# EDGAR Filing Document

**Accession Number:** 0001861115
**File Stem:** 0001861115-26-000004
**Filing Date:** 2026-2
**Character Count:** 676017
**Document Hash:** f89fcfd4ffaab0b6be18194dba2eea53
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001861115-26-000004.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001861115-26-000004

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23669
- **FILM NUMBER:** 26693045

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $658115204.00

**Total Liabilities:** $179647267.00

**Net Assets:** $478467937.00

**Delayed Delivery Securities:** $2019259.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -23.38000000 | **1-Year:** -2455.95000000 | **5-Year:** -9442.16000000 | **10-Year:** -17972.26000000 | **30-Year:** -44546.43000000

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

- **3-Month:** -23.76000000 | **1-Year:** -4877.01000000 | **5-Year:** -30544.22000000 | **10-Year:** -12050.78000000 | **30-Year:** -15349.41000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.87%                | 0.95%                | 0.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $43444.71                | $8130572.61                                |
| Month 2  | $211384.86               | $3306867.96                                |
| Month 3  | $398692.12               | $734093.46                                 |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| National Mentor Holdings Inc                                                     | National Mentor Holdings Inc                                                     | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |     225000 | PA      | $226192.10    | 0.05%             | 2030-12-15      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate, LLC, Term Loan B                                  | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     650374 | PA      | $652575.74    | 0.14%             | 2031-09-19      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                                                     | Aspen Insurance Holdings Ltd                                                     | CUSIP: EP0515015<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |       8200 | NS      | $160720.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Borr IHC Ltd / Borr Finance LLC                                                  | Borr IHC Ltd / Borr Finance LLC                                                  | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     170732 | PA      | $171529.31    | 0.04%             | 2028-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       4200 | NS      | $515508.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| National Mentor Holdings Inc                                                     | National Mentor Holdings, Inc., Delayed Draw Term Loan                           | CUSIP: 63689EAY1<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |      33900 | PA      | $34011.36     | 0.01%             | 2030-12-12      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Chart Industries Inc                                                             | Chart Industries, Inc., Term Loan B                                              | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |      81578 | PA      | $82068.28     | 0.02%             | 2030-03-18      | Variable      | 6.48%                 | No            | 2                  | On Loan: No      |
| Discovery Purchaser Corp                                                         | Discovery Purchaser Corporation, Term Loan                                       | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-10-04      | Variable      | 7.61%                 | No            | 2                  | On Loan: No      |
| Numericable US LLC                                                               | Altice France S.A., Term Loan B13                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     142306 | PA      | $141417.49    | 0.03%             | 2029-05-14      | Variable      | 9.36%                 | No            | 2                  | On Loan: No      |
| BALLY'S CORP                                                                     | Bally's Corporation, Term Loan B                                                 | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-10-02      | Variable      | 7.84%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co/The                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      26044 | NS      | $1820736.04   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC Financial Services Group Inc/The                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       3070 | NS      | $640801.10    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Albion Financing 1 SARL / Aggreko Holdings Inc                                   | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     300000 | PA      | $313113.21    | 0.07%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     150000 | PA      | $138140.04    | 0.03%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Oscar Acquisitionco LLC                                                          | Oscar Acquisitionco LLC                                                          | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-04-30      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| Brown Group Holding LLC                                                          | Brown Group Holding, LLC, Incremental Term Loan B2                               | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     121096 | PA      | $121840.34    | 0.03%             | 2031-07-01      | Variable      | 6.52%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     616220 | PA      | $586188.55    | 0.12%             | 2052-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| QXO Building Products Inc                                                        | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     270000 | PA      | $281993.04    | 0.06%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| RIVERBED TECHNOLOGY INC                                                          | Riverbed Technology, Inc., PIK Term Loan                                         | CUSIP: 76857HAB2<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | LON              | CORP              | US        |      33548 | PA      | $15453.35     | 0.00%             | 2028-07-03      | Variable      | 4.09%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                                                                          | CUSIP: D24914133<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      50143 | NS      | $949453.68    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Opal US LLC                                                                      | Opal Bidco SAS, First Lien Term Loan B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     219450 | PA      | $221095.88    | 0.05%             | 2032-04-23      | Variable      | 6.69%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     175000 | PA      | $193612.82    | 0.04%             | 2034-05-01      | Fixed         | 6.53%                 | No            | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAJ6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     335000 | PA      | $327037.75    | 0.07%             | 2029-07-17      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Bidvest Group UK PLC/The                                                         | Bidvest Group UK PLC/The                                                         | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $203773.00    | 0.04%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                   | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $213335.75    | 0.04%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Surgery Center Holdings Inc                                                      | Surgery Center Holdings, Inc., Term Loan B                                       | CUSIP: BL5192622<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     603252 | PA      | $606322.87    | 0.13%             | 2030-12-19      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Delta 2 Lux Sarl                                                                 | Delta 2 (LUX) S.a.r.l., Term Loan B1                                             | CUSIP: BL4755676<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     184250 | PA      | $185125.19    | 0.04%             | 2031-09-19      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      92000 | PA      | $91003.65     | 0.02%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ALFA DESARROLLO SPA                                                              | Alfa Desarrollo SpA                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     196896 | PA      | $158410.01    | 0.03%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           | 2                  | On Loan: No      |
| AmWINS Group Inc                                                                 | AmWINS Group, Inc., Term Loan B                                                  | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     275029 | PA      | $276130.44    | 0.06%             | 2032-01-30      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      60000 | PA      | $59772.98     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| KINGDOM OF JORDAN                                                                | Jordan Government International Bond                                             | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     200000 | PA      | $201450.34    | 0.04%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     101000 | PA      | $106007.40    | 0.02%             | 2054-09-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| PG Polaris BidCo Sarl                                                            | PG Investment Company 59 S.a r.l., Repriced Term Loan B                          | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |      44505 | PA      | $44710.08     | 0.01%             | 2031-03-26      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC, Term Loan B                                 | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |      91467 | PA      | $91832.93     | 0.02%             | 2028-08-02      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     484195 | PA      | $453488.63    | 0.09%             | 2052-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                                                | Transcanada Trust                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     219000 | PA      | $216300.74    | 0.05%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Gray Media Inc                                                                   | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     180000 | PA      | $193561.38    | 0.04%             | 2029-07-15      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Eli Lilly & Co                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       2855 | NS      | $3068211.40   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Tempo Acquisition LLC                                                            | Tempo Acquisition LLC, Repriced Term Loan B                                      | CUSIP: BL4985851<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |      70825 | PA      | $68268.68     | 0.01%             | 2028-08-31      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Signal Parent Inc                                                                | Signal Parent, Inc, Term Loan B                                                  | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      30114 | PA      | $21731.43     | 0.00%             | 2028-04-03      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                    | Hilton Worldwide Holdings Inc                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       3567 | NS      | $1024620.75   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis Inc                                                                     | Prologis Inc                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      15140 | NS      | $1932772.40   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| HDFC Bank Ltd                                                                    | HDFