonBay Communities Inc                                                                   | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91092.44     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                 | Nationwide Building Society                                                                 | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118082.67    | 0.00%             | 2036-01-27      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      100000 | PA      | $128246.62    | 0.01%             | 2029-10-29      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                                     | Vier Gas Transport GmbH                                                                     | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $123431.03    | 0.01%             | 2032-09-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                            | HF Sinclair Corp                                                                            | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |      497000 | PA      | $497418.32    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                                       | Great-West Lifeco Inc                                                                       | CUSIP: 39138CAK2<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $69501.27     | 0.00%             | 2030-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                                    | Toyota Motor Credit Corp                                                                    | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97024.21     | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      563000 | PA      | $558570.25    | 0.02%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115428.73    | 0.00%             | 2036-01-19      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1000000 | OU      | $4775.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                                      | Memorial Sloan-Kettering Cancer Center                                                      | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      100000 | PA      | $68040.16     | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Viant Medical Holdings Inc Term Loan                                                        | Viant Medical Holdings Inc Term Loan                                                        | CUSIP: N/A<br>LEI: 549300E68YOWU15QSF58       | Long             | LON              | CORP              | US        |      205884 | PA      | $205626.66    | 0.01%             | 2031-10-17      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                            | ERP Operating LP                                                                            | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |      156000 | PA      | $159856.00    | 0.01%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                                   | Linde PLC                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $93007.49     | 0.00%             | 2033-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      400000 | PA      | $398275.48    | 0.02%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                             | Inter-American Development Bank                                                             | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | XX        |     2128000 | PA      | $1990543.48   | 0.08%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                                     | KeyBank NA/Cleveland OH                                                                     | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |      865000 | PA      | $856693.86    | 0.04%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1761000 | PA      | $1783012.50   | 0.07%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89117GTQ0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147318.81    | 0.01%             | 2028-01-18      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                                       | Bahamas Government International Bond                                                       | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     1350000 | PA      | $1461766.50   | 0.06%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                                          | Diageo Finance PLC                                                                          | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $101284.48    | 0.00%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      253000 | PA      | $256725.39    | 0.01%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                                 | Canadian Pacific Railway Co                                                                 | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $95031.03     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP/Suburban Energy Finance Corp                                   | Suburban Propane Partners LP/Suburban Energy Finance Corp                                   | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $947343.50    | 0.04%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Abertis France SAS                                                                          | Abertis France SAS                                                                          | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109453.58    | 0.00%             | 2029-09-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      333000 | PA      | $342999.61    | 0.01%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      899000 | PA      | $701992.58    | 0.03%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      974000 | PA      | $764096.63    | 0.03%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      956000 | PA      | $936354.06    | 0.04%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                                          | Trans-Allegheny Interstate Line Co                                                          | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      417000 | PA      | $428169.35    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                               | Interstate Power and Light Co                                                               | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      627000 | PA      | $458505.70    | 0.02%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc                                                                               | CoreWeave Inc                                                                               | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     5540000 | PA      | $5556204.50   | 0.23%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      200000 | PA      | $236898.11    | 0.01%             | 2028-03-17      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                            | Crown Castle Inc                                                                            | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89097.43     | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc Term Loan B                                             | Clydesdale Acquisition Holdings Inc Term Loan B                                             | CUSIP: N/A<br>LEI: 254900QKSDYFR3K5YD98       | Long             | LON              | CORP              | US        |      327893 | PA      | $327010.90    | 0.01%             | 2032-03-26      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                                           | Robert Bosch GmbH                                                                           | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118967.45    | 0.00%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      463000 | PA      | $445127.09    | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                           | ConocoPhillips Co                                                                           | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103102.63    | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                        | Kraft Heinz Foods Co                                                                        | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      477000 | PA      | $418552.57    | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc Term Loan B4                                                                 | Froneri US Inc Term Loan B4                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      118924 | PA      | $117937.06    | 0.00%             | 2031-09-17      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc Term Loan B2                                                               | Ingram Micro Inc Term Loan B2                                                               | CUSIP: N/A<br>LEI: 549300KJMEWPKRQZHX63       | Long             | LON              | CORP              | US        |       81834 | PA      | $82003.81     | 0.00%             | 2031-09-19      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                       | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1236924.11   | 0.05%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1235000 | PA      | $1267267.62   | 0.05%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                                       | Northrop Grumman Corp                                                                       | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49972.53     | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      489000 | OU      | $45232.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                                         | Carrier Global Corp                                                                         | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75421.70     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc Term Loan B                                                                  | Proofpoint Inc Term Loan B                                                                  | CUSIP: N/A<br>LEI: 529900C5FODDK0WSR085       | Long             | LON              | CORP              | US        |      467000 | PA      | $468676.53    | 0.02%             | 2028-08-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                             | Goat Holdco LLC                                                                             | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1072220.96   | 0.04%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                 | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                 | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     4475000 | PA      | $4172087.70   | 0.17%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2020-SFR1                                                             | Tricon American Homes 2020-SFR1                                                             | CUSIP: 89613GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1487458 | PA      | $1456704.45   | 0.06%             | 2038-07-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC Term Loan B                                                         | Red Planet Borrower LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: 254900LGTHBRY5NA0C90       | Long             | LON              | CORP              | US        |     2000000 | PA      | $1967500.00   | 0.08%             | 2032-08-09      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      393000 | PA      | $395465.64    | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                                         | Alexandria Real Estate Equities Inc                                                         | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101453.59    | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |      100000 | PA      | $106955.22    | 0.00%             | 2030-02-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                                     | Astrazeneca Finance LLC                                                                     | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      940000 | PA      | $963912.55    | 0.04%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PROG Holdings Inc                                                                           | PROG Holdings Inc                                                                           | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4050400.00   | 0.17%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust 2008-4                                                               | SLM Student Loan Trust 2008-4                                                               | CUSIP: 78445AAD8<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |      207414 | PA      | $207912.81    | 0.01%             | 2028-01-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      379211 | PA      | $328374.86    | 0.01%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                | Thermo Fisher Scientific Inc                                                                | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      569000 | PA      | $568734.54    | 0.02%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $229947.20    | 0.01%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                              | British Telecommunications PLC                                                              | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $204734.47    | 0.01%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                                       | Hungary Government International Bond                                                       | CUSIP: X93622HA3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      275000 | PA      | $288984.15    | 0.01%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: N/A<br>LEI: FR5LCKFTG8054YNNRU85       | Long             | DBT              | CORP              | US        |      200000 | PA      | $223731.41    | 0.01%             | 2027-11-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                            | Burlington Northern Santa Fe LLC                                                            | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      777000 | PA      | $647216.53    | 0.03%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                            | Paramount Global                                                                            | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      463000 | PA      | $379588.68    | 0.02%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC               | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC               | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2225000 | PA      | $2296440.30   | 0.10%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                                       | Schneider Electric SE                                                                       | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116402.01    | 0.00%             | 2034-04-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                          | Mitsubishi UFJ Financial Group Inc                                                          | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $208583.67    | 0.01%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd                                                          | Triton Container International Ltd                                                          | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     1896000 | PA      | $1714741.83   | 0.07%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1000000 | OU      | $42846.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                           | National Grid PLC                                                                           | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $108211.10    | 0.00%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management Inc                                                  | Jones Deslauriers Insurance Management Inc                                                  | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     3130000 | PA      | $3101046.87   | 0.13%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      556000 | PA      | $500540.37    | 0.02%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                              | S&P Global Inc                                                                              | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      100000 | PA      | $77248.65     | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                              | Air Products and Chemicals Inc                                                              | CUSIP: N/A<br>LEI: 7QEON6Y1RL5XR3R1W237       | Long             | DBT              | CORP              | US        |      100000 | PA      | $115406.25    | 0.00%             | 2032-06-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                               | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      338000 | PA      | $347756.90    | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      587000 | PA      | $528858.74    | 0.02%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82093.27     | 0.00%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl Term Loan B2                                                        | Jazz Financing Lux Sarl Term Loan B2                                                        | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |       60048 | PA      | $60164.62     | 0.00%             | 2028-05-05      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc Term Loan M                                                                   | TransDigm Inc Term Loan M                                                                   | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |      237000 | PA      | $237052.14    | 0.01%             | 2032-08-19      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103238.67    | 0.00%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                                  | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |     1125000 | PA      | $1263065.11   | 0.05%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                                    | EQT Corp                                                                                    | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93588.22     | 0.00%             | 2031-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                           | Southern Power Co                                                                           | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96041.73     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                                    | Liberty Mutual Group Inc                                                                    | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      100000 | PA      | $71122.67     | 0.00%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                              | Mastercard Inc                                                                              | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      200000 | PA      | $178778.68    | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc Term Loan B1                                                      | Caesars Entertainment Inc Term Loan B1                                                      | CUSIP: N/A<br>LEI: 549300FA4CTCW903Y781       | Long             | LON              | CORP              | US        |      195035 | PA      | $192986.71    | 0.01%             | 2031-02-06      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Kentucky Power Co                                                                           | Kentucky Power Co                                                                           | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1195187.32   | 0.05%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                               | Public Service Co of Colorado                                                               | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      779000 | PA      | $630595.05    | 0.03%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                                 | Exelon Corp                                                                                 | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105107.40    | 0.00%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26418.47     | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49485.22     | 0.00%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                             | IHS Holding Ltd                                                                             | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     1700000 | PA      | $1734116.64   | 0.07%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1208985.36   | 0.05%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B34 Mortgage Trust                                                           | Benchmark 2022-B34 Mortgage Trust                                                           | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2831000 | PA      | $2639592.98   | 0.11%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Opal US LLC Term Loan B                                                                     | Opal US LLC Term Loan B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      330000 | PA      | $331290.30    | 0.01%             | 2032-04-28      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                                     | America Movil SAB de CV                                                                     | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      100000 | PA      | $107626.19    | 0.00%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                               | Public Service Co of Colorado                                                               | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88918.24     | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2336.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                            | SW Finance I PLC                                                                            | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |       50000 | PA      | $67935.73     | 0.00%             | 2029-03-31      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      214000 | PA      | $193683.79    | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                                        | Duke Energy Ohio Inc                                                                        | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50254.46     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                              | American Electric Power Co Inc                                                              | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      600000 | PA      | $607617.00    | 0.03%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                            | Black Hills Corp                                                                            | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49897.94     | 0.00%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                             | Hanover Insurance Group Inc/The                                                             | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |      324000 | PA      | $329128.91    | 0.01%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo Sarl Term Loan B                                                           | PG Polaris BidCo Sarl Term Loan B                                                           | CUSIP: N/A<br>LEI: 254900XMCCB3IEZ2A005       | Long             | LON              | CORP              | LU        |      131465 | PA      | $131859.73    | 0.01%             | 2031-03-26      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      777000 | PA      | $678196.87    | 0.03%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                            | Duke Energy Corp                                                                            | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203420.31    | 0.01%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100156.09    | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      382000 | PA      | $389195.45    | 0.02%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                            | Cinemark USA Inc                                                                            | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      825000 | PA      | $854960.70    | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc                                                                      | Comstock Resources Inc                                                                      | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1065690.18   | 0.04%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aster Treasury Plc                                                                          | Aster Treasury Plc                                                                          | CUSIP: N/A<br>LEI: 213800P9VSYTW2S14R80       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $91934.37     | 0.00%             | 2036-01-27      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2007-4                                                       | Bayview Commercial Asset Trust 2007-4                                                       | CUSIP: 07326BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      537193 | PA      | $508912.57    | 0.02%             | 2037-09-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Bright Bidco - 1145 Shares                                                                  | Bright Bidco - 1145 Shares                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |       10688 | NS      | $3740.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oregon Tool Lux LP Term Loan                                                                | Oregon Tool Lux LP Term Loan                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       66000 | PA      | $66990.00     | 0.00%             | 2029-10-15      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                            | AmWINS Group Inc                                                                            | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     4475000 | PA      | $4321916.07   | 0.18%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                                       | Pfizer Investment Enterprises Pte Ltd                                                       | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      885000 | PA      | $859272.07    | 0.04%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                                | Stryker Corp                                                                                | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102393.89    | 0.00%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                                         | Sirius XM Radio LLC                                                                         | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1388295.96   | 0.06%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                             | AstraZeneca PLC                                                                             | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $69114.60     | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                                    | Baxter International Inc                                                                    | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97434.99     | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      914000 | PA      | $682537.03    | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                                     | Swiss Life Finance I AG                                                                     | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |      100000 | PA      | $117002.81    | 0.00%             | 2029-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                 | Honeywell International Inc                                                                 | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90776.24     | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      583000 | PA      | $587508.76    | 0.02%             | 2028-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50712.31     | 0.00%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      701000 | PA      | $673511.44    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Advancion Holdings LLC Term Loan                                                            | Advancion Holdings LLC Term Loan                                                            | CUSIP: N/A<br>LEI: 254900GMIYFF4FZ0A357       | Long             | LON              | CORP              | US        |     8680000 | PA      | $7812000.00   | 0.33%             | 2028-10-27      | Floating      | 11.81%                | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52571.94     | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                                         | Otis Worldwide Corp                                                                         | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35829.12     | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc                                                                           | EUSHI Finance Inc                                                                           | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $398220.60    | 0.02%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                           | Ares Capital Corp                                                                           | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205409.10    | 0.01%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EPIC Crude Services LP Term Loan B                                                          | EPIC Crude Services LP Term Loan B                                                          | CUSIP: N/A<br>LEI: 549300FRS682IQ7J9S42       | Long             | LON              | CORP              | US        |      122402 | PA      | $122882.60    | 0.01%             | 2031-10-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                                        | Freeport-McMoRan Inc                                                                        | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48505.45     | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sagen MI Canada Inc                                                                         | Sagen MI Canada Inc                                                                         | CUSIP: 786688AA9<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67718.08     | 0.00%             | 2031-03-05      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                            | CSC Holdings LLC                                                                            | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $671309.70    | 0.03%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC Term Loan B2                                                       | Boost Newco Borrower LLC Term Loan B2                                                       | CUSIP: N/A<br>LEI: 254900S8RE1OL7TTCU64       | Long             | LON              | CORP              | US        |      802321 | PA      | $804077.82    | 0.03%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89842.02     | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $128282.36    | 0.01%             | 2034-01-29      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                       | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207423.72    | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                                | Bread Financial Holdings Inc                                                                | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1892894.10   | 0.08%             | 2035-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                                         | Delta Air Lines Inc                                                                         | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50686.19     | 0.00%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                 | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99010.29     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOCAR Turkey Enerji AS via Steas Funding 1 DAC                                              | SOCAR Turkey Enerji AS via Steas Funding 1 DAC                                              | CUSIP: N/A<br>LEI: 213800EHE74BZ15ING86       | Long             | DBT              | CORP              | IE        |     1800000 | PA      | $1796978.36   | 0.08%             | 2026-03-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                             | Japan Government Five Year Bond                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   150000000 | PA      | $957290.25    | 0.04%             | 2028-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                                      | Credit Mutuel Arkea SA                                                                      | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225406.71    | 0.01%             | 2027-05-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc Term Loan B8                                                          | SS&C Technologies Inc Term Loan B8                                                          | CUSIP: N/A<br>LEI: 549300KY09TR3J12JU49       | Long             | LON              | CORP              | US        |      129128 | PA      | $129381.51    | 0.01%             | 2031-05-09      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: 58013MFY5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103935.61    | 0.00%             | 2034-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                                   | Sanofi SA                                                                                   | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110803.64    | 0.00%             | 2029-04-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                                         | Caterpillar Financial Services Corp                                                         | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     1273000 | PA      | $1278766.18   | 0.05%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                           | National Rural Utilities Cooperative Finance Corp                                           | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      276000 | PA      | $276583.79    | 0.01%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp                                                                         | Africa Finance Corp                                                                         | CUSIP: N/A<br>LEI: 213800LXFHRRXIJRXW97       | Long             | DBT              | CORP              | XX        |      875000 | PA      | $873777.75    | 0.04%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC Term Loan B1                                                    | Beach Acquisition Bidco LLC Term Loan B1                                                    | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | LON              | CORP              | US        |      105000 | PA      | $105480.90    | 0.00%             | 2032-06-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                                  | Pfizer Inc                                                                                  | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $177777.06    | 0.01%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc                                        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                        | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      420000 | PA      | $430247.58    | 0.02%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Veon Midco BV                                                                               | Veon Midco BV                                                                               | CUSIP: N9219HAP0<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     3450000 | PA      | $3231157.70   | 0.14%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                                  | Southern California Gas Co                                                                  | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      332000 | PA      | $334678.66    | 0.01%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95791.97     | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| iShares Core U.S. Aggregate Bond ETF                                                        | iShares Core U.S. Aggregate Bond ETF                                                        | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |       18358 | NS      | $1845713.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RALI Series 2005-QS17 Trust                                                                 | RALI Series 2005-QS17 Trust                                                                 | CUSIP: 761118PU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      572340 | PA      | $499345.45    | 0.02%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                                   | Orange SA                                                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $107630.60    | 0.00%             | N/A             | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC Term Loan B                                                        | Proampac PG Borrower LLC Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300ZI6LTXYFEY1578       | Long             | LON              | CORP              | US        |      246566 | PA      | $246117.04    | 0.01%             | 2028-09-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp Term Loan B                                                       | Garda World Security Corp Term Loan B                                                       | CUSIP: N/A<br>LEI: 549300ZF1NDXLMCHNO20       | Long             | LON              | CORP              | CA        |      222654 | PA      | $222469.45    | 0.01%             | 2029-02-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KRPQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1533148 | PA      | $1567833.21   | 0.07%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp Term Loan B                                                    | Topgolf Callaway Brands Corp Term Loan B                                                    | CUSIP: N/A<br>LEI: 5493005UB0KFRKBPCU72       | Long             | LON              | CORP              | US        |       70250 | PA      | $69659.90     | 0.00%             | 2030-03-16      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                                          | Aon Corp / Aon Global Holdings PLC                                                          | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      100000 | PA      | $76110.36     | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NWD MTN Ltd                                                                                 | NWD MTN Ltd                                                                                 | CUSIP: G6681PBD1<br>LEI: 254900STSWBVJ5FV9O74 | Long             | DBT              | CORP              | VG        |      275000 | PA      | $239848.81    | 0.01%             | 2028-02-08      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| American Water Capital Corp                                                                 | American Water Capital Corp                                                                 | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82173.78     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd Term Loan B                                                           | HUB International Ltd Term Loan B                                                           | CUSIP: N/A<br>LEI: 549300JQT6ATTUNS5E06       | Long             | LON              | CORP              | US        |      219243 | PA      | $219920.43    | 0.01%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4518634.50   | 0.19%             | N/A             | Variable      | 6.67%                 | No            |                  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        |     6380000 | PA      | $6542607.06   | 0.27%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                            | Crown Castle Inc                                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      530000 | PA      | $537214.76    | 0.02%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-420.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gecina SA                                                                                   | Gecina SA                                                                                   | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $99853.76     | 0.00%             | 2034-05-29      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| StoneX Group Inc                                                                            | StoneX Group Inc                                                                            | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1959329.45   | 0.08%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87982.37     | 0.00%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100956.80    | 0.00%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: —       |
| WE Soda Investments Holding PLC                                                             | WE Soda Investments Holding PLC                                                             | CUSIP: N/A<br>LEI: 984500SE38C07DB47A90       | Long             | DBT              | CORP              | GB        |      600000 | PA      | $600710.88    | 0.03%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140ARHY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1443817 | PA      | $1436916.72   | 0.06%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB Term Loan B1                                                            | Anticimex Global AB Term Loan B1                                                            | CUSIP: N/A<br>LEI: 54930005SBU6WYFBEB41       | Long             | LON              | CORP              | SE        |      323189 | PA      | $324226.07    | 0.01%             | 2028-11-16      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Farmers Insurance Exchange                                                                  | Farmers Insurance Exchange                                                                  | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42554.43     | 0.00%             | 2057-11-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                                    | Snam SpA                                                                                    | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $97096.57     | 0.00%             | 2034-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                                 | Viatris Inc                                                                                 | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      100000 | PA      | $76180.90     | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                             | Eastern Energy Gas Holdings LLC                                                             | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105466.35    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GT2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2921421 | PA      | $2975726.80   | 0.12%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                         | Intesa Sanpaolo SpA                                                                         | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $196604.08    | 0.01%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                            | Bank of New York Mellon Corp/The                                                            | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203105.03    | 0.01%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1583957.41   | 0.07%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $124267.43    | 0.01%             | 2031-09-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133ARQL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5676012 | PA      | $4624238.98   | 0.19%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DNZ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1146088 | PA      | $1096188.53   | 0.05%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                               | Intercontinental Exchange Inc                                                               | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $61622.60     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                               | Kroger Co/The                                                                               | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     1142000 | PA      | $1112897.31   | 0.05%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      539000 | PA      | $502579.96    | 0.02%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99272.17     | 0.00%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC Term Loan B1                                                   | LS Group OpCo Acquistion LLC Term Loan B1                                                   | CUSIP: N/A<br>LEI: 549300GJM1TKHPYFPF83       | Long             | LON              | CORP              | US        |      107041 | PA      | $106372.00    | 0.00%             | 2031-04-23      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                                  | Deere & Co                                                                                  | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79669.29     | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                                      | NXP BV / NXP Funding LLC / NXP USA Inc                                                      | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      100000 | PA      | $100935.22    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                                       | Ecuador Government International Bond                                                       | CUSIP: P8054QBG7<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      675000 | PA      | $526500.00    | 0.02%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                           | Wolters Kluwer NV                                                                           | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $105098.16    | 0.00%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                                       | Banque Federative du Credit Mutuel SA                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116282.84    | 0.00%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Resonetics LLC Term Loan B                                                                  | Resonetics LLC Term Loan B                                                                  | CUSIP: N/A<br>LEI: 5493007F3QX6Z23QGO95       | Long             | LON              | CORP              | US        |      140275 | PA      | $140275.12    | 0.01%             | 2031-06-18      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC Term Loan B                                                         | Talen Energy Supply LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: K5K33XN0PQAU1XF7NN66       | Long             | LON              | CORP              | US        |      693345 | PA      | $693441.68    | 0.03%             | 2030-05-17      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                           | Johnson & Johnson                                                                           | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      250000 | PA      | $177242.57    | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                                        | Woodside Finance Ltd                                                                        | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $50024.99     | 0.00%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115335.79    | 0.00%             | 2035-05-17      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Platform HG Financing PLC                                                                   | Platform HG Financing PLC                                                                   | CUSIP: N/A<br>LEI: 213800UCFCI3SEDD1530       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $81737.76     | 0.00%             | 2041-09-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO 2016-1 LLC                                                                | Mountain View CLO 2016-1 LLC                                                                | CUSIP: 62432FAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      310881 | PA      | $311048.37    | 0.01%             | 2033-04-14      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc                                                                        | Loyalty Ventures Inc                                                                        | CUSIP: N/A<br>LEI: 549300Q3YKVWNY6JIJ44       | Long             | LON              | CORP              | US        |     1607877 | PA      | $12059.08     | 0.00%             | 2027-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Westpac Securities NZ Ltd/London                                                            | Westpac Securities NZ Ltd/London                                                            | CUSIP: N/A<br>LEI: 549300W0N3O6Q4RCKE25       | Long             | DBT              | CORP              | NZ        |      150000 | PA      | $169371.85    | 0.01%             | 2026-12-14      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                              | EDP Finance BV                                                                              | CUSIP: N/A<br>LEI: 5299007L43AQDFOW5739       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119813.61    | 0.01%             | 2030-03-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GVBQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1451591 | PA      | $1475231.03   | 0.06%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                                 | American Honda Finance Corp                                                                 | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202614.42    | 0.01%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                                       | Iberdrola Finanzas SA                                                                       | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $119709.51    | 0.01%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      300000 | PA      | $278830.53    | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C21                                                    | WFRBS Commercial Mortgage Trust 2014-C21                                                    | CUSIP: 92939FAY5<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |      737117 | PA      | $690789.20    | 0.03%             | 2047-08-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                                         | Nomura Holdings Inc                                                                         | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $207077.20    | 0.01%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                                           | Blend Funding PLC                                                                           | CUSIP: N/A<br>LEI: 213800Y8TMLUT9SN1E94       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $92784.62     | 0.00%             | 2049-09-21      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                                   | TransCanada PipeLines Ltd                                                                   | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $94349.99     | 0.00%             | 2043-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                                          | Regency Centers LP                                                                          | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102988.76    | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                                    | Duke Energy Progress LLC                                                                    | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      100000 | PA      | $60231.94     | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      150000 | PA      | $118127.34    | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                              | Sitios Latinoamerica SAB de CV                                                              | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |     2350000 | PA      | $2427714.50   | 0.10%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                           | Brunswick Corp/DE                                                                           | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95014.11     | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Loan Trust 2005-2                                               | National Collegiate Student Loan Trust 2005-2                                               | CUSIP: 63543PBU9<br>LEI: 635400WP3MSHUIUNQS85 | Long             | ABS-O            | CORP              | US        |      497631 | PA      | $493840.64    | 0.02%             | 2033-06-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| KnowBe4 Inc Term Loan                                                                       | KnowBe4 Inc Term Loan                                                                       | CUSIP: N/A<br>LEI: 64883ZJ0RS5039H4PN24       | Long             | LON              | CORP              | US        |      900000 | PA      | $897750.00    | 0.04%             | 2032-07-22      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       50000 | PA      | $57154.34     | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Eyecare Partners LLC PIK Term Loan B                                                        | Eyecare Partners LLC PIK Term Loan B                                                        | CUSIP: N/A<br>LEI: 254900ZAACWK09RJ8W93       | Long             | LON              | CORP              | US        |     3629512 | PA      | $2113065.52   | 0.09%             | 2028-11-30      | Floating      | 4.97%                 | 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              | XX        |     2725000 | PA      | $2712725.18   | 0.11%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        3828 | NC      | $257.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                                   | TransCanada PipeLines Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |       11900 | NS      | $294525.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2004759 | PA      | $1735999.05   | 0.07%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                                         | Cardinal Health Inc                                                                         | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      315000 | PA      | $319968.23    | 0.01%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                                        | Kyndryl Holdings Inc                                                                        | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      549000 | PA      | $500298.18    | 0.02%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co                                                              | Meiji Yasuda Life Insurance Co                                                              | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $514250.00    | 0.02%             | 2054-09-11      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                            | Exxon Mobil Corp                                                                            | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |      100000 | PA      | $100312.65    | 0.00%             | 2032-06-26      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                       | Time Warner Cable LLC                                                                       | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89705.64     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                                      | Global Atlantic Fin Co                                                                      | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147504.49    | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                                   | Deutsche Telekom International Finance BV                                                   | CUSIP: 25156PBB8<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $150760.99    | 0.01%             | 2028-06-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        7070 | NS      | $139632.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                             | AmeriCredit Automobile Receivables Trust 2024-1                                             | CUSIP: 023947AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      309050 | PA      | $309142.20    | 0.01%             | 2028-02-18      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                                   | Teledyne Technologies Inc                                                                   | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46126.78     | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                                    | Toyota Motor Credit Corp                                                                    | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      100000 | PA      | $120208.92    | 0.01%             | 2030-07-24      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                                   | Sotheby's                                                                                   | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4632080.30   | 0.19%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                                          | Discover Card Execution Note Trust                                                          | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |     2405000 | PA      | $2406352.09   | 0.10%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                                        | Progressive Corp/The                                                                        | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96271.17     | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      537000 | PA      | $542369.09    | 0.02%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                                  | Ecolab Inc                                                                                  | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      911000 | PA      | $576899.79    | 0.02%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                            | NTT Finance Corp                                                                            | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $202212.76    | 0.01%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                                       | Micron Technology Inc                                                                       | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       75000 | PA      | $79577.19     | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205912.44    | 0.01%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16823.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      482000 | PA      | $485612.39    | 0.02%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                  | Vonovia SE                                                                                  | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $92856.75     | 0.00%             | 2034-09-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                              | Shell International Finance BV                                                              | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $98898.19     | 0.00%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC Term Loan B13                                                                   | Asurion LLC Term Loan B13                                                                   | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |      204062 | PA      | $203127.89    | 0.01%             | 2030-09-19      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      599000 | PA      | $619440.13    | 0.03%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc Term Loan B                                                                  | Proofpoint Inc Term Loan B                                                                  | CUSIP: N/A<br>LEI: 529900C5FODDK0WSR085       | Long             | LON              | CORP              | US        |      420391 | PA      | $421900.13    | 0.02%             | 2028-08-31      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                         | Buckeye Partners LP                                                                         | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1219760.36   | 0.05%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XHV38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2276449 | PA      | $2294918.63   | 0.10%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                                 | Cooperatieve Rabobank UA/NY                                                                 | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1263000 | PA      | $1291253.98   | 0.05%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $76847.46     | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                                 | Northern States Power Co/MN                                                                 | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $63036.95     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                 | Honeywell International Inc                                                                 | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98583.91     | 0.00%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-76.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                                         | Alexandria Real Estate Equities Inc                                                         | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99112.28     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Zais Clo 13 Ltd                                                                             | Zais Clo 13 Ltd                                                                             | CUSIP: 98876NAW4<br>LEI: 549300GODB02F7ODZK39 | Long             | ABS-O            | CORP              | KY        |      720580 | PA      | $720833.55    | 0.03%             | 2032-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed              | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed              | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5620000 | PA      | $5384840.49   | 0.23%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93901.28     | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc Term Loan B                                                            | Chart Industries Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: EM7QGKC1GYOF3LSZSL80       | Long             | LON              | CORP              | US        |       80781 | PA      | $81007.92     | 0.00%             | 2030-03-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                             | Berkshire Hathaway Finance Corp                                                             | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |      100000 | PA      | $93545.45     | 0.00%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                                | BHP Billiton Finance USA Ltd                                                                | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $50787.90     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| USALCO LLC Term Loan B                                                                      | USALCO LLC Term Loan B                                                                      | CUSIP: N/A<br>LEI: 5493006WBYB0CYPCSG20       | Long             | LON              | CORP              | US        |       57503 | PA      | $57485.56     | 0.00%             | 2031-09-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                                    | Estee Lauder Cos Inc/The                                                                    | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95507.79     | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Honeywell International Inc                                                                 | Honeywell International Inc                                                                 | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48428.00     | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102025.71    | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                                   | L3Harris Technologies Inc                                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      505000 | PA      | $526588.89    | 0.02%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $99852.39     | 0.00%             | 2028-09-22      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                          | Walt Disney Co/The                                                                          | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101614.97    | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      591000 | PA      | $585816.39    | 0.02%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1000000 | OU      | $152350.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                               | Baltimore Gas and Electric Co                                                               | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98767.69     | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $423042.00    | 0.02%             | N/A             | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO IX Ltd                                                                    | Mountain View CLO IX Ltd                                                                    | CUSIP: 62432BAN3<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-O            | CORP              | KY        |      169451 | PA      | $169438.80    | 0.01%             | 2031-07-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $235468.70    | 0.01%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                                | SM Energy Co                                                                                | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1809790.62   | 0.08%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |        8715 | NS      | $223191.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE Finance US LLC                                                                          | RWE Finance US LLC                                                                          | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |      670000 | PA      | $659868.59    | 0.03%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC Term Loan B2                                            | Cushman & Wakefield US Borrower LLC Term Loan B2                                            | CUSIP: N/A<br>LEI: 549300870CMN3WI5IF97       | Long             | LON              | CORP              | US        |      113219 | PA      | $113408.08    | 0.00%             | 2030-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                                 | Mediobanca Banca di Credito Finanziario SpA                                                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $110043.95    | 0.00%             | 2029-07-17      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                              | GE HealthCare Technologies Inc                                                              | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      325000 | PA      | $336816.22    | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                                | Novelis Corp                                                                                | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1418445.00   | 0.06%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |      102304 | NS      | $2492125.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      300000 | PA      | $298125.36    | 0.01%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      551000 | PA      | $581981.52    | 0.02%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                        | IHO Verwaltungs GmbH                                                                        | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1675000 | PA      | $1746440.43   | 0.07%             | 2032-11-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91443.63     | 0.00%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY Term Loan D                                                                      | USI Inc/NY Term Loan D                                                                      | CUSIP: N/A<br>LEI: 2549006D7UF7072T7I27       | Long             | LON              | CORP              | US        |      371038 | PA      | $371409.06    | 0.02%             | 2029-11-21      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer Inc Term Loan B                                                           | BCPE Pequod Buyer Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: 254900HEEOS2IWC84V94       | Long             | LON              | CORP              | US        |      109475 | PA      | $109748.69    | 0.00%             | 2031-09-19      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                               | Eurogrid GmbH                                                                               | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $95618.23     | 0.00%             | 2033-04-21      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                         | Fifth Third Bancorp                                                                         | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51980.56     | 0.00%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                                       | Applied Materials Inc                                                                       | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |      353000 | PA      | $361965.11    | 0.02%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                                 | Citibank NA                                                                                 | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      933000 | PA      | $959937.21    | 0.04%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL Mortgage Trust                                                              | BBCMS 2018-TALL Mortgage Trust                                                              | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1470000 | PA      | $1385475.00   | 0.06%             | 2037-03-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                                        | Lockheed Martin Corp                                                                        | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101253.00    | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Principal Government Money Market Fund - Class R-6                                          | Principal Government Money Market Fund - Class R-6                                          | CUSIP: 74257B639<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   136493104 | NS      | $136493103.90 | 5.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                               | Kroger Co/The                                                                               | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      356000 | PA      | $358914.32    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209877.33    | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $199422.13    | 0.01%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          12 | NC      | $452.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nouryon Finance BV Term Loan B                                                              | Nouryon Finance BV Term Loan B                                                              | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |      310805 | PA      | $310028.31    | 0.01%             | 2028-04-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                        | Keurig Dr Pepper Inc                                                                        | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $73972.62     | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                                 | Corning Inc                                                                                 | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      458000 | PA      | $361774.42    | 0.02%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                      | Diamondback Energy Inc                                                                      | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      536000 | PA      | $436344.12    | 0.02%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition Inc Term Loan B                                                           | Savor Acquisition Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: 25490051R6ZOBEBPQ519       | Long             | LON              | CORP              | US        |       54607 | PA      | $54811.81     | 0.00%             | 2032-02-19      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      150000 | PA      | $154550.91    | 0.01%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1972000 | PA      | $1957518.13   | 0.08%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                                 | NVIDIA Corp                                                                                 | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89927.08     | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                         | Deutsche Telekom AG                                                                         | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $74907.70     | 0.00%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                           | Enterprise Products Operating LLC                                                           | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95123.13     | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1599874.23   | 0.07%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                         | Gilead Sciences Inc                                                                         | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105077.14    | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      640000 | PA      | $654311.52    | 0.03%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                                      | Cox Communications Inc                                                                      | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      520000 | PA      | $534939.40    | 0.02%             | 2028-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                                 | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96552.18     | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: YT9362948<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    43500000 | PA      | $892240.93    | 0.04%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                  | Humana Inc                                                                                  | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51128.29     | 0.00%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                                                       | Banco Santander Chile                                                                       | CUSIP: 05971WAD5<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |      150000 | PA      | $140044.55    | 0.01%             | 2031-10-26      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                          | Home Depot Inc/The                                                                          | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51197.18     | 0.00%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                                  | Allegion US Holding Co Inc                                                                  | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |      498000 | PA      | $518872.24    | 0.02%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                              | Phillips 66 Co                                                                              | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99059.69     | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                                         | Volkswagen International Finance NV                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115243.67    | 0.00%             | N/A             | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      809142 | PA      | $659155.60    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                                     | CRH America Finance Inc                                                                     | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |      242000 | PA      | $241750.52    | 0.01%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware Inc Term Loan B                                                        | Restoration Hardware Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300H9H1H3OC7C3H47       | Long             | LON              | CORP              | US        |      103832 | PA      | $100738.52    | 0.00%             | 2028-10-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co LLC                                                               | Tennessee Gas Pipeline Co LLC                                                               | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $187599.59    | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                                                               | Freeport LNG Investments LLLP                                                               | CUSIP: N/A<br>LEI: 549300LR5YVRZH4YPQ33       | Long             | LON              | CORP              | US        |      437581 | PA      | $439221.99    | 0.02%             | 2026-11-16      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                                         | Carrier Global Corp                                                                         | CUSIP: N/A<br>LEI: 549300JE3W6CWY2NAN77       | Long             | DBT              | CORP              | US        |      100000 | PA      | $119444.85    | 0.00%             | 2028-05-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                                          | UBS AG/Stamford CT                                                                          | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $293941.71    | 0.01%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                            | Burlington Northern Santa Fe LLC                                                            | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47857.20     | 0.00%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      650000 | OU      | $83947.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viasat Inc Term Loan B                                                                      | Viasat Inc Term Loan B                                                                      | CUSIP: N/A<br>LEI: UFC8NYMNFSYIHNSM2I38       | Long             | LON              | CORP              | US        |       29846 | PA      | $29584.61     | 0.00%             | 2029-03-04      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                              | Microsoft Corp                                                                              | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82107.11     | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101279.64    | 0.00%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                            | Benchmark 2019-B9 Mortgage Trust                                                            | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3560000 | PA      | $3491217.60   | 0.15%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                          | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607LPY3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74994.12     | 0.00%             | 2028-01-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                                     | Nykredit Realkredit A/S                                                                     | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      100000 | PA      | $119397.82    | 0.00%             | 2028-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Netherlands BV                                                      | Imperial Brands Finance Netherlands BV                                                      | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $101000.50    | 0.00%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Isolved Inc Term Loan B                                                                     | Isolved Inc Term Loan B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      100178 | PA      | $100146.86    | 0.00%             | 2030-10-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                                   | HA Sustainable Infrastructure Capital Inc                                                   | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50511.35     | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1130000 | PA      | $1148965.20   | 0.05%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                        | Kraft Heinz Foods Co                                                                        | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199069.23    | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC Term Loan                                                                | Infinite Bidco LLC Term Loan                                                                | CUSIP: N/A<br>LEI: 549300GLV0VRADA9LI65       | Long             | LON              | CORP              | US        |     4850000 | PA      | $4337743.00   | 0.18%             | 2029-02-24      | Floating      | 11.10%                | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      557000 | PA      | $572549.81    | 0.02%             | 2028-07-12      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                                  | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50207.47     | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118049.14    | 0.00%             | 2034-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                                | Newmont Corp                                                                                | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90686.60     | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Johnstone Supply LLC Term Loan B                                                            | Johnstone Supply LLC Term Loan B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      157100 | PA      | $157271.24    | 0.01%             | 2031-06-09      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                                                          | Ally Auto Receivables Trust 2024-2                                                          | CUSIP: 02007NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      201222 | PA      | $201227.47    | 0.01%             | 2027-07-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                         | Elevance Health Inc                                                                         | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       79000 | PA      | $82592.99     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Forest City Enterprises LLC Term Loan B                                                     | Forest City Enterprises LLC Term Loan B                                                     | CUSIP: N/A<br>LEI: 54930078MCT017XXRD21       | Long             | LON              | CORP              | US        |      490000 | PA      | $487618.60    | 0.02%             | 2025-12-07      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      907000 | PA      | $891176.40    | 0.04%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW International Investment BV                                                             | BMW International Investment BV                                                             | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $232991.00    | 0.01%             | 2027-08-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                                    | Hilcorp Energy I LP / Hilcorp Finance Co                                                    | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1803853.92   | 0.08%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115348.41    | 0.00%             | 2029-05-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC Term Loan B                                                      | MajorDrive Holdings IV LLC Term Loan B                                                      | CUSIP: N/A<br>LEI: 25490044R1FR5N8FIT62       | Long             | LON              | CORP              | US        |     2757412 | PA      | $2670801.58   | 0.11%             | 2028-06-01      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      917000 | PA      | $929916.28    | 0.04%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: F1R15XL35<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $632345.28    | 0.03%             | N/A             | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Numericable US LLC                                                                          | Numericable US LLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      287106 | PA      | $286285.09    | 0.01%             | 2031-05-31      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                                       | SS&C Technologies Inc                                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2228973.80   | 0.09%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                                        | LXP Industrial Trust                                                                        | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      428000 | PA      | $371728.20    | 0.02%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                                         | Northern Trust Corp                                                                         | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97213.42     | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                                         | Wells Fargo Bank NA                                                                         | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |      250000 | PA      | $281350.01    | 0.01%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B9ZB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     2634833 | PA      | $316008.45    | 0.01%             | 2050-05-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                            | Galaxy Pipeline Assets Bidco Ltd                                                            | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |      139838 | PA      | $126986.69    | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                           | ONEOK Partners LP                                                                           | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1192293.97   | 0.05%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      986000 | PA      | $1004900.37   | 0.04%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                                     | Telefonica Emisiones SA                                                                     | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      657000 | PA      | $563391.41    | 0.02%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                                          | Union Pacific Corp                                                                          | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89084.26     | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                         | Synchrony Financial                                                                         | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      332000 | PA      | $337718.79    | 0.01%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      150000 | PA      | $123956.14    | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                                        | Peru Government Bond                                                                        | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     4550000 | PA      | $1312853.09   | 0.05%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                                 | Lennar Corp                                                                                 | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |      385000 | PA      | $395998.46    | 0.02%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      127460 | OU      | $14286.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      828000 | PA      | $757220.11    | 0.03%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1501000 | PA      | $1427542.32   | 0.06%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 21H0426B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4500000 | PA      | $4391240.67   | 0.18%             | 2055-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101681.16    | 0.00%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                                  | Santander Holdings USA Inc                                                                  | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99225.34     | 0.00%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102252.67    | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ipoteka-Bank ATIB                                                                           | Ipoteka-Bank ATIB                                                                           | CUSIP: Y001L5AE6<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |      825000 | PA      | $825609.58    | 0.03%             | 2030-10-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                            | Coca-Cola Co/The                                                                            | CUSIP: N/A<br>LEI: UWJKFUJFZ02DKWI3RY53       | Long             | DBT              | CORP              | US        |      100000 | PA      | $90547.67     | 0.00%             | 2036-05-06      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Romark CLO II Ltd                                                                           | Romark CLO II Ltd                                                                           | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      341487 | PA      | $341368.01    | 0.01%             | 2031-07-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Covetrus Inc Term Loan                                                                      | Covetrus Inc Term Loan                                                                      | CUSIP: N/A<br>LEI: 5493009S30DUFCF75V87       | Long             | LON              | CORP              | US        |     9126625 | PA      | $7985796.53   | 0.33%             | 2029-10-13      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     1052000 | PA      | $1051445.33   | 0.04%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                                      | North West Redwater Partnership / NWR Financing Co Ltd                                      | CUSIP: 663307AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70197.14     | 0.00%             | 2039-01-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     9221000 | OU      | $-224013.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                               | Marriott International Inc/MD                                                               | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      762000 | PA      | $708483.79    | 0.03%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1374454.00   | 0.06%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                                | NiSource Inc                                                                                | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1856629.80   | 0.08%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1336000 | PA      | $1303823.99   | 0.05%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Axian Telecom Holding & Management PLC                                                      | Axian Telecom Holding & Management PLC                                                      | CUSIP: M1R03SAA8<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |      400000 | PA      | $404265.88    | 0.02%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                            | Wand NewCo 3 Inc                                                                            | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     5475000 | PA      | $5722108.65   | 0.24%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                              | Merck & Co Inc                                                                              | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196042.33    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Asurion LLC Term Loan B9                                                                    | Asurion LLC Term Loan B9                                                                    | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |      250276 | PA      | $250323.12    | 0.01%             | 2027-07-31      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      786000 | PA      | $566970.13    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                              | BP Capital Markets America Inc                                                              | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     1558000 | PA      | $1548880.76   | 0.06%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                           | Suncor Energy Inc                                                                           | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72064.70     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      398000 | PA      | $397345.35    | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                                          | Element Materials Technology Group US Holdings Inc                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      207921 | PA      | $209091.94    | 0.01%             | 2029-07-06      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                           | Kinross Gold Corp                                                                           | CUSIP: 496902AQ0<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $150583.95    | 0.01%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                                        | Samarco Mineracao SA                                                                        | CUSIP: P8405QAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     1030026 | PA      | $1030013.33   | 0.04%             | 2031-06-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                                         | Citibank Credit Card Issuance Trust                                                         | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1251253.38   | 0.05%             | 2027-12-08      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                                     | Manulife Financial Corp                                                                     | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $97722.70     | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                                       | Pfizer Investment Enterprises Pte Ltd                                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      744000 | PA      | $719669.41    | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                                   | Keysight Technologies Inc                                                                   | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100444.25    | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140M7PW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4463626 | PA      | $3679978.34   | 0.15%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      200000 | PA      | $178810.87    | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $195058.31    | 0.01%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2934304.10   | 0.12%             | N/A             | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                               | Enel Finance International NV                                                               | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112758.18    | 0.00%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Air Canada Term Loan B                                                                      | Air Canada Term Loan B                                                                      | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |      165350 | PA      | $165432.68    | 0.01%             | 2031-03-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                                   | GATX Corp                                                                                   | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      864000 | PA      | $856974.17    | 0.04%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc Term Loan B                                                                | AmWINS Group Inc Term Loan B                                                                | CUSIP: N/A<br>LEI: 549300SJE7MUB8NMRG61       | Long             | LON              | CORP              | US        |      160909 | PA      | $161076.06    | 0.01%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1730000 | OU      | $263154.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                          | Home Depot Inc/The                                                                          | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87846.66     | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QNLN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2968866 | PA      | $2479384.38   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Africell Holding Ltd                                                                        | Africell Holding Ltd                                                                        | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |     2500000 | PA      | $2481707.38   | 0.10%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| General Motors Co                                                                           | General Motors Co                                                                           | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54339.18     | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                                        | Jackson National Life Global Funding                                                        | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49883.67     | 0.00%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                            | Crown Castle Inc                                                                            | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36643.87     | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc Term Loan                                                       | Surgery Center Holdings Inc Term Loan                                                       | CUSIP: N/A<br>LEI: 54930054EVI5HWPPW113       | Long             | LON              | CORP              | US        |      584134 | PA      | $585396.17    | 0.02%             | 2030-12-19      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                                       | Southwest Airlines Co                                                                       | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101060.47    | 0.00%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137B4AE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     3447900 | PA      | $432227.75    | 0.02%             | 2043-08-15      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                       | Athene Global Funding                                                                       | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      773000 | PA      | $755956.46    | 0.03%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                             | MPT Operating Partnership LP / MPT Finance Corp                                             | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $847278.72    | 0.04%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Icon Parent Inc                                                                             | Icon Parent Inc                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      387178 | PA      | $386863.89    | 0.02%             | 2031-11-13      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                                          | RWE Finance US LLC                                                                          | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |      976000 | PA      | $1004603.29   | 0.04%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      883000 | PA      | $654347.49    | 0.03%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2872976.40   | 0.12%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      200000 | PA      | $235756.99    | 0.01%             | 2028-09-22      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| National Bank of Uzbekistan                                                                 | National Bank of Uzbekistan                                                                 | CUSIP: N/A<br>LEI: 253400TZJ7T1YULTGN68       | Long             | DBT              | CORP              | UZ        |      925000 | PA      | $955332.69    | 0.04%             | 2030-07-17      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Asurion LLC Term Loan B11                                                                   | Asurion LLC Term Loan B11                                                                   | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |      105567 | PA      | $105878.20    | 0.00%             | 2028-08-19      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                                   | Panther Escrow Issuer LLC                                                                   | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2575000 | PA      | $2661203.28   | 0.11%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                                       | Ukraine Government International Bond                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     3942146 | PA      | $2208040.28   | 0.09%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      865000 | PA      | $516171.15    | 0.02%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104328.60    | 0.00%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                                | Novelis Corp                                                                                | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     2939000 | PA      | $2840775.09   | 0.12%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc Term Loan B                                                     | Global Medical Response Inc Term Loan B                                                     | CUSIP: N/A<br>LEI: 549300ZFWD4ZFCEJCQ87       | Long             | LON              | CORP              | US        |      327448 | PA      | $328708.38    | 0.01%             | 2032-10-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                        | Mexico Government International Bond                                                        | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      802000 | PA      | $846912.00    | 0.04%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                         | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $127907.94    | 0.01%             | 2031-08-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp                                                                           | USAA Capital Corp                                                                           | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |      775000 | PA      | $782260.70    | 0.03%             | 2028-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                                 | Global Medical Response Inc                                                                 | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     3580000 | PA      | $3745915.10   | 0.16%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $73540.35     | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                                    | Westinghouse Air Brake Technologies Corp                                                    | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50608.70     | 0.00%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                                     | Astrazeneca Finance LLC                                                                     | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      783000 | PA      | $799950.90    | 0.03%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49287.21     | 0.00%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                                    | Fox Corp                                                                                    | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      610000 | PA      | $592177.15    | 0.02%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                               | Mexican Bonos                                                                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   117500000 | PA      | $6032132.57   | 0.25%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                                       | Pfizer Investment Enterprises Pte Ltd                                                       | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      729000 | PA      | $737822.13    | 0.03%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                                                          | Wildfire Intermediate Holdings LLC                                                          | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4191423.18   | 0.18%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1184000 | PA      | $742867.51    | 0.03%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105957.84    | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                                         | CRH SMW Finance DAC                                                                         | CUSIP: N/A<br>LEI: 54930044475SH442C864       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $121381.28    | 0.01%             | 2035-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance LLC / Brookfield Finance Inc                                             | Brookfield Finance LLC / Brookfield Finance Inc                                             | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35112.91     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      288000 | PA      | $298316.84    | 0.01%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                 | MetLife Inc                                                                                 | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $4313452.00   | 0.18%             | 2068-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $216429.40    | 0.01%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC Term Loan B                                                               | Leia Finco US LLC Term Loan B                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1942254 | PA      | $1945594.75   | 0.08%             | 2031-10-09      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc Term Loan B                                                                      | Kaseya Inc Term Loan B                                                                      | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |      872660 | PA      | $872206.22    | 0.04%             | 2032-03-20      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                                 | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                                 | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1751511.70   | 0.07%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                                   | Rio Tinto Finance USA PLC                                                                   | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $104658.99    | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99178.63     | 0.00%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Aegea Finance Sarl                                                                          | Aegea Finance Sarl                                                                          | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     1475000 | PA      | $1438056.60   | 0.06%             | 2036-01-20      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $118865.49    | 0.00%             | 2034-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc Term Loan B                                                                | Dexko Global Inc Term Loan B                                                                | CUSIP: N/A<br>LEI: 549300SMZ4OV1KBH1M19       | Long             | LON              | CORP              | US        |      272588 | PA      | $268002.70    | 0.01%             | 2028-10-04      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                                        | Siemens Financieringsmaatschappij NV                                                        | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $107939.35    | 0.00%             | 2029-02-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc Term Loan B                                                             | United Airlines Inc Term Loan B                                                             | CUSIP: N/A<br>LEI: K1OQBWM7XEOO08LDNP29       | Long             | LON              | CORP              | US        |       89198 | PA      | $89325.23     | 0.00%             | 2031-02-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $99648.34     | 0.00%             | 2031-09-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                                 | Coastal Gaslink Pipeline LP                                                                 | CUSIP: 19046FAP7<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $77659.98     | 0.00%             | 2034-09-30      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18554.07     | 0.00%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1043000 | PA      | $663672.39    | 0.03%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      938000 | PA      | $940977.27    | 0.04%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dechra Finance US LLC Term Loan B                                                           | Dechra Finance US LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       64375 | PA      | $64496.03     | 0.00%             | 2032-01-27      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Riverbed Technology Inc                                                                     | Riverbed Technology Inc                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       13889 | NS      | $13.89        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368LNK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149667.39    | 0.01%             | 2028-05-29      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                                         | Gatwick Funding Ltd                                                                         | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |      100000 | PA      | $79015.49     | 0.00%             | 2051-07-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                                 | Providence St Joseph Health Obligated Group                                                 | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51773.63     | 0.00%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Azalea Topco Inc Term Loan B                                                                | Azalea Topco Inc Term Loan B                                                                | CUSIP: N/A<br>LEI: 549300HC42NZULO53062       | Long             | LON              | CORP              | US        |      185417 | PA      | $185631.81    | 0.01%             | 2031-04-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co                                                                   | Pacific Life Insurance Co                                                                   | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40686.15     | 0.00%             | 2067-10-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                                          | Sealed Air Corp/Sealed Air Corp US                                                          | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1994473.70   | 0.08%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      215000 | PA      | $186416.89    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC Term Loan B5                                                     | TKO Worldwide Holdings LLC Term Loan B5                                                     | CUSIP: N/A<br>LEI: 549300JEOTH7UMZ3C491       | Long             | LON              | CORP              | US        |      253066 | PA      | $253577.01    | 0.01%             | 2031-11-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      492718 | PA      | $484424.15    | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc Term Loan B                                                             | Rocket Software Inc Term Loan B                                                             | CUSIP: N/A<br>LEI: 549300PVG26ISP5X1556       | Long             | LON              | CORP              | US        |      305853 | PA      | $304406.73    | 0.01%             | 2028-11-28      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                               | Hydro One Inc                                                                               | CUSIP: 44810ZBX7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $60844.18     | 0.00%             | 2049-06-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc Term Loan B                                                   | CCC Intelligent Solutions Inc Term Loan B                                                   | CUSIP: N/A<br>LEI: 5493006JEEL9RIWY5T17       | Long             | LON              | CORP              | US        |       73841 | PA      | $73875.51     | 0.00%             | 2032-01-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2003-A                                                | SLM Private Credit Student Loan Trust 2003-A                                                | CUSIP: 78443CAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1939289 | PA      | $940641.72    | 0.04%             | 2032-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                           | Hormel Foods Corp                                                                           | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94517.13     | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1906600 | PA      | $1374911.82   | 0.06%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50719.32     | 0.00%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78236.79     | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      298000 | PA      | $270325.35    | 0.01%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382HGZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     7376592 | PA      | $891980.46    | 0.04%             | 2046-04-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XNCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1701257 | PA      | $1743531.46   | 0.07%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                                       | Banque Federative du Credit Mutuel SA                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118081.08    | 0.00%             | 2034-02-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                                          | Union Pacific Corp                                                                          | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $70736.29     | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                                    | Warnermedia Holdings Inc                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1228176.90   | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC Term Loan B3                                            | Cushman & Wakefield US Borrower LLC Term Loan B3                                            | CUSIP: N/A<br>LEI: 549300870CMN3WI5IF97       | Long             | LON              | CORP              | US        |      116586 | PA      | $117022.85    | 0.00%             | 2030-01-31      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3349635 | PA      | $3020648.06   | 0.13%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                              | PECO Energy Co                                                                              | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50326.85     | 0.00%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services LLC Term Loan B                                                     | Pacific Dental Services LLC Term Loan B                                                     | CUSIP: N/A<br>LEI: 549300SDH1NQDOZ2M105       | Long             | LON              | CORP              | US        |      207175 | PA      | $207477.46    | 0.01%             | 2031-03-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1257442.53   | 0.05%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                                 | Exelon Corp                                                                                 | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78583.08     | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                        | Mexico Government International Bond                                                        | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      400000 | PA      | $396900.00    | 0.02%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      100000 | PA      | $115633.92    | 0.00%             | 2027-08-03      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                                      | Chubb INA Holdings LLC                                                                      | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     1082000 | PA      | $1103363.29   | 0.05%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      491000 | PA      | $499592.10    | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                               | DTE Energy Co                                                                               | CUSIP: 233331818<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |       13005 | NS      | $234610.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117535.48    | 0.00%             | 2030-09-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                            | Paramount Global                                                                            | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      194000 | PA      | $174331.10    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                  | Zimmer Biomet Holdings Inc                                                                  | CUSIP: N/A<br>LEI: 2P2YLDVPES3BXQ1FRB91       | Long             | DBT              | CORP              | US        |      100000 | PA      | $112307.12    | 0.00%             | 2027-11-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                              | Rocket Cos Inc                                                                              | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1145903.00   | 0.05%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                         | Petroleos Mexicanos                                                                         | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2010000 | PA      | $2063192.64   | 0.09%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |      621000 | PA      | $645456.22    | 0.03%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1800000 | OU      | $-39807.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                              | Merck & Co Inc                                                                              | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95114.35     | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                            | Carlisle Cos Inc                                                                            | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      236000 | PA      | $239757.96    | 0.01%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC Term Loan B1                                           | Prime Security Services Borrower LLC Term Loan B1                                           | CUSIP: N/A<br>LEI: 549300O6QPZVWXV2DC15       | Long             | LON              | CORP              | US        |      108228 | PA      | $107990.86    | 0.00%             | 2030-10-13      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      566000 | PA      | $590408.75    | 0.02%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103818.68    | 0.00%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                                      | WESCO Distribution Inc                                                                      | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      725000 | PA      | $757770.00    | 0.03%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Peraton Corp Term Loan B                                                                    | Peraton Corp Term Loan B                                                                    | CUSIP: N/A<br>LEI: 549300EQPCK07ZW63836       | Long             | LON              | CORP              | US        |      222000 | PA      | $191046.54    | 0.01%             | 2028-02-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                          | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1059111.00   | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      405000 | PA      | $415285.07    | 0.02%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                                  | Nucor Corp                                                                                  | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92544.57     | 0.00%             | 2032-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75027.45     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Riyad Sukuk Ltd                                                                             | Riyad Sukuk Ltd                                                                             | CUSIP: G7576PAB2<br>LEI: 549300P8GI2KKEMZUH97 | Long             | DBT              | CORP              | KY        |     2100000 | PA      | $2140425.00   | 0.09%             | 2035-07-14      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                                | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $225778.73    | 0.01%             | 2028-01-21      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                                          | Voyager Parent LLC                                                                          | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     4275000 | PA      | $4481837.33   | 0.19%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                                           | DISH Network Corp                                                                           | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3632101.35   | 0.15%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                            | Nestle Finance International Ltd                                                            | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $214659.89    | 0.01%             | 2031-03-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                  | Sysco Corp                                                                                  | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      787000 | PA      | $811308.30    | 0.03%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                        | Glencore Funding LLC                                                                        | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99682.21     | 0.00%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc Term Loan B                                                            | Crown Finance US Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 254900ABTWPQTCKKR839       | Long             | LON              | CORP              | US        |      327107 | PA      | $326230.06    | 0.01%             | 2031-12-02      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94377.18     | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                                         | Ghana Government International Bond                                                         | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     2425000 | PA      | $2358291.86   | 0.10%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                             | Repsol International Finance BV                                                             | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111165.98    | 0.00%             | 2027-08-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                | Synopsys Inc                                                                                | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102103.94    | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                        | LifePoint Health Inc                                                                        | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $3323868.75   | 0.14%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WideOpenWest Finance LLC Term Loan                                                          | WideOpenWest Finance LLC Term Loan                                                          | CUSIP: N/A<br>LEI: 54930045JY28O5B5WE54       | Long             | LON              | CORP              | US        |      339144 | PA      | $310530.04    | 0.01%             | 2028-12-11      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                               | Enel Finance International NV                                                               | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      283000 | PA      | $247334.96    | 0.01%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202757.47    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4361000 | PA      | $4145828.96   | 0.17%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51074.15     | 0.00%             | 2030-06-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2074432.00   | 0.09%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7950789.60   | 0.33%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99559.33     | 0.00%             | 2026-05-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1130000 | OU      | $-87613.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1281000 | PA      | $1414361.89   | 0.06%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                                | Stryker Corp                                                                                | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |      100000 | PA      | $108578.86    | 0.00%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                                    | KLA Corp                                                                                    | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93233.03     | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                                       | East Japan Railway Co                                                                       | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $126612.49    | 0.01%             | 2054-09-04      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                                      | Commonwealth Edison Co                                                                      | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82581.58     | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                                    | Aptiv Swiss Holdings Ltd                                                                    | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      200000 | PA      | $201292.70    | 0.01%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                | Thermo Fisher Scientific Inc                                                                | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |      100000 | PA      | $86885.24     | 0.00%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                 | Ovintiv Inc                                                                                 | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53367.17     | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                             | RELX Finance BV                                                                             | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $110320.09    | 0.00%             | 2028-03-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      575000 | PA      | $603485.50    | 0.03%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104463.50    | 0.00%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bond                                                   | El Salvador Government International Bond                                                   | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    40575000 | PA      | $1014375.00   | 0.04%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      440000 | OU      | $18852.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aragvi Finance International DAC                                                            | Aragvi Finance International DAC                                                            | CUSIP: 03851RAC8<br>LEI: 635400VKAYT1VT6VBF50 | Long             | DBT              | CORP              | IE        |     2375000 | PA      | $2364239.97   | 0.10%             | 2029-11-20      | Fixed         | 11.13%                | No            |                  2 | On Loan: —       |
| Mercedes-Benz Finance North America LLC                                                     | Mercedes-Benz Finance North America LLC                                                     | CUSIP: 58769JAM9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      150000 | PA      | $153432.70    | 0.01%             | 2033-08-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     3350000 | OU      | $133714.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zais Clo 16 Ltd                                                                             | Zais Clo 16 Ltd                                                                             | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-O            | CORP              | KY        |      782000 | PA      | $781237.55    | 0.03%             | 2034-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                         | Elevance Health Inc                                                                         | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      334000 | PA      | $332253.89    | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                           | Johnson & Johnson                                                                           | CUSIP: N/A<br>LEI: 549300G0CFPGEF6X2043       | Long             | DBT              | CORP              | US        |      100000 | PA      | $101542.84    | 0.00%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Michaels Cos Inc/The Term Loan                                                              | Michaels Cos Inc/The Term Loan                                                              | CUSIP: N/A<br>LEI: 549300H9LWMBP7HYLR98       | Long             | LON              | CORP              | US        |      138007 | PA      | $131734.47    | 0.01%             | 2028-04-15      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                             | Xcel Energy Inc                                                                             | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103664.10    | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                                         | Macquarie Group Ltd                                                                         | CUSIP: 55608JBG2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $105094.81    | 0.00%             | 2033-11-09      | Variable      | 5.49%                 | No            |                  2 | On Loan: —       |
| Marsh & McLennan Cos Inc                                                                    | Marsh & McLennan Cos Inc                                                                    | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210215.69    | 0.01%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                               | JDE Peet's NV                                                                               | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $110463.44    | 0.00%             | 2028-02-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      100000 | PA      | $120316.93    | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                            | Volkswagen Financial Services AG                                                            | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $221260.43    | 0.01%             | 2028-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 21 Ltd                                                          | CK Hutchison Europe Finance 21 Ltd                                                          | CUSIP: N/A<br>LEI: 254900UIPWFKU7480958       | Long             | DBT              | CORP              | KY        |      100000 | PA      | $97148.32     | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                                          | Expand Energy Corp                                                                          | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      797000 | PA      | $782398.27    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                                      | Fresenius SE & Co KGaA                                                                      | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116390.14    | 0.00%             | 2030-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Altar Bidco Inc Term Loan                                                                   | Altar Bidco Inc Term Loan                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3570000 | PA      | $3387037.50   | 0.14%             | 2030-02-01      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                                        | Banco de Sabadell SA                                                                        | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $120825.65    | 0.01%             | 2030-09-13      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                               | Akzo Nobel NV                                                                               | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $106667.24    | 0.00%             | 2032-03-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aegea Finance Sarl                                                                          | Aegea Finance Sarl                                                                          | CUSIP: N/A<br>LEI: 213800V6WTKUT1XWIZ47       | Long             | DBT              | CORP              | LU        |      250000 | PA      | $264137.05    | 0.01%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DUNQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2522451 | PA      | $2577876.02   | 0.11%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                                           | Hannover Rueck SE                                                                           | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $130984.23    | 0.01%             | 2043-08-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8089.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                                        | Waste Management Inc                                                                        | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101216.10    | 0.00%             | 2033-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                            | Welltower OP LLC                                                                            | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199899.18    | 0.01%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Energean PLC                                                                                | Energean PLC                                                                                | CUSIP: YJ6216529<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1037380.27   | 0.04%             | 2031-05-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102431.36    | 0.00%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                                      | Cox Communications Inc                                                                      | CUSIP: 224044CP0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $64453.39     | 0.00%             | 2051-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                                          | Connecticut Light and Power Co/The                                                          | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101330.14    | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                           | Kimco Realty Corp                                                                           | CUSIP: 49446R711<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |       31467 | NS      | $670247.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Student Loan Trust 2008-6                                                               | SLM Student Loan Trust 2008-6                                                               | CUSIP: 78445CAD4<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |     1875097 | PA      | $1853123.08   | 0.08%             | 2029-04-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $112730.89    | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Pediatrix Medical Group Inc                                                                 | Pediatrix Medical Group Inc                                                                 | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $646021.74    | 0.03%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                                | NiSource Inc                                                                                | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99929.66     | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      585000 | PA      | $610522.36    | 0.03%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      304000 | PA      | $228413.90    | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                    | Florida Power & Light Co                                                                    | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52055.27     | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                              | Japan Government Ten Year Bond                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     5000000 | PA      | $30436.17     | 0.00%             | 2033-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      494000 | PA      | $509409.05    | 0.02%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1463657.40   | 0.06%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                                          | Plains All American Pipeline LP / PAA Finance Corp                                          | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      324000 | PA      | $327344.98    | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut Services NV                                                                 | Barry Callebaut Services NV                                                                 | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $118810.12    | 0.00%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                     | SMB Private Education Loan Trust 2021-A                                                     | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      764417 | PA      | $746515.28    | 0.03%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                                                           | Ivanhoe Mines Ltd                                                                           | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     2775000 | PA      | $2860223.03   | 0.12%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101078.79    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      100000 | PA      | $99906.76     | 0.00%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      607000 | PA      | $611528.79    | 0.03%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                                       | Playtika Holding Corp                                                                       | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     5875000 | PA      | $5306006.25   | 0.22%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B33 Mortgage Trust                                                           | Benchmark 2022-B33 Mortgage Trust                                                           | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      405000 | PA      | $376270.15    | 0.02%             | 2055-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc                                                                                | VT Topco Inc                                                                                | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     5495000 | PA      | $5715351.59   | 0.24%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197848.84    | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Chubb Corp/The                                                                              | Chubb Corp/The                                                                              | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $113506.88    | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC Term Loan B5                                                               | CSC Holdings LLC Term Loan B5                                                               | CUSIP: N/A<br>LEI: 3HG2WD2W22M120IUNG49       | Long             | LON              | CORP              | US        |      345180 | PA      | $324831.18    | 0.01%             | 2027-04-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                         | Sumitomo Mitsui Financial Group Inc                                                         | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1123000 | PA      | $1146074.81   | 0.05%             | 2033-07-08      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL2Trust                                                                         | CSMC 2021-RPL2Trust                                                                         | CUSIP: 12656TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      306089 | PA      | $260887.02    | 0.01%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      951000 | PA      | $687545.22    | 0.03%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24421.83     | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      150000 | PA      | $118983.71    | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      100000 | PA      | $123251.01    | 0.01%             | 2028-03-24      | Fixed         | 0.19%                 | No            |                  2 | On Loan: No      |
| MI Windows And Doors LLC Term Loan B3                                                       | MI Windows And Doors LLC Term Loan B3                                                       | CUSIP: N/A<br>LEI: 2549001JQBGDT0WEQ156       | Long             | LON              | CORP              | US        |       93786 | PA      | $93845.36     | 0.00%             | 2031-03-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Gates Corp/DE Term Loan B5                                                                  | Gates Corp/DE Term Loan B5                                                                  | CUSIP: N/A<br>LEI: 984500F43C791F4C7894       | Long             | LON              | CORP              | US        |       95250 | PA      | $95149.04     | 0.00%             | 2031-06-04      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3091862.16   | 0.13%             | N/A             | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bond                                             | Republic of Kenya Government International Bond                                             | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1225000 | PA      | $1198825.06   | 0.05%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                                                         | Drive Auto Receivables Trust 2025-1                                                         | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1097003 | PA      | $1099384.23   | 0.05%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 06418MZ49<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36983.35     | 0.00%             | 2035-11-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc                                                                        | Fiesta Purchaser Inc                                                                        | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4070000 | PA      | $4295779.18   | 0.18%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                          | Athene Holding Ltd                                                                          | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99584.33     | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92217.79     | 0.00%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1391463.71   | 0.06%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30729.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103423.58    | 0.00%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                                    | Engie SA                                                                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113546.81    | 0.00%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79906.10     | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382MHT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     2556149 | PA      | $407402.37    | 0.02%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc Term Loan B                                                           | Qnity Electronics Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: 254900RSUG4J9TFFZX53       | Long             | LON              | CORP              | US        |      218000 | PA      | $217864.84    | 0.01%             | 2032-08-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding Inc Term Loan B                                          | Project Alpha Intermediate Holding Inc Term Loan B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      174063 | PA      | $173984.49    | 0.01%             | 2030-10-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                               | Ford Motor Co                                                                               | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84566.04     | 0.00%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      680000 | PA      | $703203.50    | 0.03%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                                  | DaVita Inc                                                                                  | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1581176.43   | 0.07%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                                  | Pension Insurance Corp PLC                                                                  | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $126289.07    | 0.01%             | 2031-05-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                                    | BHP Billiton Finance Ltd                                                                    | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $110823.01    | 0.00%             | 2042-09-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                            | CSC Holdings LLC                                                                            | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      300000 | PA      | $206334.42    | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                           | Omnicom Group Inc                                                                           | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99252.68     | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93215.44     | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd                                                                   | MAF Global Securities Ltd                                                                   | CUSIP: G5S64MAG1<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |     2775000 | PA      | $2869610.85   | 0.12%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                                          | Plains All American Pipeline LP / PAA Finance Corp                                          | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      416000 | PA      | $340480.91    | 0.01%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                                       | Banque Federative du Credit Mutuel SA                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121399.61    | 0.01%             | 2033-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd Term Loan B                                             | Husky Injection Molding Systems Ltd Term Loan B                                             | CUSIP: N/A<br>LEI: 5493003ZDHRVP2N4C109       | Long             | LON              | CORP              | CA        |      149429 | PA      | $149779.02    | 0.01%             | 2029-02-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                              | AutoNation Inc                                                                              | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      264000 | PA      | $272579.64    | 0.01%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      150000 | PA      | $113909.89    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      999982 | PA      | $1050780.92   | 0.04%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc Term Loan B1                                                         | Lumen Technologies Inc Term Loan B1                                                         | CUSIP: N/A<br>LEI: 8M3THTGWLTYZVE6BBY25       | Long             | LON              | CORP              | US        |       38000 | PA      | $37754.90     | 0.00%             | 2029-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ecovyst Catalyst Technologies LLC Term Loan B                                               | Ecovyst Catalyst Technologies LLC Term Loan B                                               | CUSIP: N/A<br>LEI: 254900NH3N3I82Z6Q744       | Long             | LON              | CORP              | US        |      114540 | PA      | $114110.07    | 0.00%             | 2031-06-12      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                                       | Haleon US Capital LLC                                                                       | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1247051.82   | 0.05%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                                    | Acadia Healthcare Co Inc                                                                    | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     4580000 | PA      | $4734639.12   | 0.20%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: N/A<br>LEI: FRDRIPF3EKNDJ2CQJL29       | Long             | DBT              | CORP              | US        |      100000 | PA      | $101978.71    | 0.00%             | 2031-11-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      200000 | PA      | $121243.81    | 0.01%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                                                   | Niagara Mohawk Power Corp                                                                   | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49779.70     | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2175000 | PA      | $2232604.88   | 0.09%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                                | KBC Group NV                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $121879.59    | 0.01%             | 2035-04-17      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      376000 | OU      | $-53423.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                       | Quikrete Holdings Inc                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      890000 | PA      | $923118.68    | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ten-X LLC Term Loan                                                                         | Ten-X LLC Term Loan                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2959789 | PA      | $2563917.23   | 0.11%             | 2028-05-26      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                    | Visa Inc                                                                                    | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79231.92     | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F0606B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2325000 | PA      | $2377444.96   | 0.10%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DT4K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3078641 | PA      | $3170555.17   | 0.13%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49587.04     | 0.00%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                                         | CRH SMW Finance DAC                                                                         | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |      917000 | PA      | $945299.86    | 0.04%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Axian Telecom Holding & Management PLC                                                      | Axian Telecom Holding & Management PLC                                                      | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |     1175000 | PA      | $1187531.01   | 0.05%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                         | Abbott Laboratories                                                                         | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199863.85    | 0.01%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       50000 | PA      | $32571.40     | 0.00%             | 2030-09-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                               | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113305.21    | 0.00%             | 2027-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      150000 | PA      | $137623.94    | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                            | Kinder Morgan Energy Partners LP                                                            | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92449.51     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50452.92     | 0.00%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                 | Walmart Inc                                                                                 | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44799.37     | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                               | Public Service Co of Oklahoma                                                               | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51225.86     | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust 2006-AR1                                                | Bear Stearns Mortgage Funding Trust 2006-AR1                                                | CUSIP: 07401LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      396290 | PA      | $368949.96    | 0.02%             | 2036-07-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DTMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1367567 | PA      | $1395555.63   | 0.06%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51076.52     | 0.00%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                                  | DaVita Inc                                                                                  | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      525000 | PA      | $543863.25    | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      315000 | PA      | $321189.88    | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199126.22    | 0.01%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC Term Loan B                                                                    | PetSmart LLC Term Loan B                                                                    | CUSIP: N/A<br>LEI: 894500NGJMHSFNESGA67       | Long             | LON              | CORP              | US        |       88000 | PA      | $86680.00     | 0.00%             | 2032-08-18      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      548000 | PA      | $557301.45    | 0.02%             | 2031-05-09      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Sobha Sukuk Ltd                                                                             | Sobha Sukuk Ltd                                                                             | CUSIP: G8246SAA6<br>LEI: 5493000HMN2AOHV8GU08 | Long             | DBT              | CORP              | KY        |     1975000 | PA      | $2059063.90   | 0.09%             | 2028-07-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                                      | Morgan Stanley Bank NA                                                                      | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |      460000 | PA      | $469263.37    | 0.02%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                                         | Nestle Holdings Inc                                                                         | CUSIP: 641062AZ7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      150000 | PA      | $95576.21     | 0.00%             | 2051-09-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc Term Loan B                                                             | Resideo Funding Inc Term Loan B                                                             | CUSIP: N/A<br>LEI: 5493000IFJ6XJKH66598       | Long             | LON              | CORP              | US        |       85000 | PA      | $84787.50     | 0.00%             | 2032-08-13      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC Term Loan                                                           | CRC Insurance Group LLC Term Loan                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1447368 | PA      | $1465098.68   | 0.06%             | 2032-05-06      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1435000 | PA      | $1501817.19   | 0.06%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc Term Loan                                                   | Cornerstone Building Brands Inc Term Loan                                                   | CUSIP: N/A<br>LEI: 549300IW41QEWQ6T0H29       | Long             | LON              | CORP              | US        |       51867 | PA      | $47501.05     | 0.00%             | 2028-08-01      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                            | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $228245.38    | 0.01%             | 2027-01-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                                       | Travelers Cos Inc/The                                                                       | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102105.12    | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                                      | Froneri Lux FinCo SARL                                                                      | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      725000 | PA      | $731363.33    | 0.03%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103044.38    | 0.00%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fortis 333 Inc Term Loan B                                                                  | Fortis 333 Inc Term Loan B                                                                  | CUSIP: N/A<br>LEI: 254900SLITS19RU1VB55       | Long             | LON              | CORP              | US        |       48588 | PA      | $46838.35     | 0.00%             | 2032-03-29      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                                      | CTP NV                                                                                      | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $108658.76    | 0.00%             | 2029-06-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EG America LLC Term Loan B                                                                  | EG America LLC Term Loan B                                                                  | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |      142359 | PA      | $143100.71    | 0.01%             | 2028-02-07      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Win Waste Innovations Holdings Inc Term Loan                                                | Win Waste Innovations Holdings Inc Term Loan                                                | CUSIP: N/A<br>LEI: 549300DJBUN7Z75R2S83       | Long             | LON              | CORP              | US        |      588449 | PA      | $588413.21    | 0.02%             | 2028-03-24      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Inversion Escrow Issuer LLC                                                                 | Inversion Escrow Issuer LLC                                                                 | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |      470000 | PA      | $458912.23    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                               | Kroger Co/The                                                                               | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      758000 | PA      | $737035.08    | 0.03%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                             | AmeriCredit Automobile Receivables Trust 2024-1                                             | CUSIP: 023947AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       96825 | PA      | $96916.20     | 0.00%             | 2028-02-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                             | MPT Operating Partnership LP / MPT Finance Corp                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2236928.47   | 0.09%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                                          | Roche Holdings Inc                                                                          | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      200000 | PA      | $124692.91    | 0.01%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                                | AES Corp/The                                                                                | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      133000 | PA      | $120512.37    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      857656 | PA      | $771490.50    | 0.03%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                          | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72795.98     | 0.00%             | 2031-06-20      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      300000 | PA      | $279593.27    | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| World Wide Technology Holding Co LLC                                                        | World Wide Technology Holding Co LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      119241 | PA      | $119390.25    | 0.00%             | 2030-03-01      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102776.11    | 0.00%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                              | NRG Energy Inc                                                                              | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       50000 | PA      | $55190.25     | 0.00%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                                 | Corning Inc                                                                                 | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46650.31     | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204755.10    | 0.01%             | 2033-07-22      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL/Hong Kong                                                                  | Bangkok Bank PCL/Hong Kong                                                                  | CUSIP: 059895AH5<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      100000 | PA      | $112830.53    | 0.00%             | 2029-03-15      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| Empower Finance 2020 LP                                                                     | Empower Finance 2020 LP                                                                     | CUSIP: 29248HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $190284.12    | 0.01%             | 2027-09-17      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance PLC                                                           | Swiss RE Subordinated Finance PLC                                                           | CUSIP: 87088QAB0<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $209255.76    | 0.01%             | 2046-04-01      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104915.70    | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EP860<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |        5900 | NS      | $151217.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97949.92     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102399.07    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                                   | DH Europe Finance II Sarl                                                                   | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $73739.00     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                                     | Duke Energy Indiana LLC                                                                     | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      100000 | PA      | $70439.19     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      758000 | PA      | $784347.35    | 0.03%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $70384.25     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2023-A                                                            | Nelnet Student Loan Trust 2023-A                                                            | CUSIP: 64032PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      391389 | PA      | $399669.79    | 0.02%             | 2041-02-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                                   | Brighthouse Financial Inc                                                                   | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39198.30     | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      940000 | OU      | $78056.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      570000 | PA      | $447812.53    | 0.02%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                          | Vodafone Group PLC                                                                          | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      428000 | PA      | $413298.76    | 0.02%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                                   | Linde PLC                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $113282.32    | 0.00%             | 2027-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd                                                                          | Azorra Finance Ltd                                                                          | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     3975000 | PA      | $4190731.20   | 0.18%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $174881.03    | 0.01%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1435022 | PA      | $1433152.04   | 0.06%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                               | Enel Finance International NV                                                               | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      347000 | PA      | $341307.24    | 0.01%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub Inc                                                                 | Dornoch Debt Merger Sub Inc                                                                 | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3976000 | PA      | $3387107.64   | 0.14%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                               | Amphenol Corp                                                                               | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      524000 | PA      | $521592.59    | 0.02%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                                | Traton Finance Luxembourg SA                                                                | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $119310.07    | 0.00%             | 2028-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc Term Loan B2                                                | Advantage Sales & Marketing Inc Term Loan B2                                                | CUSIP: N/A<br>LEI: 549300T4O24KQDED1182       | Long             | LON              | CORP              | US        |      158275 | PA      | $139017.47    | 0.01%             | 2027-10-28      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC Term Loan B                                                          | First Brands Group LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      145093 | PA      | $46284.74     | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      910000 | PA      | $958306.33    | 0.04%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                                     | Ausgrid Finance Pty Ltd                                                                     | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $63523.41     | 0.00%             | 2027-02-05      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Plaze Inc Term Loan B                                                                       | Plaze Inc Term Loan B                                                                       | CUSIP: N/A<br>LEI: 54930069WJQSNERFIV02       | Long             | LON              | CORP              | US        |       77794 | PA      | $71619.17     | 0.00%             | 2026-08-03      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                                 | Cargill Inc                                                                                 | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92805.75     | 0.00%             | 2045-11-23      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                                | Wisconsin Power and Light Co                                                                | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |      438000 | PA      | $421519.31    | 0.02%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                        | Edison International                                                                        | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100684.19    | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                              | Hackensack Meridian Health Inc                                                              | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |      100000 | PA      | $65276.54     | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                             | Tyson Foods Inc                                                                             | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92357.80     | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                                      | Digital Dutch Finco BV                                                                      | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $104090.36    | 0.00%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                                         | Block Financial LLC                                                                         | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $96549.03     | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1592000 | PA      | $1602409.71   | 0.07%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| COLT 2021-RPL1 Trust                                                                        | COLT 2021-RPL1 Trust                                                                        | CUSIP: 12598PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      299502 | PA      | $276151.33    | 0.01%             | 2061-09-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                               | Smyrna Ready Mix Concrete LLC                                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2118125.20   | 0.09%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                                    | Duke Energy Progress LLC                                                                    | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      479000 | PA      | $381087.32    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp Term Loan B                                                                 | NCR Atleos Corp Term Loan B                                                                 | CUSIP: N/A<br>LEI: 9845005FC3S0VA714741       | Long             | LON              | CORP              | US        |       56667 | PA      | $56690.46     | 0.00%             | 2029-04-16      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      507000 | PA      | $527682.74    | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105230.82    | 0.00%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29251ZBZ9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $57989.38     | 0.00%             | 2033-05-26      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                                   | Linde PLC                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $115713.64    | 0.00%             | 2029-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                                  | Eastern Power Networks PLC                                                                  | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $99723.73     | 0.00%             | 2035-06-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   791000000 | NC      | $80868.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SupplyOne Inc Term Loan B                                                                   | SupplyOne Inc Term Loan B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      110858 | PA      | $110973.68    | 0.00%             | 2031-03-27      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                              | BP Capital Markets America Inc                                                              | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      100000 | PA      | $66622.90     | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1029000 | PA      | $975589.22    | 0.04%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                                | Takeda Pharmaceutical Co Ltd                                                                | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $108003.83    | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC/NV Term Loan B                                                   | Fertitta Entertainment LLC/NV Term Loan B                                                   | CUSIP: N/A<br>LEI: 984500A0805D8V551D35       | Long             | LON              | CORP              | US        |      183655 | PA      | $183433.08    | 0.01%             | 2029-01-13      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                          | Mitsubishi UFJ Financial Group Inc                                                          | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      450000 | PA      | $451912.01    | 0.02%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                             | Trust Fibra Uno                                                                             | CUSIP: P9401CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      200000 | PA      | $195427.98    | 0.01%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                                          | F&G Global Funding                                                                          | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100323.36    | 0.00%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                            | CSC Holdings LLC                                                                            | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      900000 | PA      | $551297.87    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Numericable US LLC                                                                          | Numericable US LLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      116478 | PA      | $114390.37    | 0.00%             | 2028-10-30      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2006-2                                                       | Bayview Commercial Asset Trust 2006-2                                                       | CUSIP: 07324YAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      323998 | PA      | $312236.24    | 0.01%             | 2036-07-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc                                                                      | RB Global Holdings Inc                                                                      | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      925000 | PA      | $965356.83    | 0.04%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2                               | Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2                               | CUSIP: 86362YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1855987 | PA      | $1250442.85   | 0.05%             | 2037-03-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                                    | Mass General Brigham Inc                                                                    | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $67751.53     | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                                    | Virgin Media Finance PLC                                                                    | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     4425000 | PA      | $3949640.84   | 0.17%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC Term Loan B                                                          | Arsenal AIC Parent LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30303 | PA      | $30340.45     | 0.00%             | 2030-08-18      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                                  | Nasdaq Inc                                                                                  | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103171.58    | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO VI                                                                      | MidOcean Credit CLO VI                                                                      | CUSIP: 59802XBN2<br>LEI: 549300YUUBR2C1GYW366 | Long             | ABS-O            | CORP              | KY        |      108773 | PA      | $108767.61    | 0.00%             | 2033-04-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                          | Mitsubishi UFJ Financial Group Inc                                                          | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |      200000 | PA      | $216365.67    | 0.01%             | 2029-07-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F0426B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        |      480000 | PA      | $-467818.31   | -0.02%            | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                                       | Angolan Government International Bond                                                       | CUSIP: V21735AC5<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     4150000 | PA      | $4090198.96   | 0.17%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                                     | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      410000 | PA      | $364252.72    | 0.02%             | 2031-12-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                           | Post Holdings Inc                                                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193908.52    | 0.01%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      705000 | PA      | $697973.11    | 0.03%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                             | Weyerhaeuser Co                                                                             | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      574000 | PA      | $448426.45    | 0.02%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      489000 | OU      | $45232.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                            | Alabama Power Co                                                                            | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      150000 | PA      | $99747.38     | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                            | Enbridge Gas Inc                                                                            | CUSIP: 29290ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $65068.63     | 0.00%             | 2044-08-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1209651 | PA      | $1006497.33   | 0.04%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                      | Marvell Technology Inc                                                                      | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $202970.76    | 0.01%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XDY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3821806 | PA      | $3286109.93   | 0.14%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2014-A                                                     | SMB Private Education Loan Trust 2014-A                                                     | CUSIP: 784456AF2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $86697.62     | 0.00%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      874000 | PA      | $935515.82    | 0.04%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BrewCo Borrower LLC                                                                         | BrewCo Borrower LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      175623 | PA      | $70249.21     | 0.00%             | 2030-09-30      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd Term Loan B                                               | Digicel International Finance Ltd Term Loan B                                               | CUSIP: N/A<br>LEI: 5493007V023VOEW4FK27       | Long             | LON              | CORP              | BM        |      185000 | PA      | $181577.50    | 0.01%             | 2032-08-07      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                                    | Corebridge Financial Inc                                                                    | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |       24629 | NS      | $610799.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide Finance SA                                                                      | Air Liquide Finance SA                                                                      | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $100746.11    | 0.00%             | 2031-05-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                                     | Veolia Environnement SA                                                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226529.34    | 0.01%             | 2028-01-10      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                                | Magnera Corp                                                                                | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      950000 | PA      | $791065.10    | 0.03%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Brooklyn Union Gas Co/The                                                                   | Brooklyn Union Gas Co/The                                                                   | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |      150000 | PA      | $161901.67    | 0.01%             | 2033-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                    | Vistra Operations Co LLC                                                                    | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      709000 | PA      | $706326.15    | 0.03%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                                  | Zoetis Inc                                                                                  | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      376000 | PA      | $399781.63    | 0.02%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Numericable US LLC                                                                          | Numericable US LLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      451579 | PA      | $445369.54    | 0.02%             | 2029-05-14      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                                         | Cardinal Health Inc                                                                         | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90732.64     | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                 | Cencora Inc                                                                                 | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91922.17     | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Select Medical Corp Term Loan B2                                                            | Select Medical Corp Term Loan B2                                                            | CUSIP: N/A<br>LEI: 549300X05KS0JKR8CB50       | Long             | LON              | CORP              | US        |      115138 | PA      | $115281.85    | 0.00%             | 2031-12-03      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| First Horizon Bank                                                                          | First Horizon Bank                                                                          | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |     1431000 | PA      | $1479661.21   | 0.06%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      150000 | PA      | $138427.69    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp                                                                     | Wintrust Financial Corp                                                                     | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |       16800 | NS      | $441000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duquesne Light Holdings Inc                                                                 | Duquesne Light Holdings Inc                                                                 | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90082.62     | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      100000 | PA      | $123478.71    | 0.01%             | 2029-05-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                              | BankUnited Inc                                                                              | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     1561000 | PA      | $1554867.19   | 0.06%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC Term Loan B                                                              | Ryan Specialty LLC Term Loan B                                                              | CUSIP: N/A<br>LEI: 549300K52N7QBO3PYY45       | Long             | LON              | CORP              | US        |      236213 | PA      | $236312.66    | 0.01%             | 2031-09-13      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Cyborg Oldco DC Holdings Inc Term Loan B                                                    | Cyborg Oldco DC Holdings Inc Term Loan B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      453531 | PA      | $0.00         | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      824000 | PA      | $822342.05    | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                                         | Eastman Chemical Co                                                                         | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      677000 | PA      | $711134.24    | 0.03%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                         | Dominion Energy Inc                                                                         | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1094722.65   | 0.05%             | 2055-05-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                                   | JetBlue Airways Corp / JetBlue Loyalty LP                                                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      530000 | PA      | $520934.11    | 0.02%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      434000 | PA      | $432006.44    | 0.02%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                                         | Kimberly-Clark Corp                                                                         | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89408.41     | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |       29254 | NS      | $556118.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207093.99    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WPP Finance SA                                                                              | WPP Finance SA                                                                              | CUSIP: N/A<br>LEI: 549300KWN0W6L03WNN80       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118700.50    | 0.00%             | 2028-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                                 | Telia Co AB                                                                                 | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $100730.45    | 0.00%             | 2030-11-27      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                                     | Marathon Petroleum Corp                                                                     | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102769.37    | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                                    | Agilent Technologies Inc                                                                    | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |      977000 | PA      | $926329.91    | 0.04%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                   | Occidental Petroleum Corp                                                                   | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1066899.96   | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         213 | NC      | $12925.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102416.45    | 0.00%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance PLC / Vista Management Holding Inc                                   | VistaJet Malta Finance PLC / Vista Management Holding Inc                                   | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1400000 | PA      | $1352122.24   | 0.06%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NWD MTN Ltd                                                                                 | NWD MTN Ltd                                                                                 | CUSIP: G6681PAW0<br>LEI: 254900STSWBVJ5FV9O74 | Long             | DBT              | CORP              | VG        |      450000 | PA      | $324762.98    | 0.01%             | 2030-05-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Province of British Columbia Canada                                                         | Province of British Columbia Canada                                                         | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1518000 | PA      | $1512276.02   | 0.06%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                            | Raiffeisen Bank International AG                                                            | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      100000 | PA      | $109978.12    | 0.00%             | 2033-06-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                                          | Voya Financial Inc                                                                          | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |       77215 | NS      | $1883273.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisconsin Electric Power Co                                                                 | Wisconsin Electric Power Co                                                                 | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99639.13     | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                              | Southwestern Public Service Co                                                              | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52108.83     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100145.70    | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                  | Sysco Corp                                                                                  | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      642000 | PA      | $548062.81    | 0.02%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group AS                                                                       | Czechoslovak Group AS                                                                       | CUSIP: X1761DAM4<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |     1550000 | PA      | $1602086.85   | 0.07%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                                 | American Honda Finance Corp                                                                 | CUSIP: N/A<br>LEI: B6Q2VFHD1797Q7NZ3E43       | Long             | DBT              | CORP              | US        |      100000 | PA      | $117018.77    | 0.00%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                               | Intercontinental Exchange Inc                                                               | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $85198.00     | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97483.43     | 0.00%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106648.32    | 0.00%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                                          | BMW US Capital LLC                                                                          | CUSIP: 05565EAY1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198547.74    | 0.01%             | 2028-04-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                                          | Plains All American Pipeline LP / PAA Finance Corp                                          | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $43770.54     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                           | Hyatt Hotels Corp                                                                           | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101716.56    | 0.00%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                               | Olympus Water US Holding Corp                                                               | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3085644.99   | 0.13%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98340.63     | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc Term Loan B                                                                    | Dayforce Inc Term Loan B                                                                    | CUSIP: N/A<br>LEI: 549300T64GVCHFJ8L449       | Long             | LON              | CORP              | US        |      194236 | PA      | $194235.50    | 0.01%             | 2031-03-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance Luxembourg SA                                                              | Swiss Re Finance Luxembourg SA                                                              | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $201874.14    | 0.01%             | 2049-04-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                                     | Sherwin-Williams Co/The                                                                     | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87463.48     | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      936000 | PA      | $721717.94    | 0.03%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group AS                                                                       | Czechoslovak Group AS                                                                       | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |     1600000 | PA      | $1653767.07   | 0.07%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: N/A<br>LEI: 5493006MHB84DD0ZWV18       | Long             | DBT              | CORP              | US        |      100000 | PA      | $115815.37    | 0.00%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1329703.75   | 0.06%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101463.32    | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1297909.89   | 0.05%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                                         | Caterpillar Financial Services Corp                                                         | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      483000 | PA      | $488413.18    | 0.02%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                          | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $198569.91    | 0.01%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Telecommunications co Telekom Srbija AD Belgrade                                            | Telecommunications co Telekom Srbija AD Belgrade                                            | CUSIP: X9300AAA7<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      950000 | PA      | $953391.59    | 0.04%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                                          | Blackstone Holdings Finance Co LLC                                                          | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |      100000 | PA      | $116687.99    | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                                          | Valero Energy Corp                                                                          | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $70495.82     | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      250000 | PA      | $258044.50    | 0.01%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Northwest Healthcare Properties Real Estate Investment Trust                                | Northwest Healthcare Properties Real Estate Investment Trust                                | CUSIP: 667495AM7<br>LEI: 254900P6YIXMWDQDD912 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36556.27     | 0.00%             | 2030-02-18      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc Term Loan B                                                          | AthenaHealth Group Inc Term Loan B                                                          | CUSIP: N/A<br>LEI: 254900AA3KZN4Q7A5Z33       | Long             | LON              | CORP              | US        |     1567125 | PA      | $1559038.64   | 0.07%             | 2029-02-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      191000 | PA      | $187146.78    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd                                                        | Kingston Airport Revenue Finance Ltd                                                        | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     2400000 | PA      | $2460000.00   | 0.10%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Operating Co LP Term Loan B                                                  | TransMontaigne Operating Co LP Term Loan B                                                  | CUSIP: N/A<br>LEI: 549300V4T155OZCUJ734       | Long             | LON              | CORP              | US        |      106932 | PA      | $106998.90    | 0.00%             | 2028-11-17      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 06415FFT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70753.27     | 0.00%             | 2026-11-02      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          50 | NC      | $312.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Group Finance Co VIII LLC                                                               | KKR Group Finance Co VIII LLC                                                               | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $35727.12     | 0.00%             | 2050-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                               | Medtronic Global Holdings SCA                                                               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $69349.00     | 0.00%             | 2050-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                                         | EssilorLuxottica SA                                                                         | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110281.28    | 0.00%             | 2028-06-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC Term Loan B                                                       | Madison Safety & Flow LLC Term Loan B                                                       | CUSIP: N/A<br>LEI: 5493007D2J7BBIFYBY65       | Long             | LON              | CORP              | US        |       70532 | PA      | $70796.42     | 0.00%             | 2031-09-26      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99971.24     | 0.00%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92482.72     | 0.00%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                           | Entergy Texas Inc                                                                           | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     1359000 | PA      | $1275717.46   | 0.05%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $63755.82     | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                              | Embraer Netherlands Finance BV                                                              | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |      487000 | PA      | $487000.00    | 0.02%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                                          | Teleperformance SE                                                                          | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118786.30    | 0.00%             | 2030-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                                    | CSX Corp                                                                                    | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79751.05     | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         168 | NC      | $100549.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziggo Financing Partnership Term Loan I                                                     | Ziggo Financing Partnership Term Loan I                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      207482 | PA      | $207147.45    | 0.01%             | 2028-04-28      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc                                                                    | Team Health Holdings Inc                                                                    | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |      496640 | PA      | $535750.53    | 0.02%             | 2028-06-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                           | InterContinental Hotels Group PLC                                                           | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $127367.59    | 0.01%             | 2028-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QRJT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2221835 | PA      | $2186472.59   | 0.09%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                                   | ORIX Corp                                                                                   | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |       50000 | PA      | $51790.01     | 0.00%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                                   | L3Harris Technologies Inc                                                                   | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101474.48    | 0.00%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                                | Southern Co Gas Capital Corp                                                                | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50292.07     | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $99000.04     | 0.00%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                                        | Woodside Finance Ltd                                                                        | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     1633000 | PA      | $1678000.73   | 0.07%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                                     | Essential Utilities Inc                                                                     | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      100000 | PA      | $69249.93     | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                                      | AXA SA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115691.61    | 0.00%             | 2049-05-28      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                                 | Prudential Funding Asia PLC                                                                 | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $95965.08     | 0.00%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                                        | Siemens Financieringsmaatschappij NV                                                        | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115978.99    | 0.00%             | 2033-09-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                           | General Motors Co                                                                           | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102173.80    | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                                       | Nigeria Government International Bond                                                       | CUSIP: V342A3CE2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     3750000 | PA      | $3622922.66   | 0.15%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                          | Ingersoll Rand Inc                                                                          | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106389.29    | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC Term Loan B                                                            | Signia Aerospace LLC Term Loan B                                                            | CUSIP: N/A<br>LEI: 254900S9ONE06XB1T251       | Long             | LON              | CORP              | US        |      101677 | PA      | $101614.09    | 0.00%             | 2031-12-11      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                                    | CCEP Finance Ireland DAC                                                                    | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $83760.07     | 0.00%             | 2041-05-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp Term Loan B                                                               | Primo Brands Corp Term Loan B                                                               | CUSIP: N/A<br>LEI: 254900J0WS4AXV2LAX55       | Long             | LON              | CORP              | US        |      436689 | PA      | $437759.36    | 0.02%             | 2028-03-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                                      | Yara International ASA                                                                      | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $100733.86    | 0.00%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                         | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $121398.19    | 0.01%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151440.06    | 0.01%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                                       | Waste Connections Inc                                                                       | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      887000 | PA      | $781660.56    | 0.03%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc Term Loan B                                                     | Fortress Intermediate 3 Inc Term Loan B                                                     | CUSIP: N/A<br>LEI: 254900NLAZ3JQJW5JP75       | Long             | LON              | CORP              | US        |      231738 | PA      | $232027.17    | 0.01%             | 2031-06-27      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                                     | Duke Energy Indiana LLC                                                                     | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97980.66     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101782.33    | 0.00%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $172881.77    | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                                          | Republic of Poland Government Bond                                                          | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    18156177 | PA      | $4439503.12   | 0.19%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust              | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust              | CUSIP: 93934NAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1503182 | PA      | $1082869.50   | 0.05%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GRLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1452678 | PA      | $1508473.92   | 0.06%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                                          | Steel Dynamics Inc                                                                          | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      362000 | PA      | $375867.72    | 0.02%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2                               | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2                               | CUSIP: 25151UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      642696 | PA      | $614427.57    | 0.03%             | 2037-03-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                                   | Australia & New Zealand Banking Group Ltd                                                   | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      125000 | PA      | $82273.37     | 0.00%             | 2040-08-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV Term Loan B                                                            | Flutter Financing BV Term Loan B                                                            | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |      293638 | PA      | $291802.27    | 0.01%             | 2032-06-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                            | Blue Owl Technology Finance Corp                                                            | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96837.82     | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121613.86    | 0.01%             | 2030-03-02      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                             | CMS Energy Corp                                                                             | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      159839 | NS      | $3834537.61   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Life Global Funding                                                                | New York Life Global Funding                                                                | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      100000 | PA      | $121362.34    | 0.01%             | 2030-07-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| VC GB Holdings I Corp Term Loan B                                                           | VC GB Holdings I Corp Term Loan B                                                           | CUSIP: N/A<br>LEI: 549300K4B21TSY42LF51       | Long             | LON              | CORP              | US        |       50478 | PA      | $50522.47     | 0.00%             | 2028-06-30      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc Term Loan B5                                                          | Phoenix Guarantor Inc Term Loan B5                                                          | CUSIP: N/A<br>LEI: 254900JIOIDL3GSUFE55       | Long             | LON              | CORP              | US        |      253203 | PA      | $253869.10    | 0.01%             | 2031-02-21      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| FRESB 2020-SB76 Mortgage Trust                                                              | FRESB 2020-SB76 Mortgage Trust                                                              | CUSIP: 30315EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5557111 | PA      | $209939.88    | 0.01%             | 2030-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                                         | Dow Chemical Co/The                                                                         | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99662.09     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                                     | Pricoa Global Funding I                                                                     | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |      439000 | PA      | $443715.11    | 0.02%             | 2031-08-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92972.66     | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                                   | TransCanada PipeLines Ltd                                                                   | CUSIP: 89353ZCL0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $80476.99     | 0.00%             | 2052-05-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $397194.60    | 0.02%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                                           | Lithia Motors Inc                                                                           | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1286983.22   | 0.05%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                                                      | Castellum Helsinki Finance Holding Abp                                                      | CUSIP: N/A<br>LEI: 743700WAF2AHZ4LRAR98       | Long             | DBT              | CORP              | FI        |      100000 | PA      | $106321.52    | 0.00%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                                  | DaVita Inc                                                                                  | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      650000 | PA      | $596778.81    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                         | Elevance Health Inc                                                                         | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99548.31     | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                                    | F&G Annuities & Life Inc                                                                    | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      222000 | PA      | $225653.79    | 0.01%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC               | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC               | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1975000 | PA      | $2035600.90   | 0.09%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                          | Royalty Pharma PLC                                                                          | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $67725.63     | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     4400000 | OU      | $-113452.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                           | National Grid PLC                                                                           | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $105725.54    | 0.00%             | 2029-09-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98359.70     | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                              | Globe Life Inc                                                                              | CUSIP: 37959E300<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EP               | CORP              | US        |       32470 | NS      | $546470.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                                                            | Crown Castle Inc                                                                            | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      461000 | PA      | $478981.47    | 0.02%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                                     | Manulife Financial Corp                                                                     | CUSIP: 56501RAU0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36211.54     | 0.00%             | 2035-05-23      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                             | JAB Holdings BV                                                                             | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $123632.69    | 0.01%             | 2032-06-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings Inc Term Loan B                                                         | ACProducts Holdings Inc Term Loan B                                                         | CUSIP: N/A<br>LEI: 254900KTNXVUUHWHBF39       | Long             | LON              | CORP              | US        |      503545 | PA      | $437872.64    | 0.02%             | 2028-05-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                                 | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      446000 | PA      | $456415.93    | 0.02%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2115.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      628000 | PA      | $632673.05    | 0.03%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92820.97     | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Plaze Inc Term Loan B                                                                       | Plaze Inc Term Loan B                                                                       | CUSIP: N/A<br>LEI: 54930069WJQSNERFIV02       | Long             | LON              | CORP              | US        |       44648 | PA      | $41104.69     | 0.00%             | 2026-08-03      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      150000 | PA      | $99149.50     | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                                      | Boardwalk Pipelines LP                                                                      | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101335.94    | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                                  | DCP Midstream Operating LP                                                                  | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91415.41     | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140LNRC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      764407 | PA      | $652456.95    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                             | Nordea Bank Abp                                                                             | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      970000 | PA      | $993810.67    | 0.04%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      500000 | PA      | $519743.00    | 0.02%             | N/A             | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                              | Commonwealth Bank of Australia                                                              | CUSIP: 2027A0KK4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $196508.32    | 0.01%             | 2027-03-14      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Amneal Pharmaceuticals LLC Term Loan B                                                      | Amneal Pharmaceuticals LLC Term Loan B                                                      | CUSIP: N/A<br>LEI: 54930037VIXE7LRZ1M66       | Long             | LON              | CORP              | US        |      130000 | PA      | $130920.40    | 0.01%             | 2032-08-01      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC Term Loan B2                                           | Prime Security Services Borrower LLC Term Loan B2                                           | CUSIP: N/A<br>LEI: 549300O6QPZVWXV2DC15       | Long             | LON              | CORP              | US        |       55000 | PA      | $54656.25     | 0.00%             | 2032-03-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                            | FirstEnergy Corp                                                                            | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      579000 | PA      | $514416.15    | 0.02%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      125000 | PA      | $123823.71    | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99121.00     | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                                        | Entergy Arkansas LLC                                                                        | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82110.90     | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-5                                                             | Angel Oak Mortgage Trust 2025-5                                                             | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-MBS          | CORP              | US        |      784732 | PA      | $790512.35    | 0.03%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                        | Glencore Funding LLC                                                                        | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75682.58     | 0.00%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NLG Global Funding                                                                          | NLG Global Funding                                                                          | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74299.11     | 0.00%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $1561.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Express Corp 2020-1 Pass Through Trusts                                             | Federal Express Corp 2020-1 Pass Through Trusts                                             | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1724627 | PA      | $1510458.61   | 0.06%             | 2035-08-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                                        | FirstEnergy Pennsylvania Electric Co                                                        | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      912000 | PA      | $931965.50    | 0.04%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United Airlines 2023-1 Class A Pass Through Trust                                           | United Airlines 2023-1 Class A Pass Through Trust                                           | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       93297 | PA      | $97362.20     | 0.00%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                                   | Kellanova                                                                                   | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     1161000 | PA      | $1334331.65   | 0.06%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                          | Royalty Pharma PLC                                                                          | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     1037000 | PA      | $904249.56    | 0.04%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                          | Vodafone Group PLC                                                                          | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $194582.79    | 0.01%             | 2053-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                                 | Energean Israel Finance Ltd                                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     4000000 | PA      | $3861148.08   | 0.16%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                                      | SES SA                                                                                      | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $118909.02    | 0.00%             | 2030-06-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      360000 | PA      | $364545.54    | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17849.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98527.51     | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $42422.57     | 0.00%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |      501000 | PA      | $513161.35    | 0.02%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                             | LCM Investments Holdings II LLC                                                             | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1814938.05   | 0.08%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                            | Coca-Cola Co/The                                                                            | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190209.41    | 0.01%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                           | Gibson Energy Inc                                                                           | CUSIP: 374825AM9<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36376.24     | 0.00%             | 2032-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382JA89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     1914824 | PA      | $297161.41    | 0.01%             | 2050-09-20      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118018.98    | 0.00%             | 2035-05-09      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $67820.59     | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $81093.74     | 0.00%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Lonza Finance International NV                                                              | Lonza Finance International NV                                                              | CUSIP: N/A<br>LEI: 549300AS6XQBD4ETT379       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $117207.31    | 0.00%             | 2030-09-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oscar Acquisitionco LLC Term Loan B                                                         | Oscar Acquisitionco LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: 254900RDCZK0Q19MEL65       | Long             | LON              | CORP              | US        |       62710 | PA      | $56348.27     | 0.00%             | 2029-04-29      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                                      | TotalEnergies Capital International SA                                                      | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $86485.11     | 0.00%             | 2040-05-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97239.80     | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                 | Nutrien Ltd                                                                                 | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $235554.24    | 0.01%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1736000 | PA      | $1805499.49   | 0.08%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Victory Buyer LLC Term Loan                                                                 | Victory Buyer LLC Term Loan                                                                 | CUSIP: N/A<br>LEI: 549300G9TEUHGC81N056       | Long             | LON              | CORP              | US        |      481615 | PA      | $481957.01    | 0.02%             | 2028-11-18      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Repurchase Agreement                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               |  | US        |    15000584 | PA      | $15000584.38  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                                                                 | Target Corp                                                                                 | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75482.12     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      234000 | PA      | $235691.02    | 0.01%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                                                | Flex Intermediate Holdco LLC                                                                | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91770.24     | 0.00%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                                        | Targa Resources Corp                                                                        | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95211.03     | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1611000 | PA      | $1616537.81   | 0.07%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                                   | Mapfre SA                                                                                   | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $117524.46    | 0.00%             | 2047-03-31      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $184242.46    | 0.01%             | 2036-02-18      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                        | ERAC USA Finance LLC                                                                        | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101294.75    | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |      100000 | PA      | $116673.52    | 0.00%             | 2027-02-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc Term Loan B                                              | Clear Channel Outdoor Holdings Inc Term Loan B                                              | CUSIP: N/A<br>LEI: 254900XBEE6V1ENYS150       | Long             | LON              | CORP              | US        |     2223855 | PA      | $2225967.24   | 0.09%             | 2028-08-23      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                                | Unibail-Rodamco-Westfield SE                                                                | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $94737.85     | 0.00%             | 2037-05-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                               | CME Group Inc                                                                               | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102481.48    | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     2705934 | OU      | $538129.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                               | Amphenol Corp                                                                               | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      555000 | PA      | $550602.16    | 0.02%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                   | Occidental Petroleum Corp                                                                   | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1081000 | PA      | $856683.53    | 0.04%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                                       | Blue Owl Capital Corp                                                                       | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97385.05     | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2006-A                                                | SLM Private Credit Student Loan Trust 2006-A                                                | CUSIP: 78443CCL6<br>LEI: 549300I2YWZ9E1B0EY33 | Long             | ABS-O            | CORP              | US        |     1235251 | PA      | $1187149.67   | 0.05%             | 2039-06-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust 2008-3                                                               | SLM Student Loan Trust 2008-3                                                               | CUSIP: 78444GAC8<br>LEI: 549300OORAXMFXOHG132 | Long             | ABS-O            | CORP              | US        |     1616755 | PA      | $1608198.72   | 0.07%             | 2028-07-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd                                                                     | ENN Energy Holdings Ltd                                                                     | CUSIP: G3066LAF8<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $184635.74    | 0.01%             | 2030-09-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                                | Focus Financial Partners LLC                                                                | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     4480000 | PA      | $4617421.89   | 0.19%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc Term Loan                                                          | TricorBraun Holdings Inc Term Loan                                                          | CUSIP: N/A<br>LEI: 2549009AB5YVVW5J1U62       | Long             | LON              | CORP              | US        |      218576 | PA      | $217375.62    | 0.01%             | 2031-03-03      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      398000 | PA      | $335882.10    | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                        | Kraft Heinz Foods Co                                                                        | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48633.00     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                | Citizens Financial Group Inc                                                                | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1281541.82   | 0.05%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190873.15    | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                              | Oncor Electric Delivery Co LLC                                                              | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      503000 | PA      | $492714.75    | 0.02%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                                    | NIKE Inc                                                                                    | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      100000 | PA      | $81271.44     | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                            | Trane Technologies Financing Ltd                                                            | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |       50000 | PA      | $49488.65     | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC Term Loan B                                                   | White Cap Supply Holdings LLC Term Loan B                                                   | CUSIP: N/A<br>LEI: 254900L2N0T6GULCL366       | Long             | LON              | CORP              | US        |      107162 | PA      | $107363.35    | 0.00%             | 2029-10-19      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                              | American Electric Power Co Inc                                                              | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      450000 | PA      | $450812.70    | 0.02%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Jupiter Buyer Inc Term Loan B                                                               | Jupiter Buyer Inc Term Loan B                                                               | CUSIP: N/A<br>LEI: 254900FACU3AJQKAQ270       | Long             | LON              | CORP              | US        |      155592 | PA      | $156408.38    | 0.01%             | 2031-10-10      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                    | Florida Power & Light Co                                                                    | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      771000 | PA      | $801055.35    | 0.03%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                               | Zurich Finance Ireland Designated Activity Co                                               | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |     7000000 | PA      | $6316877.49   | 0.26%             | 2051-04-19      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                                | Comerica Inc                                                                                | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104036.75    | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                                       | Southwest Airlines Co                                                                       | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     1152000 | PA      | $1125521.08   | 0.05%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                  | Sysco Corp                                                                                  | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       50000 | PA      | $55344.13     | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136ART32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     6847745 | PA      | $756188.25    | 0.03%             | 2046-05-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC Term Loan B                                                                 | Nexus Buyer LLC Term Loan B                                                                 | CUSIP: N/A<br>LEI: 254900PILSANV8WOOF24       | Long             | LON              | CORP              | US        |      694759 | PA      | $689645.33    | 0.03%             | 2031-07-31      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      670000 | OU      | $61975.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1347000 | PA      | $1354527.49   | 0.06%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1029000 | PA      | $756407.18    | 0.03%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103994.79    | 0.00%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                                   | Prologis Euro Finance LLC                                                                   | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |      200000 | PA      | $195494.58    | 0.01%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                                   | TransCanada PipeLines Ltd                                                                   | CUSIP: 89352HAX7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $46911.28     | 0.00%             | 2038-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      790000 | PA      | $614243.71    | 0.03%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1133000 | PA      | $1147870.63   | 0.05%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BSF Finance                                                                                 | BSF Finance                                                                                 | CUSIP: G16559AN9<br>LEI: 549300FJCGREO1P1UL36 | Long             | DBT              | CORP              | KY        |      225000 | PA      | $225246.26    | 0.01%             | 2035-09-03      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY Term Loan C                                                                      | USI Inc/NY Term Loan C                                                                      | CUSIP: N/A<br>LEI: 2549006D7UF7072T7I27       | Long             | LON              | CORP              | US        |      119405 | PA      | $119455.20    | 0.00%             | 2030-09-27      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                                        | Ontario Teachers' Cadillac Fairview Properties Trust                                        | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      830000 | PA      | $741878.19    | 0.03%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94974.96     | 0.00%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                         | Sumitomo Mitsui Financial Group Inc                                                         | CUSIP: 86562MDA5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $202481.22    | 0.01%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                                   | Northwestern Mutual Life Insurance Co/The                                                   | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      328000 | PA      | $352608.06    | 0.01%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99072.21     | 0.00%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B5VS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     2931305 | PA      | $335142.60    | 0.01%             | 2049-08-25      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                | American Express Credit Account Master Trust                                                | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |     1305000 | PA      | $1322072.14   | 0.06%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                  | Vonovia SE                                                                                  | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       50000 | PA      | $32529.53     | 0.00%             | 2032-09-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89413.85     | 0.00%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                                | Capgemini SE                                                                                | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112712.10    | 0.00%             | 2029-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                          | Vodafone Group PLC                                                                          | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      489000 | PA      | $479877.50    | 0.02%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                                          | Leviathan Bond Ltd                                                                          | CUSIP: M6746GAD8<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     2075000 | PA      | $2097046.88   | 0.09%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Clarios Global LP Term Loan B                                                               | Clarios Global LP Term Loan B                                                               | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |     1861671 | PA      | $1860516.71   | 0.08%             | 2030-05-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                                       | DuPont de Nemours Inc                                                                       | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31713.66     | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                                         | Ford Foundation/The                                                                         | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |      950000 | PA      | $556264.43    | 0.02%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      956000 | PA      | $948808.79    | 0.04%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership Term Loan AAA                                                 | Sunrise Financing Partnership Term Loan AAA                                                 | CUSIP: N/A<br>LEI: 213800DXWIS9KORQ3X94       | Long             | LON              | CORP              | US        |      122065 | PA      | $121645.22    | 0.01%             | 2032-02-13      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                         | Station Casinos LLC                                                                         | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     5775000 | PA      | $5424545.86   | 0.23%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                          | Athene Holding Ltd                                                                          | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      676000 | PA      | $441595.68    | 0.02%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      455000 | PA      | $471038.24    | 0.02%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                                           | Kosmos Energy Ltd                                                                           | CUSIP: U5007TAB1<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1651422.57   | 0.07%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ADT Security Corp/The                                                                       | ADT Security Corp/The                                                                       | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      850000 | PA      | $862279.90    | 0.04%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                                         | Ghana Government International Bond                                                         | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     1407788 | PA      | $1214513.27   | 0.05%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                                    | Molson Coors Beverage Co                                                                    | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198478.14    | 0.01%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                                             | Solstice Advanced Materials Inc                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       90000 | PA      | $90093.60     | 0.00%             | 2032-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F0626B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      400000 | PA      | $414193.90    | 0.02%             | 2055-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      975000 | PA      | $1113795.68   | 0.05%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                           | Brown & Brown Inc                                                                           | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103527.39    | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2434880 | PA      | $1990543.55   | 0.08%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                                  | Anheuser-Busch InBev SA/NV                                                                  | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $114415.08    | 0.00%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                       | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                       | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    13822000 | PA      | $12432640.20  | 0.52%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                                   | Suez SACA                                                                                   | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $125831.54    | 0.01%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2015-B                                                     | SMB Private Education Loan Trust 2015-B                                                     | CUSIP: 78448QAE8<br>LEI: 549300ZLJ4U248VKSJ66 | Long             | ABS-O            | CORP              | US        |      111725 | PA      | $111381.30    | 0.00%             | 2040-12-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                                | New York Life Global Funding                                                                | CUSIP: 64952WEY5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      394000 | PA      | $400825.19    | 0.02%             | 2028-01-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                            | Reinsurance Group of America Inc                                                            | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94581.10     | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| British Airways 2019-1 Class AA Pass Through Trust                                          | British Airways 2019-1 Class AA Pass Through Trust                                          | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       73340 | PA      | $69485.10     | 0.00%             | 2034-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco Inc Term Loan B                                                            | Bleriot US Bidco Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 254900ALCQ2A2VYD5Z08       | Long             | LON              | CORP              | US        |      150441 | PA      | $150675.93    | 0.01%             | 2030-10-31      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Onex TSG Intermediate Corp                                                                  | Onex TSG Intermediate Corp                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       73000 | PA      | $73234.33     | 0.00%             | 2032-08-06      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                           | General Motors Co                                                                           | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      597000 | PA      | $611386.52    | 0.03%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                                  | Deere & Co                                                                                  | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      488000 | PA      | $514814.28    | 0.02%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIV4                                                      | BX Commercial Mortgage Trust 2020-VIV4                                                      | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1388504.40   | 0.06%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427QFZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2315000 | PA      | $2271126.17   | 0.09%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: G84228EP9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1825000 | PA      | $1715126.06   | 0.07%             | N/A             | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                                  | Bell Telephone Co of Canada or Bell Canada                                                  | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $50526.45     | 0.00%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200307.43    | 0.01%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                       | Athene Global Funding                                                                       | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98314.00     | 0.00%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                                    | Republic of South Africa Government Bond                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   237100000 | PA      | $12234296.13  | 0.51%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                            | ABN AMRO Bank NV                                                                            | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $189463.34    | 0.01%             | 2029-12-13      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                                         | Quanta Services Inc                                                                         | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      612000 | PA      | $540524.70    | 0.02%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                             | Caterpillar Inc                                                                             | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      200000 | PA      | $170404.92    | 0.01%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                                | Centene Corp                                                                                | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49279.69     | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       95000 | PA      | $94643.75     | 0.00%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC Term Loan B                                               | Alliant Holdings Intermediate LLC Term Loan B                                               | CUSIP: N/A<br>LEI: 5493006Q26653NF8SI73       | Long             | LON              | CORP              | US        |      439682 | PA      | $439106.22    | 0.02%             | 2031-09-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      333000 | PA      | $328371.70    | 0.01%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      580000 | PA      | $572952.30    | 0.02%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                                 | Canadian Pacific Railway Co                                                                 | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      547000 | PA      | $489813.63    | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $260912.07    | 0.01%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust 2008-2                                                               | SLM Student Loan Trust 2008-2                                                               | CUSIP: 784442AC9<br>LEI: 549300MHMWVKFEDI8G73 | Long             | ABS-O            | CORP              | US        |      355410 | PA      | $355414.06    | 0.01%             | 2026-04-27      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                                        | EP Infrastructure AS                                                                        | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      100000 | PA      | $112046.24    | 0.00%             | 2028-10-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106199.94    | 0.00%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC / HAT Holdings II LLC                                                    | HAT Holdings I LLC / HAT Holdings II LLC                                                    | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2466729.90   | 0.10%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co/The Term Loan B2                                                              | EW Scripps Co/The Term Loan B2                                                              | CUSIP: N/A<br>LEI: 549300U1OW41QPKYW028       | Long             | LON              | CORP              | US        |       30407 | PA      | $30742.77     | 0.00%             | 2028-06-30      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                                       | Costco Wholesale Corp                                                                       | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192587.29    | 0.01%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                                      | Webster Financial Corp                                                                      | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |      851000 | PA      | $850877.97    | 0.04%             | 2035-09-11      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1031000 | PA      | $1030233.19   | 0.04%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $119177.13    | 0.00%             | 2032-05-14      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                              | Virginia Electric and Power Co                                                              | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101474.29    | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Limak Cimento Sanayi ve Ticaret AS                                                          | Limak Cimento Sanayi ve Ticaret AS                                                          | CUSIP: M67729AB5<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |     2000000 | PA      | $2050069.56   | 0.09%             | 2029-07-25      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1200000 | PA      | $1084800.84   | 0.05%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                                  | Nucor Corp                                                                                  | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      599000 | PA      | $601810.20    | 0.03%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GUKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      885543 | PA      | $933204.41    | 0.04%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                                          | Analog Devices Inc                                                                          | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49027.29     | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                                                               | OTP Bank Nyrt                                                                               | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | DBT              | CORP              | HU        |      100000 | PA      | $119017.87    | 0.00%             | 2030-10-16      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                                | Vontier Corp                                                                                | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95181.37     | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2005-B                                                | SLM Private Credit Student Loan Trust 2005-B                                                | CUSIP: 78443CCB8<br>LEI: 549300FE2YWO5PJ3Q820 | Long             | ABS-O            | CORP              | US        |      886162 | PA      | $864683.43    | 0.04%             | 2039-06-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                                        | Western Digital Corp                                                                        | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94924.20     | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                              | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $112852.61    | 0.00%             | 2028-08-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                                         | Acrisure LLC / Acrisure Finance Inc                                                         | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $310283.40    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      150000 | PA      | $161647.57    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                                      | Commonwealth Edison Co                                                                      | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      163000 | PA      | $173774.18    | 0.01%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3320000 | PA      | $3228829.68   | 0.13%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc Term Loan                                                             | Ellucian Holdings Inc Term Loan                                                             | CUSIP: N/A<br>LEI: 549300RP8NIJ7FY7OS79       | Long             | LON              | CORP              | US        |     2070000 | PA      | $2090058.30   | 0.09%             | 2032-11-15      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                                         | Northern Trust Corp                                                                         | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |        4858 | NS      | $97014.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                                                         | Carrier Global Corp                                                                         | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      857000 | PA      | $698211.63    | 0.03%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      495000 | PA      | $495328.71    | 0.02%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1364000 | PA      | $1067425.05   | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Inc Term Loan B                                                      | Genesys Cloud Services Inc Term Loan B                                                      | CUSIP: N/A<br>LEI: 254900CRMBG6WX4HX396       | Long             | LON              | CORP              | US        |      542475 | PA      | $535693.91    | 0.02%             | 2032-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140W2HM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1917346 | PA      | $1985603.02   | 0.08%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                                                     | WEX Inc                                                                                     | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     5525000 | PA      | $5650235.18   | 0.24%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                                  | Anheuser-Busch InBev SA/NV                                                                  | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $108157.65    | 0.00%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                              | Sumitomo Mitsui Trust Bank Ltd                                                              | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |      763000 | PA      | $768404.41    | 0.03%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                                   | Archer-Daniels-Midland Co                                                                   | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98854.50     | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                                      | Cox Communications Inc                                                                      | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      632000 | PA      | $625083.47    | 0.03%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                                  | Montefiore Obligated Group                                                                  | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21059.95     | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                                   | GATX Corp                                                                                   | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106962.59    | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204666.32    | 0.01%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                            | CSC Holdings LLC                                                                            | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $815022.21    | 0.03%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc Term Loan B                                                  | Medical Solutions Holdings Inc Term Loan B                                                  | CUSIP: N/A<br>LEI: 549300JH2XHZ7TIKYR39       | Long             | LON              | CORP              | US        |      273296 | PA      | $82671.93     | 0.00%             | 2028-10-06      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                                 | Heineken NV                                                                                 | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $108803.99    | 0.00%             | 2031-03-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     2100000 | PA      | $2022418.02   | 0.08%             | 2081-10-27      | Variable      | 3.63%                 | No            |                  2 | On Loan: —       |
| Bayview Commercial Asset Trust 2008-2                                                       | Bayview Commercial Asset Trust 2008-2                                                       | CUSIP: 07326HAJ3<br>LEI: 5493000GL2JJAFF26M50 | Long             | ABS-MBS          | CORP              | US        |      487400 | PA      | $484968.33    | 0.02%             | 2038-04-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      527000 | PA      | $541258.75    | 0.02%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Y6TZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      808185 | PA      | $823208.46    | 0.03%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Insulet Corp Term Loan B                                                                    | Insulet Corp Term Loan B                                                                    | CUSIP: N/A<br>LEI: 549300TZTYD2PYN92D43       | Long             | LON              | CORP              | US        |      126907 | PA      | $127553.16    | 0.01%             | 2031-08-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                                          | Anheuser-Busch InBev Worldwide Inc                                                          | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25359.65     | 0.00%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/United Kingdom                                    | Australia & New Zealand Banking Group Ltd/United Kingdom                                    | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     2600000 | PA      | $2631738.20   | 0.11%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                          | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1200000 | PA      | $1236654.00   | 0.05%             | 2085-10-28      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                                         | Teachers Insurance & Annuity Association of America                                         | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83521.48     | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc Term Loan B                                                                 | Star Parent Inc Term Loan B                                                                 | CUSIP: N/A<br>LEI: 254900GRGCJYRMDRWT73       | Long             | LON              | CORP              | US        |       90187 | PA      | $90307.71     | 0.00%             | 2030-09-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM8 Trust                                                                         | OBX 2025-NQM8 Trust                                                                         | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |      679701 | PA      | $684471.44    | 0.03%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105011.90    | 0.00%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                                | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      488140 | PA      | $511350.21    | 0.02%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $109691.14    | 0.00%             | 2028-02-11      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                         | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $114554.99    | 0.00%             | 2030-10-14      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                                     | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      238000 | PA      | $241707.14    | 0.01%             | 2027-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1349695 | PA      | $1180782.09   | 0.05%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                                         | Emera US Finance LP                                                                         | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      688000 | PA      | $595971.69    | 0.02%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aegea Finance Sarl                                                                          | Aegea Finance Sarl                                                                          | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     1825000 | PA      | $1928200.48   | 0.08%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $208593.36    | 0.01%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                                    | Baxter International Inc                                                                    | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87425.91     | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                              | Shell International Finance BV                                                              | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $101829.33    | 0.00%             | 2032-11-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      151000 | PA      | $87495.35     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199525.07    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                               | DTE Energy Co                                                                               | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |       35000 | NS      | $772450.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                                                              | Air Lease Corp                                                                              | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205566.72    | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Planview Parent Inc Term Loan                                                               | Planview Parent Inc Term Loan                                                               | CUSIP: N/A<br>LEI: 549300SEALM1D9FKMA32       | Long             | LON              | CORP              | US        |      497487 | PA      | $484741.81    | 0.02%             | 2027-12-17      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                                   | Prosus NV                                                                                   | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $191912.57    | 0.01%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44970.31     | 0.00%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                         | Petroleos Mexicanos                                                                         | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3025000 | PA      | $3092155.00   | 0.13%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                                       | Novartis Capital Corp                                                                       | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      511000 | PA      | $507949.98    | 0.02%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                                | Alimentation Couche-Tard Inc                                                                | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $153554.39    | 0.01%             | 2034-02-12      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                            | Organon & Co / Organon Foreign Debt Co-Issuer BV                                            | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     3230000 | PA      | $2475913.83   | 0.10%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                             | Duke University                                                                             | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |      100000 | PA      | $66094.56     | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                             | Weyerhaeuser Co                                                                             | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      268000 | PA      | $268825.97    | 0.01%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                                 | Trimble Inc                                                                                 | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |      367000 | PA      | $393552.79    | 0.02%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                                   | Cablevision Lightpath LLC                                                                   | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1064018.66   | 0.04%             | 2028-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Champions Financing Inc Term Loan B                                                         | Champions Financing Inc Term Loan B                                                         | CUSIP: N/A<br>LEI: 391200ZDD75EGEUJ7625       | Long             | LON              | CORP              | US        |     2481156 | PA      | $2289635.36   | 0.10%             | 2029-02-23      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      675000 | PA      | $663622.00    | 0.03%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B2AC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     1900477 | PA      | $231609.77    | 0.01%             | 2048-06-25      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      850000 | PA      | $731630.96    | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  1921410000 | NC      | $197503.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                                                  | Weber-Stephen Products LLC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      190000 | PA      | $189367.30    | 0.01%             | 2032-09-17      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                                            | First Citizens BancShares Inc/NC                                                            | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      713000 | PA      | $710412.84    | 0.03%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      100000 | PA      | $116429.74    | 0.00%             | 2030-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      150000 | PA      | $131125.97    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136AUZG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     3092633 | PA      | $355110.33    | 0.01%             | 2047-01-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Deere Funding Canada Corp                                                                   | Deere Funding Canada Corp                                                                   | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      569000 | PA      | $567769.37    | 0.02%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                                    | Toyota Motor Credit Corp                                                                    | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207039.90    | 0.01%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YDJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2624214 | PA      | $2621871.93   | 0.11%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      950000 | PA      | $876783.26    | 0.04%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                                          | FS Luxembourg Sarl                                                                          | CUSIP: N/A<br>LEI: 222100EKR3JUJPGGOY81       | Long             | DBT              | CORP              | LU        |      530000 | PA      | $553253.75    | 0.02%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                         | Credit Default Swaptions                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     4611000 | OU      | $-345.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC Term Loan                                                  | Trucordia Insurance Holdings LLC Term Loan                                                  | CUSIP: N/A<br>LEI: 254900KYYP47CV7DMK95       | Long             | LON              | CORP              | US        |      140000 | PA      | $140350.00    | 0.01%             | 2032-06-17      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                 | Cencora Inc                                                                                 | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      482000 | PA      | $404109.59    | 0.02%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $60751.21     | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                            | Coca-Cola Co/The                                                                            | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      200000 | PA      | $180450.91    | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                               | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      807000 | PA      | $832507.69    | 0.03%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102077.99    | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                   | Occidental Petroleum Corp                                                                   | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      718000 | PA      | $756251.66    | 0.03%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2024-A                                                              | BMW Vehicle Owner Trust 2024-A                                                              | CUSIP: 096919AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      236883 | PA      | $237176.37    | 0.01%             | 2027-02-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      239000 | PA      | $241835.97    | 0.01%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                                         | Prairie Acquiror LP                                                                         | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3079128.00   | 0.13%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                                         | Tesla Electric Vehicle Trust 2023-1                                                         | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50645 | PA      | $50674.41     | 0.00%             | 2026-12-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC Term Loan B                                                                | Ensemble RCM LLC Term Loan B                                                                | CUSIP: N/A<br>LEI: 254900PDXJVVI20WAQ37       | Long             | LON              | CORP              | US        |      164311 | PA      | $164900.73    | 0.01%             | 2029-08-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Transnet/South Africa                                                                       | Transnet/South Africa                                                                       | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |     2875000 | PA      | $3038286.40   | 0.13%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Open Text Corp Term Loan B                                                                  | Open Text Corp Term Loan B                                                                  | CUSIP: N/A<br>LEI: 549300HP7ONDQODZJV16       | Long             | LON              | CORP              | CA        |      385130 | PA      | $384648.84    | 0.02%             | 2030-01-31      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      743000 | PA      | $591423.16    | 0.02%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                                | NiSource Inc                                                                                | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      229000 | PA      | $233664.75    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc                                                                                | 7-Eleven Inc                                                                                | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $69739.46     | 0.00%             | 2041-02-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      228000 | PA      | $220222.32    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                               | M&T Bank Corp                                                                               | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      548000 | PA      | $551957.25    | 0.02%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                               | Owens Corning                                                                               | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98938.15     | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                            | American National Global Funding                                                            | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51548.12     | 0.00%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                                          | Blue Racer Midstream LLC / Blue Racer Finance Corp                                          | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1181349.00   | 0.05%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      785000 | PA      | $768344.64    | 0.03%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                                       | Banque Federative du Credit Mutuel SA                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110379.98    | 0.00%             | 2027-10-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      654098 | PA      | $654017.85    | 0.03%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                      | Sempra                                                                                      | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73148.23     | 0.00%             | 2052-04-01      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      200000 | PA      | $174366.57    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC Term Loan B                                                                 | Madison IAQ LLC Term Loan B                                                                 | CUSIP: N/A<br>LEI: 549300IXDNBXNHUPBU73       | Long             | LON              | CORP              | US        |      111599 | PA      | $111726.03    | 0.00%             | 2028-06-21      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc                                                 | Brundage-Bone Concrete Pumping Holdings Inc                                                 | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3783551.25   | 0.16%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                               | Chase Auto Owner Trust 2024-4                                                               | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      653000 | PA      | $658831.09    | 0.03%             | 2029-07-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Silk Road Group Holding LLC                                                                 | Silk Road Group Holding LLC                                                                 | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |     3450000 | PA      | $3457196.70   | 0.14%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2264696.00   | 0.09%             | N/A             | Variable      | 9.63%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 779926NA8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72783.86     | 0.00%             | 2035-07-03      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                              | Greensaif Pipelines Bidco Sarl                                                              | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $214869.57    | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QQBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1725729 | PA      | $1699373.04   | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                                       | Texas Instruments Inc                                                                       | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89220.39     | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc Term Loan B6                                                                 | Froneri US Inc Term Loan B6                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      270000 | PA      | $269800.20    | 0.01%             | 2032-07-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                             | Motability Operations Group PLC                                                             | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $113541.45    | 0.00%             | 2032-03-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                                    | Host Hotels & Resorts LP                                                                    | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25241.59     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      500000 | PA      | $508072.00    | 0.02%             | N/A             | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F0406B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        |     1120000 | PA      | $-1062552.38  | -0.04%            | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                             | AstraZeneca PLC                                                                             | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $176826.74    | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      572000 | PA      | $568596.98    | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198025.90    | 0.01%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                             | Sands China Ltd                                                                             | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $204083.80    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kodiak BP LLC Term Loan B                                                                   | Kodiak BP LLC Term Loan B                                                                   | CUSIP: N/A<br>LEI: 549300Y1Q6ZUH0EXO182       | Long             | LON              | CORP              | US        |       29903 | PA      | $29678.53     | 0.00%             | 2031-12-04      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                                | Xylem Inc/NY                                                                                | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90333.02     | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                                         | Volkswagen International Finance NV                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $99262.48     | 0.00%             | 2032-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1638000 | PA      | $1397942.89   | 0.06%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                             | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                             | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4103068.77   | 0.17%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                                   | Archer-Daniels-Midland Co                                                                   | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99777.85     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                                | New York Life Global Funding                                                                | CUSIP: 64952WEQ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99131.30     | 0.00%             | 2027-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                                 | United States Treasury Bill                                                                 | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1580000 | PA      | $1572359.70   | 0.07%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp                                                                     | Neogen Food Safety Corp                                                                     | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      885000 | PA      | $936064.50    | 0.04%             | 2030-07-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C51                                              | Wells Fargo Commercial Mortgage Trust 2019-C51                                              | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      540000 | PA      | $512170.40    | 0.02%             | 2052-06-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                                      | JT International Financial Services BV                                                      | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115323.89    | 0.00%             | 2055-09-04      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                                                   | Segro PLC                                                                                   | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $123477.15    | 0.01%             | 2041-12-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Nassau Cos of New York/The                                                                  | Nassau Cos of New York/The                                                                  | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4436438.85   | 0.19%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                                                      | GE Capital Funding LLC                                                                      | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201580.20    | 0.01%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                                          | Roche Holdings Inc                                                                          | CUSIP: 771196CK6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      971000 | PA      | $1002230.59   | 0.04%             | 2031-03-08      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| KeyCorp Capital III                                                                         | KeyCorp Capital III                                                                         | CUSIP: 49326QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      795000 | PA      | $845108.76    | 0.04%             | 2029-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                                  | Network Finance Co Pty Ltd                                                                  | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $62042.07     | 0.00%             | 2028-10-03      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $125871.23    | 0.01%             | 2034-05-23      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                                        | Siemens Financieringsmaatschappij NV                                                        | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113037.43    | 0.00%             | 2027-02-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                 | Aker BP ASA                                                                                 | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $192942.41    | 0.01%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                                         | Highwoods Realty LP                                                                         | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $57040.67     | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                   | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      217000 | PA      | $215659.11    | 0.01%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                                        | Pilgrim's Pride Corp                                                                        | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106628.30    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc Term Loan B                                                         | Park River Holdings Inc Term Loan B                                                         | CUSIP: N/A<br>LEI: 254900PGY077KWCROT75       | Long             | LON              | CORP              | US        |       65000 | PA      | $65171.60     | 0.00%             | 2031-03-15      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Provincia de Buenos Aires/Government Bonds                                                  | Provincia de Buenos Aires/Government Bonds                                                  | CUSIP: P1910WXV6<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     2686320 | PA      | $1967729.40   | 0.08%             | 2037-09-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| SportsNet New York                                                                          | SportsNet New York                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    21442810 | PA      | $11540520.54  | 0.48%             | 2026-04-10      | Fixed         | 10.25%                | Yes           |                  3 | On Loan: No      |
| Ecolab Inc                                                                                  | Ecolab Inc                                                                                  | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82005.13     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                                          | BMW US Capital LLC                                                                          | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      272000 | PA      | $273091.27    | 0.01%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                                | AES Corp/The                                                                                | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      591000 | PA      | $601399.85    | 0.03%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                                      | Froneri Lux FinCo SARL                                                                      | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |     2700000 | PA      | $3172265.25   | 0.13%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                                | Chevron Corp                                                                                | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1132000 | PA      | $1047182.76   | 0.04%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                     | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                     | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $96484.90     | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                              | Air Lease Corp                                                                              | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      150000 | PA      | $152409.06    | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Co LLC Term Loan                                                    | Herschend Entertainment Co LLC Term Loan                                                    | CUSIP: N/A<br>LEI: 54930087KQ7RPDXK0716       | Long             | LON              | CORP              | US        |       64688 | PA      | $64930.08     | 0.00%             | 2032-05-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                                          | Braskem Idesa SAPI                                                                          | CUSIP: P1850NAB7<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      800000 | PA      | $512653.38    | 0.02%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2210840.06   | 0.09%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   680000000 | NC      | $55782.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                                         | Quanta Services Inc                                                                         | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      623000 | PA      | $582647.03    | 0.02%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                            | Duke Energy Corp                                                                            | CUSIP: N/A<br>LEI: I1BZKREC126H0VB1BL91       | Long             | DBT              | CORP              | US        |      100000 | PA      | $116473.71    | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Basin Electric Power Cooperative                                                            | Basin Electric Power Cooperative                                                            | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |      351000 | PA      | $351660.06    | 0.01%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                                | Centene Corp                                                                                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      200000 | PA      | $172116.03    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                               | Marriott International Inc/MD                                                               | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      941000 | PA      | $866795.03    | 0.04%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Molnlycke Holding AB                                                                        | Molnlycke Holding AB                                                                        | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $119815.98    | 0.01%             | 2028-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      568000 | PA      | $384526.67    | 0.02%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Asurion LLC Term Loan B3                                                                    | Asurion LLC Term Loan B3                                                                    | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |     7868855 | PA      | $7697943.69   | 0.32%             | 2028-01-31      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                  | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       50000 | PA      | $51865.50     | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97464.05     | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | DBT              | CORP              | US        |      100000 | PA      | $111587.48    | 0.00%             | 2029-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                     | MPLX LP                                                                                     | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1581000 | PA      | $1594360.10   | 0.07%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LBY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     2177747 | PA      | $369398.00    | 0.02%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                                         | Quanta Services Inc                                                                         | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      530000 | PA      | $397043.01    | 0.02%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                                   | L3Harris Technologies Inc                                                                   | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      520000 | PA      | $541182.30    | 0.02%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp Term Loan B1                                                           | Reworld Holding Corp Term Loan B1                                                           | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |      148544 | PA      | $148543.98    | 0.01%             | 2028-11-30      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                                  | Grifols SA                                                                                  | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      875000 | PA      | $846073.20    | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc Term Loan B2                                                       | Cloud Software Group Inc Term Loan B2                                                       | CUSIP: N/A<br>LEI: 04EEB871XLHVNY4RZJ65       | Long             | LON              | CORP              | US        |       29850 | PA      | $29840.37     | 0.00%             | 2031-03-21      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC Term Loan B                                                         | Perrigo Investments LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: 549300POZGC78VHAAJ73       | Long             | LON              | CORP              | US        |       93848 | PA      | $93926.13     | 0.00%             | 2029-04-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                                  | DaVita Inc                                                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2438281.65   | 0.10%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                                  | Wintershall Dea Finance BV                                                                  | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $109994.78    | 0.00%             | 2028-09-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      421000 | PA      | $430357.38    | 0.02%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                                  | Stanley Black & Decker Inc                                                                  | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     1046000 | PA      | $1033931.46   | 0.04%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $651790.20    | 0.03%             | N/A             | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      190000 | PA      | $199169.24    | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                                        | Sartorius Finance BV                                                                        | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $124072.41    | 0.01%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 060505GF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $143875.08    | 0.01%             | 2028-03-16      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                                         | Dollar General Corp                                                                         | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96227.45     | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc Term Loan B                                                                    | Cotiviti Inc Term Loan B                                                                    | CUSIP: N/A<br>LEI: 254900YAQHVRTG4IFI64       | Long             | LON              | CORP              | US        |      202883 | PA      | $195106.88    | 0.01%             | 2031-05-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100767.15    | 0.00%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc Term Loan J                                                                   | TransDigm Inc Term Loan J                                                                   | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |      356995 | PA      | $357387.80    | 0.01%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Generali                                                                                    | Generali                                                                                    | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      150000 | PA      | $165487.88    | 0.01%             | 2030-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                                         | Emerson Electric Co                                                                         | CUSIP: 291011BP8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97244.28     | 0.00%             | 2026-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                  | Vonovia SE                                                                                  | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $111387.82    | 0.00%             | 2027-06-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                                     | Equitable Financial Life Global Funding                                                     | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204456.66    | 0.01%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC Term Loan Q                                                        | Virgin Media Bristol LLC Term Loan Q                                                        | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |       80000 | PA      | $79816.80     | 0.00%             | 2029-01-31      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                                   | SmartCentres Real Estate Investment Trust                                                   | CUSIP: 83179XAR9<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75126.02     | 0.00%             | 2030-08-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                                       | Brookfield Infrastructure Finance ULC                                                       | CUSIP: 11291ZAL1<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $79453.14     | 0.00%             | 2033-02-14      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                               | DTE Energy Co                                                                               | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      584000 | PA      | $593859.17    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Spectris PLC                                                                                | Spectris PLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       75000 | PA      | $75093.75     | 0.00%             | 2032-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DCC Group Finance Ireland DAC                                                               | DCC Group Finance Ireland DAC                                                               | CUSIP: N/A<br>LEI: 213800SOAP5DXWP6BS88       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $119757.08    | 0.01%             | 2031-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc Term Loan                                                 | Engineered Machinery Holdings Inc Term Loan                                                 | CUSIP: N/A<br>LEI: 5493008AR0NPSLW8EW07       | Long             | LON              | CORP              | US        |    10613267 | PA      | $10613266.62  | 0.44%             | 2029-05-21      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      515000 | PA      | $514376.37    | 0.02%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $89201.72     | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| University of Southern California                                                           | University of Southern California                                                           | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46865.98     | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                            | Light & Wonder International Inc                                                            | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1245687.60   | 0.05%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $137145.90    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95301.89     | 0.00%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                            | Ryder System Inc                                                                            | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102608.37    | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                             | Southern Co/The                                                                             | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101787.77    | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA Escrow Shares                                                          | Samarco Mineracao SA Escrow Shares                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |      550000 | PA      | $0.00         | 0.00%             | 2023-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                           | Benchmark 2022-B32 Mortgage Trust                                                           | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      536000 | PA      | $478019.65    | 0.02%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                                                           | Ivanhoe Mines Ltd                                                                           | CUSIP: C48681AB3<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $206142.20    | 0.01%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Organon & Co Term Loan B                                                                    | Organon & Co Term Loan B                                                                    | CUSIP: N/A<br>LEI: 549300AMCKY57OK2CO56       | Long             | LON              | CORP              | US        |      300403 | PA      | $270831.54    | 0.01%             | 2031-05-19      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding 2007-1 Trust                                                        | Banc of America Funding 2007-1 Trust                                                        | CUSIP: 05951FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      863119 | PA      | $811284.67    | 0.03%             | 2037-01-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                                       | Inter Pipeline Ltd/AB                                                                       | CUSIP: 45833VAC3<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71218.85     | 0.00%             | 2031-11-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC Term Loan B                                                               | Chariot Buyer LLC Term Loan B                                                               | CUSIP: N/A<br>LEI: 25490092IFNOZBRVE539       | Long             | LON              | CORP              | US        |      240623 | PA      | $241224.29    | 0.01%             | 2032-07-22      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103747.51    | 0.00%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Apple Bidco LLC Term Loan B                                                                 | Apple Bidco LLC Term Loan B                                                                 | CUSIP: N/A<br>LEI: 2549001SCJD3WEYJFM53       | Long             | LON              | CORP              | US        |      245892 | PA      | $246462.66    | 0.01%             | 2031-09-22      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc Term Loan B2                                                               | Wand NewCo 3 Inc Term Loan B2                                                               | CUSIP: N/A<br>LEI: 549300Y3VZEWMSQW8494       | Long             | LON              | CORP              | US        |      266145 | PA      | $265360.16    | 0.01%             | 2031-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      380000 | PA      | $286880.23    | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                           | Cisco Systems Inc                                                                           | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97668.48     | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2025-1                                             | Capital One Prime Auto Receivables Trust 2025-1                                             | CUSIP: 14043YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1850000 | PA      | $1849958.75   | 0.08%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2017-B-GS                                                     | Commonbond Student Loan Trust 2017-B-GS                                                     | CUSIP: 20268KAA8<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |      942775 | PA      | $887882.77    | 0.04%             | 2042-09-25      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                                 | Canadian Pacific Railway Co                                                                 | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $87314.13     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                             | DTE Electric Co                                                                             | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82794.26     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Herens US Holdco Corp Term Loan B                                                           | Herens US Holdco Corp Term Loan B                                                           | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |       62547 | PA      | $55456.41     | 0.00%             | 2028-07-03      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      250000 | PA      | $246531.24    | 0.01%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LXJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     2259981 | PA      | $374698.32    | 0.02%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp Student Loan Trust 2006-A                                                           | KeyCorp Student Loan Trust 2006-A                                                           | CUSIP: 49327HAJ4<br>LEI: 254900QO9Y4JHZFBGC87 | Long             | ABS-O            | CORP              | US        |     1093097 | PA      | $910592.07    | 0.04%             | 2042-03-27      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                                       | Accenture Capital Inc                                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      429000 | PA      | $422990.87    | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                           | Autoroutes du Sud de la France SA                                                           | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112098.18    | 0.00%             | 2032-09-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5024.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg Sarl                                                                | Acu Petroleo Luxembourg Sarl                                                                | CUSIP: L0R80QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2493430 | PA      | $2529996.10   | 0.11%             | 2035-07-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                            | Duke Energy Corp                                                                            | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      458000 | PA      | $462612.92    | 0.02%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                              | Canadian Natural Resources Ltd                                                              | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $93701.78     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RALI Series 2005-QS17 Trust                                                                 | RALI Series 2005-QS17 Trust                                                                 | CUSIP: 761118PS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      833489 | PA      | $727187.63    | 0.03%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                                    | MSCI Inc                                                                                    | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50180.86     | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                                 | Kaiser Foundation Hospitals                                                                 | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84657.15     | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc Term Loan B                                                 | Cornerstone Building Brands Inc Term Loan B                                                 | CUSIP: N/A<br>LEI: 549300IW41QEWQ6T0H29       | Long             | LON              | CORP              | US        |      317424 | PA      | $289868.72    | 0.01%             | 2028-04-12      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management Inc                                                  | Jones Deslauriers Insurance Management Inc                                                  | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     1830000 | PA      | $1921917.24   | 0.08%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QTG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1508333 | PA      | $1540009.99   | 0.06%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      394000 | PA      | $410068.19    | 0.02%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| XPLOR T1 LLC                                                                                | XPLOR T1 LLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      125000 | PA      | $124843.75    | 0.01%             | 2032-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $417920.40    | 0.02%             | 2085-04-27      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                                | Canadian National Railway Co                                                                | CUSIP: 136375CX8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $54189.87     | 0.00%             | 2050-02-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                     | MPLX LP                                                                                     | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41861.42     | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                             | EMD Finance LLC                                                                             | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |      880000 | PA      | $882651.67    | 0.04%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems Inc Term Loan                                                              | VeriFone Systems Inc Term Loan                                                              | CUSIP: N/A<br>LEI: 254900LTTVM8MM9RKV75       | Long             | LON              | CORP              | US        |      252640 | PA      | $241377.18    | 0.01%             | 2028-08-18      | Floating      | 9.84%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                                      | Enbridge Pipelines Inc                                                                      | CUSIP: 29250ZAX6<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144071.87    | 0.01%             | 2029-02-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2936000 | PA      | $2124024.63   | 0.09%             | 2041-11-19      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93958.06     | 0.00%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2023-A                                                            | Nelnet Student Loan Trust 2023-A                                                            | CUSIP: 64032PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      489236 | PA      | $506912.07    | 0.02%             | 2041-02-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427MNL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1350099 | PA      | $1399788.29   | 0.06%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1617000 | PA      | $1637103.08   | 0.07%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Aragorn Parent Corp Term Loan B                                                             | Aragorn Parent Corp Term Loan B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       92634 | PA      | $93080.89     | 0.00%             | 2028-12-15      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                              | Smurfit Westrock Financing DAC                                                              | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |      355000 | PA      | $365751.53    | 0.02%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                              | Sumitomo Mitsui Trust Bank Ltd                                                              | CUSIP: 86563VBA6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $196753.42    | 0.01%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                                  | Mondelez International Inc                                                                  | CUSIP: N/A<br>LEI: 549300DV9GIB88LZ5P30       | Long             | DBT              | CORP              | US        |      100000 | PA      | $109704.44    | 0.00%             | 2028-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $531123.50    | 0.02%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      206000 | PA      | $185048.24    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                                      | APA Infrastructure Ltd                                                                      | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $101667.08    | 0.00%             | 2034-09-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                                 | Piedmont Natural Gas Co Inc                                                                 | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102100.69    | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc Term Loan B                                                                | Gloves Buyer Inc Term Loan B                                                                | CUSIP: N/A<br>LEI: 54930015O0Y94T5H8Z18       | Long             | LON              | CORP              | US        |     2590000 | PA      | $2548715.40   | 0.11%             | 2032-05-21      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $125737.85    | 0.01%             | 2028-11-09      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                | Citizens Financial Group Inc                                                                | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |       51500 | NS      | $1306555.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                             | Berkshire Hathaway Finance Corp                                                             | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93238.61     | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                               | Stellantis NV                                                                               | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      150000 | PA      | $141263.16    | 0.01%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                               | Martin Marietta Materials Inc                                                               | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      565000 | PA      | $507381.81    | 0.02%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                                         | Novo Nordisk Finance Netherlands BV                                                         | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $109220.37    | 0.00%             | 2030-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                            | Puget Energy Inc                                                                            | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97920.95     | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Gulfside Supply Inc Term Loan B                                                             | Gulfside Supply Inc Term Loan B                                                             | CUSIP: N/A<br>LEI: 5493009BEGVKVXE2HW08       | Long             | LON              | CORP              | US        |       74247 | PA      | $73242.06     | 0.00%             | 2031-06-17      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                 | Nutrien Ltd                                                                                 | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      376000 | PA      | $382104.82    | 0.02%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp Term Loan C1                                                           | Reworld Holding Corp Term Loan C1                                                           | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |       11584 | PA      | $11583.73     | 0.00%             | 2028-11-30      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2394300.00   | 0.10%             | N/A             | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC Term Loan B                                                                | Modena Buyer LLC Term Loan B                                                                | CUSIP: N/A<br>LEI: 254900B0G2IU0VBDOY26       | Long             | LON              | CORP              | US        |     2580500 | PA      | $2518568.00   | 0.11%             | 2031-04-18      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                                 | Keyera Corp                                                                                 | CUSIP: 493271AH3<br>LEI: 254900LXI62FUHZGH122 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $35946.67     | 0.00%             | 2035-10-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                       | Athene Global Funding                                                                       | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1121000 | PA      | $1144360.22   | 0.05%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| British Airways 2021-1 Class A Pass Through Trust                                           | British Airways 2021-1 Class A Pass Through Trust                                           | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      722924 | PA      | $662835.95    | 0.03%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                                 | GlaxoSmithKline Capital PLC                                                                 | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $98944.40     | 0.00%             | 2035-05-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                                         | Acrisure LLC / Acrisure Finance Inc                                                         | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3850000 | PA      | $4011087.85   | 0.17%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| New England Power Co                                                                        | New England Power Co                                                                        | CUSIP: 644188BF0<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78795.96     | 0.00%             | 2047-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                                     | Reckitt Benckiser Treasury Services PLC                                                     | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118626.65    | 0.00%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                                     | O'Reilly Automotive Inc                                                                     | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      454000 | PA      | $461323.92    | 0.02%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                  | Humana Inc                                                                                  | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95520.27     | 0.00%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                              | Starbucks Corp                                                                              | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101400.65    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      334000 | PA      | $235593.47    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                         | Egypt Government International Bond                                                         | CUSIP: M1487WDD4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1425000 | PA      | $1418084.10   | 0.06%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                                   | CNX Midstream Partners LP                                                                   | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2751954.31   | 0.11%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: 09659W2H6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $204410.77    | 0.01%             | 2030-01-10      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                                       | Gildan Activewear Inc                                                                       | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $49784.22     | 0.00%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                                        | Waste Management Inc                                                                        | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      763000 | PA      | $775522.42    | 0.03%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                            | Altria Group Inc                                                                            | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101473.50    | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                                         | PayPal Holdings Inc                                                                         | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93925.38     | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Vontier Corp                                                                                | Vontier Corp                                                                                | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     1166000 | PA      | $1060243.17   | 0.04%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                                     | Bayer US Finance II LLC                                                                     | CUSIP: 07274NBG7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      100000 | PA      | $74769.45     | 0.00%             | 2045-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                                        | Siemens Financieringsmaatschappij NV                                                        | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       50000 | PA      | $55440.10     | 0.00%             | 2030-09-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     4600000 | PA      | $4591963.98   | 0.19%             | 2085-11-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                                | Traton Finance Luxembourg SA                                                                | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $97530.40     | 0.00%             | 2033-03-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108011.88    | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      555000 | PA      | $489485.34    | 0.02%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                         | Sumitomo Mitsui Financial Group Inc                                                         | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $109787.99    | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                          | Northwestern Mutual Global Funding                                                          | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      543000 | PA      | $547124.02    | 0.02%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      100000 | PA      | $119276.43    | 0.00%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      331000 | PA      | $321964.22    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                                      | Koninklijke Philips NV                                                                      | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $121976.60    | 0.01%             | 2031-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2                                               | Santander Drive Auto Receivables Trust 2025-2                                               | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1133013 | PA      | $1135164.26   | 0.05%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Rfna LP                                                                                     | Rfna LP                                                                                     | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     3475000 | PA      | $3460284.07   | 0.14%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                                         | Consumers Energy Co                                                                         | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102679.70    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                              | Bruce Power LP                                                                              | CUSIP: 116705AL8<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73774.20     | 0.00%             | 2027-12-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                                      | Equitable Holdings Inc                                                                      | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |       21903 | NS      | $461496.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                                                      | Diamondback Energy Inc                                                                      | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      867000 | PA      | $887706.44    | 0.04%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      436000 | PA      | $402413.80    | 0.02%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1803000 | PA      | $1784074.54   | 0.07%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1045000 | PA      | $643216.72    | 0.03%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89117GRJ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149554.74    | 0.01%             | 2029-01-08      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      270000 | PA      | $267268.99    | 0.01%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104692.76    | 0.00%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                                      | HP Inc                                                                                      | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103107.97    | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                                        | Shell Finance US Inc                                                                        | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $87578.54     | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     3000000 | PA      | $3199584.00   | 0.13%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                              | Oncor Electric Delivery Co LLC                                                              | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75328.69     | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Transurban Queensland Finance Pty Ltd                                                       | Transurban Queensland Finance Pty Ltd                                                       | CUSIP: N/A<br>LEI: 549300RSN9SFNT54IZ82       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $59069.58     | 0.00%             | 2031-08-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                                                                 | Bacardi Ltd                                                                                 | CUSIP: N/A<br>LEI: 549300R32WTQNHNN5055       | Long             | DBT              | CORP              | BM        |      100000 | PA      | $94468.11     | 0.00%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                               | Southern California Edison Co                                                               | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      200000 | PA      | $211028.76    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29251ZCD7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73936.76     | 0.00%             | 2034-08-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100368.49    | 0.00%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                                       | Waste Connections Inc                                                                       | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $47033.39     | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                             | Republic of Italy Government International Bond                                             | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1013000 | PA      | $751787.82    | 0.03%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ADMI Corp Term Loan B1                                                                      | ADMI Corp Term Loan B1                                                                      | CUSIP: N/A<br>LEI: 5493008U1LYGMQWO7N12       | Long             | LON              | CORP              | US        |      124059 | PA      | $119406.65    | 0.00%             | 2027-12-23      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24948.44     | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                        | Kraft Heinz Foods Co                                                                        | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      823000 | PA      | $687557.37    | 0.03%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OPENLANE Inc Term Loan B                                                                    | OPENLANE Inc Term Loan B                                                                    | CUSIP: N/A<br>LEI: 5493004HKD20LBSG7D03       | Long             | LON              | CORP              | US        |       63000 | PA      | $63000.00     | 0.00%             | 2032-10-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                           | Atmos Energy Corp                                                                           | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87156.89     | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      100000 | PA      | $112624.09    | 0.00%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $25620.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                               | Affiliated Managers Group Inc                                                               | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |        7463 | NS      | $160603.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MidAmerican Energy Co                                                                       | MidAmerican Energy Co                                                                       | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52193.63     | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    13417000 | OU      | $-297650.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                                                   | Danone SA                                                                                   | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $103137.53    | 0.00%             | 2030-11-09      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                         | Gilead Sciences Inc                                                                         | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      200000 | PA      | $168667.66    | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                            | TotalEnergies SE                                                                            | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111903.02    | 0.00%             | N/A             | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      200000 | PA      | $154617.23    | 0.01%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                                       | Kentucky Utilities Co                                                                       | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      243000 | PA      | $250696.32    | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC Term Loan B6                                                                 | 1011778 BC ULC Term Loan B6                                                                 | CUSIP: N/A<br>LEI: 549300RHSHNRWI5LLA86       | Long             | LON              | CORP              | CA        |      355290 | PA      | $354022.01    | 0.01%             | 2030-09-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                            | ASR Nederland NV                                                                            | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115781.02    | 0.00%             | 2049-05-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd/London                                                            | ANZ New Zealand Int'l Ltd/London                                                            | CUSIP: 00182EBU2<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |      200000 | PA      | $207073.78    | 0.01%             | 2028-08-14      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1684040.57   | 0.07%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc PIK Term Loan A                                              | Sound Inpatient Physicians Inc PIK Term Loan A                                              | CUSIP: N/A<br>LEI: 54930047QBMPL027P218       | Long             | LON              | CORP              | US        |       28003 | PA      | $28965.26     | 0.00%             | 2028-06-28      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                          | Royalty Pharma PLC                                                                          | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      355000 | PA      | $364090.24    | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $422965.60    | 0.02%             | N/A             | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      200000 | PA      | $181708.47    | 0.01%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare Inc                                                                          | AMN Healthcare Inc                                                                          | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1784277.34   | 0.07%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |       39877 | NS      | $983765.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                            | Bank of New York Mellon Corp/The                                                            | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      954000 | PA      | $979901.38    | 0.04%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                               | M&T Bank Corp                                                                               | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100266.00    | 0.00%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                                     | KeyBank NA/Cleveland OH                                                                     | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     1046000 | PA      | $1040583.61   | 0.04%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                                      | Eurofins Scientific SE                                                                      | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $123173.58    | 0.01%             | 2030-09-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Centuri Group Inc Term Loan B                                                               | Centuri Group Inc Term Loan B                                                               | CUSIP: N/A<br>LEI: 254900H4HY0IHK5J9N53       | Long             | LON              | CORP              | US        |      110000 | PA      | $110467.50    | 0.00%             | 2032-07-09      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                                  | Kenvue Inc                                                                                  | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95636.54     | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                              | DSV Finance BV                                                                              | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $108541.64    | 0.00%             | 2030-03-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $221319.20    | 0.01%             | N/A             | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                                          | PPG Industries Inc                                                                          | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      811000 | PA      | $808008.98    | 0.03%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                          | Metropolitan Life Global Funding I                                                          | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      100000 | PA      | $111946.40    | 0.00%             | 2027-06-16      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc Term Loan B                                                                 | Spin Holdco Inc Term Loan B                                                                 | CUSIP: N/A<br>LEI: 549300QAS44U2GUXGK45       | Long             | LON              | CORP              | US        |      741854 | PA      | $617593.13    | 0.03%             | 2028-03-03      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                                | QUALCOMM Inc                                                                                | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93317.72     | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1930781 | PA      | $1671965.18   | 0.07%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                                       | Oglethorpe Power Corp                                                                       | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      100000 | PA      | $73558.30     | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      100000 | PA      | $99109.48     | 0.00%             | 2033-02-17      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                                 | Cummins Inc                                                                                 | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51827.80     | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                                     | Eni SpA                                                                                     | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $200173.55    | 0.01%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arterra Wines Canada Inc Term Loan B1                                                       | Arterra Wines Canada Inc Term Loan B1                                                       | CUSIP: N/A<br>LEI: 5493000SZ7NOM4G34E58       | Long             | LON              | CORP              | CA        |     1568721 | PA      | $1523620.04   | 0.06%             | 2027-11-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: N/A<br>LEI: HL3H1H2BGXWVG3BSWR90       | Long             | DBT              | CORP              | US        |      100000 | PA      | $115737.22    | 0.00%             | 2029-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QTEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1392477 | PA      | $1457895.63   | 0.06%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                            | Paramount Global                                                                            | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46251.74     | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      959000 | PA      | $859995.15    | 0.04%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                                    | Outfront Media Capital LLC / Outfront Media Capital Corp                                    | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1787096.86   | 0.07%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Y7EH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1428412 | PA      | $1477381.97   | 0.06%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                                 | Equinix Inc                                                                                 | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96142.67     | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                                  | Sotera Health Holdings LLC                                                                  | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3467976.60   | 0.14%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17817.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascend Learning LLC Term Loan B                                                             | Ascend Learning LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 549300T466HKRLVCD610       | Long             | LON              | CORP              | US        |     3930250 | PA      | $3926162.54   | 0.16%             | 2028-12-11      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      500000 | OU      | $76175.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Somnigroup International Inc Term Loan B                                                    | Somnigroup International Inc Term Loan B                                                    | CUSIP: N/A<br>LEI: 549300HFEKVR3US71V91       | Long             | LON              | CORP              | US        |      103519 | PA      | $103992.87    | 0.00%             | 2031-10-24      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                                | Wisconsin Power and Light Co                                                                | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103386.24    | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Floating Rate Note                                                   | United States Treasury Floating Rate Note                                                   | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1279000 | PA      | $1278741.02   | 0.05%             | 2027-07-31      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1727000 | PA      | $1773504.98   | 0.07%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                 | Cencora Inc                                                                                 | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      667000 | PA      | $684275.17    | 0.03%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                                   | Adobe Inc                                                                                   | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      878000 | PA      | $894755.59    | 0.04%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc Term Loan B3                                             | SeaWorld Parks & Entertainment Inc Term Loan B3                                             | CUSIP: N/A<br>LEI: 549300UZV72O3371JJ53       | Long             | LON              | CORP              | US        |      168935 | PA      | $168301.91    | 0.01%             | 2031-12-04      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                            | Coca-Cola Co/The                                                                            | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $61413.47     | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1031836 | PA      | $1015105.82   | 0.04%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      630000 | PA      | $638250.13    | 0.03%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                                    | Bertelsmann SE & Co KGaA                                                                    | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $114191.29    | 0.00%             | 2028-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3800000 | PA      | $3951154.65   | 0.17%             | N/A             | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF                                           | iShares J.P. Morgan USD Emerging Markets Bond ETF                                           | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |       19295 | NS      | $1865247.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrazeneca Finance LLC                                                                     | Astrazeneca Finance LLC                                                                     | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      856000 | PA      | $883106.25    | 0.04%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                                  | PacifiCorp                                                                                  | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82726.45     | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Pegasus Bidco BV Term Loan B                                                                | Pegasus Bidco BV Term Loan B                                                                | CUSIP: N/A<br>LEI: 254900U303DPAFR7MA71       | Long             | LON              | CORP              | NL        |       88677 | PA      | $89083.32     | 0.00%             | 2029-07-12      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                            | Vedanta Resources Finance II PLC                                                            | CUSIP: G9T27HAG9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1570000 | PA      | $1643282.89   | 0.07%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: —       |
| Mexico Government International Bond                                                        | Mexico Government International Bond                                                        | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1881000 | PA      | $1539692.55   | 0.06%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-37657.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $213269.43    | 0.01%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      879859 | OU      | $-3053.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                      | Consolidated Edison Co of New York Inc                                                      | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84108.84     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $824992.68    | 0.03%             | 2085-11-26      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Crelan SA                                                                                   | Crelan SA                                                                                   | CUSIP: N/A<br>LEI: 549300DYPOFMXOR7XM56       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $126609.45    | 0.01%             | 2030-02-28      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                              | S&P Global Inc                                                                              | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      647000 | PA      | $619375.54    | 0.03%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                               | Jefferies Financial Group Inc                                                               | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87861.93     | 0.00%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                          | VICI Properties LP                                                                          | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103391.08    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50513.37     | 0.00%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1481170 | PA      | $1449667.49   | 0.06%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo LLC / Oscar Finance Inc                                                 | Oscar AcquisitionCo LLC / Oscar Finance Inc                                                 | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8970000 | PA      | $6530824.41   | 0.27%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Ecuador Government International Bond                                                       | Ecuador Government International Bond                                                       | CUSIP: P8054QBC6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      655145 | PA      | $501185.93    | 0.02%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust 2021-SL1                                                             | Towd Point Asset Trust 2021-SL1                                                             | CUSIP: 89179XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1183117.56   | 0.05%             | 2061-11-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      921000 | PA      | $936581.49    | 0.04%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                           | Allstate Corp/The                                                                           | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |        8460 | NS      | $184343.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kestra Advisor Services Holdings A Inc Term Loan B                                          | Kestra Advisor Services Holdings A Inc Term Loan B                                          | CUSIP: N/A<br>LEI: 254900WH55RU999OY504       | Long             | LON              | CORP              | US        |      138171 | PA      | $138448.46    | 0.01%             | 2031-03-22      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| SPX FLOW Inc                                                                                | SPX FLOW Inc                                                                                | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |     7061000 | PA      | $7225457.75   | 0.30%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                                                                     | Reliance Industries Ltd                                                                     | CUSIP: Y72570AS6<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |      250000 | PA      | $227565.27    | 0.01%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      669000 | PA      | $721752.19    | 0.03%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury Floating Rate Note                                                   | United States Treasury Floating Rate Note                                                   | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9546000 | PA      | $9543264.98   | 0.40%             | 2027-04-30      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Corp Service Co Term Loan B                                                                 | Corp Service Co Term Loan B                                                                 | CUSIP: N/A<br>LEI: 549300NOPSIMGJNT8J31       | Long             | LON              | CORP              | US        |      147060 | PA      | $146233.06    | 0.01%             | 2029-11-02      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Turkiye Government Bond                                                                     | Turkiye Government Bond                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   116375000 | PA      | $2546311.93   | 0.11%             | 2029-09-12      | Fixed         | 30.08%                | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                                | British American Tobacco PLC                                                                | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115010.89    | 0.00%             | N/A             | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116381.59    | 0.00%             | 2035-05-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XJLU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1900046 | PA      | $1884223.26   | 0.08%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCM 30 Ltd                                                                                  | LCM 30 Ltd                                                                                  | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      675124 | PA      | $676116.76    | 0.03%             | 2031-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                                        | MMS USA Holdings Inc                                                                        | CUSIP: N/A<br>LEI: 5493006U67P2Y34N2G08       | Long             | DBT              | CORP              | US        |      100000 | PA      | $111709.31    | 0.00%             | 2028-06-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance BV                                                                           | Upjohn Finance BV                                                                           | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113065.70    | 0.00%             | 2027-06-23      | Fixed         | 1.36%                 | 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: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1807931.12   | 0.08%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                           | Amcor Flexibles North America Inc                                                           | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      281000 | PA      | $288367.79    | 0.01%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                                     | CenterPoint Energy Houston Electric LLC                                                     | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      150000 | PA      | $154577.48    | 0.01%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                           | Eversource Energy                                                                           | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72640.65     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82035.62     | 0.00%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                                           | Kosmos Energy Ltd                                                                           | CUSIP: 500688AH9<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      525000 | PA      | $319462.50    | 0.01%             | 2030-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                            | Comision Federal de Electricidad                                                            | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |      808600 | PA      | $732611.43    | 0.03%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104368.75    | 0.00%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                      | Extra Space Storage LP                                                                      | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103257.35    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                               | Westlake Corp                                                                               | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      830000 | PA      | $511116.12    | 0.02%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207149.20    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                                         | Benin Government International Bond                                                         | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     2900000 | PA      | $3014537.07   | 0.13%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      250000 | OU      | $19383.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99090.91     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      481000 | PA      | $480292.85    | 0.02%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-D                                                            | Nelnet Student Loan Trust 2021-D                                                            | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      255912 | PA      | $255131.30    | 0.01%             | 2062-04-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                   | Caesars Entertainment Inc                                                                   | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $5067426.08   | 0.21%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                      | BP Capital Markets PLC                                                                      | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $999652.20    | 0.04%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                                | Assurant Inc                                                                                | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      735000 | PA      | $742643.69    | 0.03%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                                           | Benchmark 2019-B15 Mortgage Trust                                                           | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      390000 | PA      | $364130.75    | 0.02%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       90000 | NS      | $1553400.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The Term Loan B3                                                              | EW Scripps Co/The Term Loan B3                                                              | CUSIP: N/A<br>LEI: 549300U1OW41QPKYW028       | Long             | LON              | CORP              | US        |       49875 | PA      | $48178.95     | 0.00%             | 2029-11-30      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49481.95     | 0.00%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc                                                           | Green Infrastructure Partners Inc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       62000 | PA      | $62039.06     | 0.00%             | 2032-09-17      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                                  | Mizuho Financial Group Inc                                                                  | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1359000 | PA      | $1413664.18   | 0.06%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B7C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     4083694 | PA      | $486104.14    | 0.02%             | 2049-12-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                                      | Peruvian Government International Bond                                                      | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     6150000 | PA      | $1901313.76   | 0.08%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       75000 | PA      | $59926.00     | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      419000 | PA      | $405713.92    | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      301000 | PA      | $266096.96    | 0.01%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                            | Skandinaviska Enskilda Banken AB                                                            | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      125000 | PA      | $147960.74    | 0.01%             | 2028-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114582.50    | 0.00%             | 2032-03-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1691735 | PA      | $1407618.69   | 0.06%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      248000 | PA      | $258888.09    | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99482.31     | 0.00%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                | Citizens Financial Group Inc                                                                | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103964.11    | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                                               | Yinson Bergenia Production BV                                                               | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      950000 | PA      | $997555.70    | 0.04%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Kaman Corp Delayed Draw Term Loan B-DD                                                      | Kaman Corp Delayed Draw Term Loan B-DD                                                      | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |        4162 | PA      | $4172.21      | 0.00%             | 2032-02-26      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust 2008-5                                                               | SLM Student Loan Trust 2008-5                                                               | CUSIP: 78444YAD7<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |     1271095 | PA      | $1276479.30   | 0.05%             | 2027-10-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                                         | LVMH Moet Hennessy Louis Vuitton SE                                                         | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109975.76    | 0.00%             | 2028-02-11      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      150000 | PA      | $158417.36    | 0.01%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $155882.41    | 0.01%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc Term Loan B                                                           | Ellucian Holdings Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: 549300RP8NIJ7FY7OS79       | Long             | LON              | CORP              | US        |      235117 | PA      | $235338.25    | 0.01%             | 2029-10-08      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                                          | Anheuser-Busch InBev Worldwide Inc                                                          | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103845.68    | 0.00%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50757.59     | 0.00%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      200000 | PA      | $147399.83    | 0.01%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co                                          | Health Care Service Corp A Mutual Legal Reserve Co                                          | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102893.60    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      100000 | PA      | $103841.81    | 0.00%             | 2032-05-24      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                              | Choice Properties Real Estate Investment Trust                                              | CUSIP: 17039AAN6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145986.95    | 0.01%             | 2028-03-08      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                                      | Peruvian Government International Bond                                                      | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    14200000 | PA      | $4450200.15   | 0.19%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Vision Solutions Inc Term Loan B                                                            | Vision Solutions Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      157809 | PA      | $151694.33    | 0.01%             | 2028-04-23      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                                          | American Medical Systems Europe BV                                                          | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112614.04    | 0.00%             | 2028-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                                   | Kering SA                                                                                   | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118191.93    | 0.00%             | 2031-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                                   | Rogers Communications Inc                                                                   | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $81988.53     | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                                    | TotalEnergies Capital SA                                                                    | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      711000 | PA      | $681270.02    | 0.03%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B20 Mortgage Trust                                                           | Benchmark 2020-B20 Mortgage Trust                                                           | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1411081.60   | 0.06%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                            | Carlisle Cos Inc                                                                            | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86675.66     | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | 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        |     1550000 | PA      | $1623908.65   | 0.07%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                          | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1861881.45   | 0.08%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                                          | nVent Finance Sarl                                                                          | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $150389.93    | 0.01%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                         | Suzano Austria GmbH                                                                         | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $89568.47     | 0.00%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                                | Klepierre SA                                                                                | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112102.54    | 0.00%             | 2029-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1076409.05   | 0.04%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49971.34     | 0.00%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                               | M&T Bank Corp                                                                               | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2892481.20   | 0.12%             | N/A             | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137AR7B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     3277256 | PA      | $363570.62    | 0.02%             | 2042-05-15      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                        | LifePoint Health Inc                                                                        | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1267992.94   | 0.05%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Haleon Netherlands Capital BV                                                               | Haleon Netherlands Capital BV                                                               | CUSIP: N/A<br>LEI: 549300RXQZBOJONY3Q97       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $105089.09    | 0.00%             | 2034-03-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      462000 | PA      | $424113.52    | 0.02%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118956.73    | 0.00%             | 2029-08-12      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution West Midlands PLC                                    | National Grid Electricity Distribution West Midlands PLC                                    | CUSIP: N/A<br>LEI: 549300L22M2RCLXON143       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $137484.99    | 0.01%             | 2032-04-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund - Institutional Class                                           | BlackRock Liquidity FedFund - Institutional Class                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     2196067 | NS      | $2196067.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Iris Holding Inc Term Loan                                                                  | Iris Holding Inc Term Loan                                                                  | CUSIP: N/A<br>LEI: 54930013SPZ2NB3I3V40       | Long             | LON              | CORP              | US        |     1690000 | PA      | $1638167.70   | 0.07%             | 2028-06-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $188304.26    | 0.01%             | 2031-01-13      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $120794.20    | 0.01%             | 2029-02-16      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                                | Moody's Corp                                                                                | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72546.07     | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     2730000 | PA      | $2676259.13   | 0.11%             | N/A             | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                         | CommonSpirit Health                                                                         | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80765.34     | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51259.53     | 0.00%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                           | Post Holdings Inc                                                                           | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4507527.98   | 0.19%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Perforce Software Inc Term Loan B                                                           | Perforce Software Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: 549300322GBMUSL1VG17       | Long             | LON              | CORP              | US        |      164603 | PA      | $144439.38    | 0.01%             | 2031-03-21      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                                            | First Citizens BancShares Inc/NC                                                            | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      386000 | PA      | $391840.57    | 0.02%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91067.95     | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                                    | Toyota Motor Credit Corp                                                                    | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191050.75    | 0.01%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                               | M&T Bank Corp                                                                               | CUSIP: 55261F849<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |       34900 | NS      | $870406.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                                                               | National Health Investors Inc                                                               | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |      876000 | PA      | $789247.53    | 0.03%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                                       | Novartis Capital Corp                                                                       | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      200000 | PA      | $184397.76    | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106623.06    | 0.00%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 780086UL6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $106950.20    | 0.00%             | 2032-05-03      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                             | CSL Finance PLC                                                                             | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $91699.23     | 0.00%             | 2042-04-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings Inc                                                                        | Amentum Holdings Inc                                                                        | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1326898.88   | 0.06%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1300000 | PA      | $1372985.90   | 0.06%             | 2082-10-31      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1417000 | PA      | $1362769.95   | 0.06%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                              | Omega Healthcare Investors Inc                                                              | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50735.04     | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                              | BP Capital Markets America Inc                                                              | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      100000 | PA      | $66891.39     | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                                           | Uzbekneftegaz JSC                                                                           | CUSIP: Y002GMAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |      400000 | PA      | $426404.82    | 0.02%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $136735.87    | 0.01%             | 2032-06-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     4260000 | PA      | $4414565.58   | 0.18%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc Term Loan B2                                                         | Lumen Technologies Inc Term Loan B2                                                         | CUSIP: N/A<br>LEI: 8M3THTGWLTYZVE6BBY25       | Long             | LON              | CORP              | US        |      590493 | PA      | $586808.77    | 0.02%             | 2030-04-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                                        | Appalachian Power Co                                                                        | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114034.13    | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                                    | CSX Corp                                                                                    | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $71922.74     | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          46 | NC      | $1345.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      569000 | PA      | $570206.71    | 0.02%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F0526C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1485000 | PA      | $1499246.39   | 0.06%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Housing                                                                            | Southern Housing                                                                            | CUSIP: N/A<br>LEI: 213800XJQUYGOARTZX86       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $91608.93     | 0.00%             | 2047-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      954000 | PA      | $964573.84    | 0.04%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                            | ArcelorMittal SA                                                                            | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $111368.91    | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| Freeport LNG Investments LLLP Term Loan B                                                   | Freeport LNG Investments LLLP Term Loan B                                                   | CUSIP: N/A<br>LEI: 549300LR5YVRZH4YPQ33       | Long             | LON              | CORP              | US        |      213664 | PA      | $213885.98    | 0.01%             | 2028-12-21      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140W2PR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1267214 | PA      | $1286776.49   | 0.05%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1334135.02   | 0.06%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      500000 | PA      | $501405.00    | 0.02%             | N/A             | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      523000 | PA      | $524732.96    | 0.02%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                                       | Cellnex Finance Co SA                                                                       | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $104266.73    | 0.00%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                               | Santander Drive Auto Receivables Trust 2024-1                                               | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      453150 | PA      | $453722.43    | 0.02%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                              | Constellium SE                                                                              | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1234240.80   | 0.05%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                                       | Novartis Capital Corp                                                                       | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83222.31     | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                                    | Acadia Healthcare Co Inc                                                                    | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79477.39     | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp Term Loan B                                                            | Reworld Holding Corp Term Loan B                                                            | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |       40000 | PA      | $39866.80     | 0.00%             | 2031-01-31      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   700000000 | NC      | $35435.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95848.98     | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      716000 | PA      | $634008.31    | 0.03%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                                       | Quest Diagnostics Inc                                                                       | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      617000 | PA      | $623213.17    | 0.03%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                    | Florida Power & Light Co                                                                    | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      150000 | PA      | $156980.54    | 0.01%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| First Brands Group LLC Term Loan                                                            | First Brands Group LLC Term Loan                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1475000 | PA      | $19175.00     | 0.00%             | 2028-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                           | Brookfield Renewable Partners ULC                                                           | CUSIP: 11282ZAR9<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $79488.79     | 0.00%             | 2032-11-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                            | NTT Finance Corp                                                                            | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $103826.18    | 0.00%             | 2030-03-03      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                           | Atmos Energy Corp                                                                           | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49542.33     | 0.00%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                   | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                   | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $103514.55    | 0.00%             | 2041-05-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203494.41    | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                            | Kinder Morgan Energy Partners LP                                                            | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      507000 | PA      | $492196.85    | 0.02%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                                         | Jane Street Group / JSG Finance Inc                                                         | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1564754.67   | 0.07%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120293.96    | 0.01%             | 2032-09-06      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Energo - Pro as                                                                             | Energo - Pro as                                                                             | CUSIP: N/A<br>LEI: 315700IQCL9IX158RO36       | Long             | DBT              | CORP              | CZ        |     2025000 | PA      | $2473265.35   | 0.10%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TTX Co                                                                                      | TTX Co                                                                                      | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |      839000 | PA      | $847749.09    | 0.04%             | 2026-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73808.42     | 0.00%             | 2035-10-31      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KRMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1213679 | PA      | $1245083.99   | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                           | Entergy Texas Inc                                                                           | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      315000 | PA      | $324493.58    | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      200000 | PA      | $214718.75    | 0.01%             | 2030-01-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                   | Sunoco LP                                                                                   | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4649237.40   | 0.19%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                                                 | Groupe Bruxelles Lambert NV                                                                 | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $99810.85     | 0.00%             | 2031-01-28      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $211575.02    | 0.01%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                                      | Cie de Saint-Gobain SA                                                                      | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118317.96    | 0.00%             | 2029-01-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-30CB                                                            | Alternative Loan Trust 2005-30CB                                                            | CUSIP: 12667GXK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      955874 | PA      | $621466.62    | 0.03%             | 2035-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                            | Argentine Republic Government International Bond                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     7650000 | PA      | $5358825.00   | 0.22%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $124374.33    | 0.01%             | 2031-05-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104164.60    | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                          | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $123078.32    | 0.01%             | 2031-01-13      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                                          | Siemens Funding BV                                                                          | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |      274000 | PA      | $295429.12    | 0.01%             | 2065-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                      | Consolidated Edison Co of New York Inc                                                      | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      617000 | PA      | $504415.29    | 0.02%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc Term Loan B2                                               | Light & Wonder International Inc Term Loan B2                                               | CUSIP: N/A<br>LEI: RLTHESQ0RNFQJWPBJN60       | Long             | LON              | CORP              | US        |       86063 | PA      | $86144.25     | 0.00%             | 2029-04-14      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Cast & Crew LLC Term Loan B                                                                 | Cast & Crew LLC Term Loan B                                                                 | CUSIP: N/A<br>LEI: 549300XE7OZGFGN5F466       | Long             | LON              | CORP              | US        |     2592515 | PA      | $2114195.84   | 0.09%             | 2028-12-29      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co                                                              | Nationwide Mutual Insurance Co                                                              | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79692.47     | 0.00%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101459.34    | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc Term Loan B                                                        | Team Health Holdings Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300PVTQ4UDTTMQT11       | Long             | LON              | CORP              | US        |      527500 | PA      | $527937.83    | 0.02%             | 2028-06-23      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                                       | Northrop Grumman Corp                                                                       | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96600.60     | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                                    | Cooperatieve Rabobank UA                                                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $131141.14    | 0.01%             | 2029-05-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2389306 | PA      | $2394035.27   | 0.10%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                                       | Scentre Group Trust 1                                                                       | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $67958.26     | 0.00%             | 2034-11-27      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                            | FirstEnergy Corp                                                                            | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92782.84     | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                                    | APA Corp                                                                                    | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50915.39     | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                 | MetLife Inc                                                                                 | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1214000 | PA      | $1621846.94   | 0.07%             | 2069-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                   | Petroleos de Venezuela SA                                                                   | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |    21827286 | PA      | $4823830.21   | 0.20%             | 2024-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco Sarl                                                                        | Kleopatra Finco Sarl                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       62488 | PA      | $55716.11     | 0.00%             | 2025-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc Term Loan B                                                            | Fiesta Purchaser Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      123738 | PA      | $123161.86    | 0.01%             | 2031-02-12      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                                       | Norfolk Southern Corp                                                                       | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105981.36    | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 21H0506B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      410000 | PA      | $408705.71    | 0.02%             | 2055-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                                  | Intuit Inc                                                                                  | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77380.37     | 0.00%             | 2028-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NWD Finance BVI Ltd                                                                         | NWD Finance BVI Ltd                                                                         | CUSIP: G66816AD4<br>LEI: 25490076V8K09HMNCT88 | Long             | DBT              | CORP              | VG        |     1200000 | PA      | $495000.00    | 0.02%             | N/A             | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                                       | Texas Instruments Inc                                                                       | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      527000 | PA      | $535203.32    | 0.02%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                      | Arsenal AIC Parent LLC                                                                      | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1805993.30   | 0.08%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                           | Autoroutes du Sud de la France SA                                                           | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113813.92    | 0.00%             | 2027-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                          | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $1018408.00   | 0.04%             | 2085-01-28      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90836.14     | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6321450.88   | 0.26%             | N/A             | Variable      | 3.65%                 | 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        |      200000 | PA      | $206889.60    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bond                                                      | Pakistan Government International Bond                                                      | CUSIP: Y2835JAK4<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     2475000 | PA      | $2444415.44   | 0.10%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp Term Loan B                                                            | Epicor Software Corp Term Loan B                                                            | CUSIP: N/A<br>LEI: JGNXVGGGXR4O1L5I7S73       | Long             | LON              | CORP              | US        |      801881 | PA      | $803388.97    | 0.03%             | 2031-05-23      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      385000 | PA      | $389157.33    | 0.02%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $108815.28    | 0.00%             | 2029-06-12      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      550000 | PA      | $556589.00    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      631000 | PA      | $650233.31    | 0.03%             | 2031-01-30      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Kaman Corp Term Loan B                                                                      | Kaman Corp Term Loan B                                                                      | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |      459533 | PA      | $460681.44    | 0.02%             | 2032-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      486000 | PA      | $467943.05    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd                                                                                  | goeasy Ltd                                                                                  | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     1075000 | PA      | $1056523.61   | 0.04%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Northwest Acquisitions ULC / Dominion Finco Inc                                             | Northwest Acquisitions ULC / Dominion Finco Inc                                             | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    19888000 | PA      | $198.88       | 0.00%             | 2022-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                               | Kroger Co/The                                                                               | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      227000 | PA      | $178456.78    | 0.01%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                              | Rocket Cos Inc                                                                              | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1659575.04   | 0.07%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                                          | CNO Global Funding                                                                          | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99951.92     | 0.00%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                                      | Equitable Holdings Inc                                                                      | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |        5055 | NS      | $86743.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                                                                 | NN Group NV                                                                                 | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119220.86    | 0.00%             | 2048-01-13      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| AmFam Holdings Inc                                                                          | AmFam Holdings Inc                                                                          | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $43480.56     | 0.00%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199078.70    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $728267.92    | 0.03%             | N/A             | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                                    | eBay Inc                                                                                    | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      200000 | PA      | $187257.29    | 0.01%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100463.96    | 0.00%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC Term Loan B                                                              | OMNIA Partners LLC Term Loan B                                                              | CUSIP: N/A<br>LEI: 254900ZD1P5CVG9GOS22       | Long             | LON              | CORP              | US        |      151036 | PA      | $151107.23    | 0.01%             | 2030-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                                       | Norfolk Southern Corp                                                                       | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86636.74     | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                                 | Bouygues SA                                                                                 | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $227018.72    | 0.01%             | 2029-06-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                                     | Telefonica Emisiones SA                                                                     | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $114178.07    | 0.00%             | 2027-01-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                                      | RWE AG                                                                                      | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115524.86    | 0.00%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC Term Loan B                                                             | Planet US Buyer LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 254900ZE51SEX2EFFH74       | Long             | LON              | CORP              | US        |      213676 | PA      | $214612.22    | 0.01%             | 2031-02-07      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                         | Dominion Energy Inc                                                                         | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87840.08     | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Finance GP 1                                                              | Liberty Utilities Finance GP 1                                                              | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      406000 | PA      | $363898.97    | 0.02%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC Term Loan B                                                             | LBM Acquisition LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 549300FAEB3VWZL4NI86       | Long             | LON              | CORP              | US        |      196562 | PA      | $189477.76    | 0.01%             | 2031-06-06      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      521000 | PA      | $516281.14    | 0.02%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                                         | Nomura Holdings Inc                                                                         | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $181265.30    | 0.01%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                | Thermo Fisher Scientific Inc                                                                | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101348.33    | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147899.82    | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIV2                                                      | BX Commercial Mortgage Trust 2020-VIV2                                                      | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $186079.26    | 0.01%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                                      | Sun Life Financial Inc                                                                      | CUSIP: 86682ZAV8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36036.15     | 0.00%             | 2037-09-13      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     2000000 | OU      | $24181.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                               | Public Service Co of Oklahoma                                                               | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |      705000 | PA      | $622794.74    | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137FPCA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     3145048 | PA      | $379814.21    | 0.02%             | 2049-10-25      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                   | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103632.09    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      645000 | PA      | $638953.13    | 0.03%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                             | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                             | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3675000 | PA      | $3713936.63   | 0.16%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1056000 | PA      | $1065680.08   | 0.04%             | 2028-03-27      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                                      | EQT AB                                                                                      | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $114607.20    | 0.00%             | 2028-04-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mitchell International Inc Term Loan B                                                      | Mitchell International Inc Term Loan B                                                      | CUSIP: N/A<br>LEI: 5493002RDNIGEM7SSV41       | Long             | LON              | CORP              | US        |      339018 | PA      | $339204.61    | 0.01%             | 2031-06-17      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $122016.83    | 0.01%             | 2033-05-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                                                       | Stellantis Financial Services US Corp                                                       | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      452000 | PA      | $453907.63    | 0.02%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc                                                                   | McGraw-Hill Education Inc                                                                   | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     3880000 | PA      | $3910896.44   | 0.16%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QSS77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2090527 | PA      | $2091969.59   | 0.09%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc Term Loan B                                             | Clydesdale Acquisition Holdings Inc Term Loan B                                             | CUSIP: N/A<br>LEI: 254900QKSDYFR3K5YD98       | Long             | LON              | CORP              | US        |      257701 | PA      | $257500.10    | 0.01%             | 2029-04-13      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103406.67    | 0.00%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                                                         | Lseg Netherlands BV                                                                         | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $109293.18    | 0.00%             | 2028-04-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                                   | Airbus SE                                                                                   | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $110292.37    | 0.00%             | 2030-06-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                                 | National Australia Bank Ltd                                                                 | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $114449.91    | 0.00%             | 2028-05-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1482000 | PA      | $1350588.59   | 0.06%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                           | Allstate Corp/The                                                                           | CUSIP: 020002812<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |        4065 | NS      | $81909.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BofA Auto Trust 2025-1                                                                      | BofA Auto Trust 2025-1                                                                      | CUSIP: 05594BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      530378 | PA      | $530776.46    | 0.02%             | 2027-11-22      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                                           | Sydney Airport Finance Co Pty Ltd                                                           | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $122289.08    | 0.01%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                                | US Foods Inc                                                                                | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     1671000 | PA      | $1753161.40   | 0.07%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                                  | Mondelez International Inc                                                                  | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51066.50     | 0.00%             | 2035-05-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      534000 | PA      | $549178.78    | 0.02%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Telecommunications co Telekom Srbija AD Belgrade                                            | Telecommunications co Telekom Srbija AD Belgrade                                            | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      825000 | PA      | $827945.32    | 0.03%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UKG Inc Term Loan B                                                                         | UKG Inc Term Loan B                                                                         | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |      608552 | PA      | $608126.43    | 0.03%             | 2031-02-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                                 | Prologis LP                                                                                 | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      200000 | PA      | $184747.48    | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2022-6                                                             | Angel Oak Mortgage Trust 2022-6                                                             | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1197570 | PA      | $1191083.52   | 0.05%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF                                             | iShares Broad USD High Yield Corporate Bond ETF                                             | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |      611517 | NS      | $22980808.86  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                                                               | Golar LNG Ltd                                                                               | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     1475000 | PA      | $1458072.75   | 0.06%             | 2030-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                                    | Enel SpA                                                                                    | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $117616.65    | 0.00%             | N/A             | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                                | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $119675.20    | 0.01%             | 2036-08-08      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                                       | OP Corporate Bank plc                                                                       | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      100000 | PA      | $109198.19    | 0.00%             | 2028-06-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                             | WPC Eurobond BV                                                                             | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $104905.09    | 0.00%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                             | Southern Co/The                                                                             | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       17556 | NS      | $397467.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano Netherlands BV                                                                       | Suzano Netherlands BV                                                                       | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |      477000 | PA      | $475740.72    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                                 | AltaLink LP                                                                                 | CUSIP: 02135ZAD8<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73360.66     | 0.00%             | 2040-11-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201173.53    | 0.01%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC Term Loan Y                                                        | Virgin Media Bristol LLC Term Loan Y                                                        | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |      160000 | PA      | $156414.40    | 0.01%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                                | Avangrid Inc                                                                                | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98354.20     | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1352967 | OU      | $269064.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                                  | Bell Telephone Co of Canada or Bell Canada                                                  | CUSIP: 07813ZCP7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $38247.48     | 0.00%             | 2053-08-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1381000 | PA      | $1296469.67   | 0.05%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                                      | Bunge Ltd Finance Corp                                                                      | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99557.71     | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp Term Loan B                                                                | IRB Holding Corp Term Loan B                                                                | CUSIP: N/A<br>LEI: 549300HVW4WNWYBXN830       | Long             | LON              | CORP              | US        |      271959 | PA      | $272288.55    | 0.01%             | 2027-12-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                          | Ally Financial Inc                                                                          | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103519.88    | 0.00%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                                 | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2541283.60   | 0.11%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                                     | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      306000 | PA      | $311424.73    | 0.01%             | 2028-01-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC Term Loan B                                                         | Belron Finance 2019 LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      254553 | PA      | $255614.63    | 0.01%             | 2031-10-16      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1450000 | PA      | $1686344.32   | 0.07%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dairy Farmers of America Inc                                                                | Dairy Farmers of America Inc                                                                | CUSIP: 23385H406<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | EP               | CORP              | US        |       10000 | NS      | $955000.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                                        | Kyndryl Holdings Inc                                                                        | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40176.85     | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W644<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       42193 | NS      | $1017695.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   690000000 | NC      | $11746.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                                  | Anglo American Capital PLC                                                                  | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $124038.88    | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Acuren Delaware Holdco Inc Term Loan                                                        | Acuren Delaware Holdco Inc Term Loan                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34837 | PA      | $34854.10     | 0.00%             | 2031-07-30      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380UHT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     4527836 | PA      | $582187.30    | 0.02%             | 2046-11-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1334000 | PA      | $1377407.63   | 0.06%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-B Owner Trust                                                  | Toyota Auto Receivables 2022-B Owner Trust                                                  | CUSIP: 89238FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         899 | PA      | $898.23       | 0.00%             | 2026-09-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      258000 | PA      | $261070.69    | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                                          | Ameren Illinois Co                                                                          | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96224.34     | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust 2006-FA8                                | First Horizon Alternative Mortgage Securities Trust 2006-FA8                                | CUSIP: 32052DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3030295 | PA      | $1122456.89   | 0.05%             | 2037-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                        | Kraft Heinz Foods Co                                                                        | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94851.41     | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      150000 | PA      | $218302.72    | 0.01%             | 2034-11-16      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                            | NTT Finance Corp                                                                            | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      331000 | PA      | $340116.36    | 0.01%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc                                                                      | Comstock Resources Inc                                                                      | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     3475000 | PA      | $3307188.78   | 0.14%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Marcel Bidco LLC Term Loan B                                                                | Marcel Bidco LLC Term Loan B                                                                | CUSIP: N/A<br>LEI: 254900A6AL2000BPNS82       | Long             | LON              | CORP              | US        |      152868 | PA      | $153058.92    | 0.01%             | 2030-11-12      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                                 | AltaGas Ltd                                                                                 | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $1025136.11   | 0.04%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| BOS Funding Ltd                                                                             | BOS Funding Ltd                                                                             | CUSIP: N/A<br>LEI: 635400PTLHUGAMGH6I34       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $201439.86    | 0.01%             | 2029-09-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      441000 | PA      | $438004.19    | 0.02%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                                          | Union Pacific Corp                                                                          | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $71259.69     | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                            | Altria Group Inc                                                                            | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      100000 | PA      | $71546.43     | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                                        | Waste Management Inc                                                                        | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98445.77     | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DMWX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2399384 | PA      | $2158735.47   | 0.09%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      618000 | PA      | $578433.51    | 0.02%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                                | AutoZone Inc                                                                                | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      254000 | PA      | $261208.80    | 0.01%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                                          | United Utilities Water Finance PLC                                                          | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118740.57    | 0.00%             | 2031-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                                                   | Stellantis Finance US Inc                                                                   | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      685000 | PA      | $702359.58    | 0.03%             | 2030-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2432.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47259.69     | 0.00%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      250000 | OU      | $38028.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO                                                                                       | POSCO                                                                                       | CUSIP: Y7S272AG7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $206081.15    | 0.01%             | 2028-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                          | Home Depot Inc/The                                                                          | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      200000 | PA      | $144315.83    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                                | QUALCOMM Inc                                                                                | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      412000 | PA      | $420597.11    | 0.02%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Emirates Reit Sukuk III Ltd                                                                 | Emirates Reit Sukuk III Ltd                                                                 | CUSIP: G3100GAA8<br>LEI: 254900O98LGR8HB3GT84 | Long             | DBT              | CORP              | KY        |      675000 | PA      | $684117.99    | 0.03%             | 2028-12-12      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $71863.27     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                  | Leidos Inc                                                                                  | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51888.10     | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                                         | Ashtead Capital Inc                                                                         | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197220.08    | 0.01%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                              | Virginia Electric and Power Co                                                              | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      223000 | PA      | $221362.60    | 0.01%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                                 | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91355.43     | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                               | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102927.24    | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $97572.34     | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                                       | Molina Healthcare Inc                                                                       | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      800000 | PA      | $721313.83    | 0.03%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                            | Nestle Finance International Ltd                                                            | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $122062.35    | 0.01%             | 2033-03-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3952548.60   | 0.17%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                                                                       | Stifel Financial Corp                                                                       | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |        2239 | NS      | $40615.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American Capital PLC                                                                  | Anglo American Capital PLC                                                                  | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $121198.30    | 0.01%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2020-SFR2 Trust                                                       | Tricon American Homes 2020-SFR2 Trust                                                       | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      360362 | PA      | $341526.12    | 0.01%             | 2039-11-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Egypt Government Bond                                                                       | Egypt Government Bond                                                                       | CUSIP: YU0812781<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    55900000 | PA      | $1191389.81   | 0.05%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Medline Borrower LP Term Loan B                                                             | Medline Borrower LP Term Loan B                                                             | CUSIP: N/A<br>LEI: 254900QT3R363TVK6F09       | Long             | LON              | CORP              | US        |     1338045 | PA      | $1339142.30   | 0.06%             | 2028-10-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Dawn Bidco LLC Term Loan B                                                                  | Dawn Bidco LLC Term Loan B                                                                  | CUSIP: N/A<br>LEI: 549300T64GVCHFJ8L449       | Long             | LON              | CORP              | US        |     1973000 | PA      | $1965601.25   | 0.08%             | 2032-10-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $246031.50    | 0.01%             | 2033-01-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                                 | Surgery Center Holdings Inc                                                                 | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     5070000 | PA      | $5216583.84   | 0.22%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YU77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1874659 | PA      | $1914746.35   | 0.08%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                                | NNN REIT Inc                                                                                | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52329.28     | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                             | Motability Operations Group PLC                                                             | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118314.30    | 0.00%             | 2029-07-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                                       | Kentucky Utilities Co                                                                       | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98769.36     | 0.00%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC Term Loan                                                                | Infinite Bidco LLC Term Loan                                                                | CUSIP: N/A<br>LEI: 549300GLV0VRADA9LI65       | Long             | LON              | CORP              | US        |      189513 | PA      | $181615.82    | 0.01%             | 2028-03-02      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                                | Adventist Health System/West                                                                | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50350.29     | 0.00%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      854000 | PA      | $718848.44    | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                                          | Johnson Controls International plc                                                          | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $122245.23    | 0.01%             | 2035-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      200000 | PA      | $248040.45    | 0.01%             | 2028-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      376000 | OU      | $-53423.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                                          | nVent Finance Sarl                                                                          | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      482000 | PA      | $432665.09    | 0.02%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                                  | Santander Holdings USA Inc                                                                  | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104468.67    | 0.00%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1525000 | PA      | $1877656.68   | 0.08%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4068880.00   | 0.17%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      544000 | PA      | $556132.30    | 0.02%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                      | Motorola Solutions Inc                                                                      | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      606000 | PA      | $631002.24    | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DQNY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3457090 | PA      | $3296584.10   | 0.14%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118088.89    | 0.00%             | 2034-08-28      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                                  | Performance Food Group Inc                                                                  | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1103700.35   | 0.05%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102700.43    | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106599.75    | 0.00%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1841000 | PA      | $1868902.66   | 0.08%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                                       | Bahamas Government International Bond                                                       | CUSIP: P06518AL1<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      700000 | PA      | $757953.00    | 0.03%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                               | Marriott International Inc/MD                                                               | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      314000 | PA      | $322401.73    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                                | GM Financial Automobile Leasing Trust 2024-3                                                | CUSIP: 38012QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      917348 | PA      | $917754.54    | 0.04%             | 2027-01-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      459000 | PA      | $443344.83    | 0.02%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc Term Loan B                                         | Sedgwick Claims Management Services Inc Term Loan B                                         | CUSIP: N/A<br>LEI: 549300BIN4DWJG5VWF64       | Long             | LON              | CORP              | US        |      415868 | PA      | $415685.34    | 0.02%             | 2031-07-31      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                                   | Prosus NV                                                                                   | CUSIP: N5946FAD9<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $201500.00    | 0.01%             | 2027-07-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      472000 | PA      | $463781.17    | 0.02%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                                    | Honda Canada Finance Inc                                                                    | CUSIP: 438121BD6<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73816.98     | 0.00%             | 2027-09-23      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC Term Loan B                                            | Frontier Communications Holdings LLC Term Loan B                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      562730 | PA      | $561677.35    | 0.02%             | 2031-07-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                                       | Helmerich & Payne Inc                                                                       | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100025.73    | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                                | Transocean International Ltd                                                                | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     3150000 | PA      | $3011429.30   | 0.13%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co Inc Term Loan B                                                  | Petco Health & Wellness Co Inc Term Loan B                                                  | CUSIP: N/A<br>LEI: 2549007TYGV6RVSE9M61       | Long             | LON              | CORP              | US        |       63000 | PA      | $62006.49     | 0.00%             | 2028-03-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Upbound Group Inc                                                                           | Upbound Group Inc                                                                           | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $4433833.34   | 0.19%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                                         | Macquarie Group Ltd                                                                         | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $98742.59     | 0.00%             | 2028-11-28      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23404.74     | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc Term Loan B                                                                | Cinemark USA Inc Term Loan B                                                                | CUSIP: N/A<br>LEI: 54930008H2137JSCPQ09       | Long             | LON              | CORP              | US        |      131961 | PA      | $131866.85    | 0.01%             | 2030-05-24      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                                       | Unilever Capital Corp                                                                       | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103834.12    | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                                | Orbia Advance Corp SAB de CV                                                                | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |      200000 | PA      | $164576.00    | 0.01%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                              | Embraer Netherlands Finance BV                                                              | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $53762.50     | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $2010724.10   | 0.08%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                           | Herc Holdings Inc                                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      425000 | PA      | $444838.58    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      100000 | PA      | $121656.62    | 0.01%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                      | BP Capital Markets PLC                                                                      | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115795.98    | 0.00%             | N/A             | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                                        | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                                        | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4719250.69   | 0.20%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382WR58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     2862093 | PA      | $414220.46    | 0.02%             | 2051-08-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                                     | PPL Capital Funding Inc                                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      274000 | PA      | $280923.60    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BCMSC Trust 2000-A                                                                          | BCMSC Trust 2000-A                                                                          | CUSIP: 09774XBM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7431642 | PA      | $254695.74    | 0.01%             | 2030-06-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                                       | Applied Materials Inc                                                                       | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99266.21     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       45339 | NS      | $1127580.93   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Specialty Steel                                                                             | Specialty Steel                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    38772000 | PA      | $28039910.40  | 1.17%             | 2033-11-15      | Floating      | 12.00%                | Yes           |                  3 | On Loan: No      |
| RioCan Real Estate Investment Trust                                                         | RioCan Real Estate Investment Trust                                                         | CUSIP: 766910BK8<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74429.43     | 0.00%             | 2027-10-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                               | Enel Finance International NV                                                               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119382.75    | 0.00%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      225000 | PA      | $246641.51    | 0.01%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      200000 | PA      | $188671.54    | 0.01%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $122995.17    | 0.01%             | 2032-11-16      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                   | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                   | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     4930000 | PA      | $4622290.65   | 0.19%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc - Class A2                                                   | Sound Inpatient Physicians Inc - Class A2                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      204373 | NS      | $204373.38    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Molina Healthcare Inc                                                                       | Molina Healthcare Inc                                                                       | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      360000 | PA      | $362352.60    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WH Borrower LLC Term Loan B                                                                 | WH Borrower LLC Term Loan B                                                                 | CUSIP: N/A<br>LEI: 2549009H920CQUE3R944       | Long             | LON              | CORP              | US        |       84612 | PA      | $84626.04     | 0.00%             | 2032-02-20      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147320.51    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                      | BP Capital Markets PLC                                                                      | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115358.95    | 0.00%             | 2028-04-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                                       | East Japan Railway Co                                                                       | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $82721.95     | 0.00%             | 2039-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                                                 | HOCHTIEF AG                                                                                 | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $107473.82    | 0.00%             | 2029-04-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc Term Loan B4                                                          | Level 3 Financing Inc Term Loan B4                                                          | CUSIP: N/A<br>LEI: 254900AE5FEFIJOXWL19       | Long             | LON              | CORP              | US        |     1362000 | PA      | $1359616.50   | 0.06%             | 2032-03-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                            | Lazard Group LLC                                                                            | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99885.87     | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Co LLC                                                            | Midwest Connector Capital Co LLC                                                            | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $150619.21    | 0.01%             | 2029-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp                                                                       | KeySpan Gas East Corp                                                                       | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |      721000 | PA      | $763178.43    | 0.03%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                 | Walmart Inc                                                                                 | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72455.93     | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91154.04     | 0.00%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                                    | Nippon Life Insurance Co                                                                    | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1047666.52   | 0.04%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Oregon Tool Lux LP Term Loan                                                                | Oregon Tool Lux LP Term Loan                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      115479 | PA      | $88225.61     | 0.00%             | 2029-10-15      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6798848.70   | 0.28%             | N/A             | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                 | Walmart Inc                                                                                 | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      150000 | PA      | $132636.85    | 0.01%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                                   | Corebridge Global Funding                                                                   | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104542.82    | 0.00%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      361000 | PA      | $340101.25    | 0.01%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                                  | LANXESS AG                                                                                  | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $104514.09    | 0.00%             | 2029-12-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DUA49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1011287 | PA      | $1048226.87   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                                       | Aon North America Inc                                                                       | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      998000 | PA      | $1038549.64   | 0.04%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108943.18    | 0.00%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                                         | Clarion Funding PLC                                                                         | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $103578.84    | 0.00%             | 2032-11-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                                         | Dow Chemical Co/The                                                                         | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      718000 | PA      | $718694.93    | 0.03%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $124489.39    | 0.01%             | 2029-02-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                              | American Electric Power Co Inc                                                              | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      800000 | PA      | $839934.40    | 0.04%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      447000 | PA      | $412370.28    | 0.02%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75616.69     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc Term Loan                                                                        | Kaseya Inc Term Loan                                                                        | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |     5945000 | PA      | $5874432.85   | 0.25%             | 2033-03-05      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| Orion US Finco Inc Term Loan B                                                              | Orion US Finco Inc Term Loan B                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26000 | PA      | $26113.88     | 0.00%             | 2032-10-08      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                                         | Dow Chemical Co/The                                                                         | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $81687.23     | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC Term Loan B                                                         | CRC Insurance Group LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      227419 | PA      | $227012.27    | 0.01%             | 2031-05-06      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KRE26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1955830 | PA      | $1967673.71   | 0.08%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust 2007-AR1                                     | Structured Asset Mortgage Investments II Trust 2007-AR1                                     | CUSIP: 86362XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      248380 | PA      | $226600.37    | 0.01%             | 2037-01-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                                 | Raymond James Financial Inc                                                                 | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203681.22    | 0.01%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207004.87    | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                                     | CenterPoint Energy Houston Electric LLC                                                     | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101218.34    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                    | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                    | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $156985.50    | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2634850.58   | 0.11%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-28

**Name of Applicant:** Principal Funds, Inc

**Signature:** Megan Hoffmann

**Name of Signer:** /s/ Megan Hoffmann

**Title:** Vice President and Treasurer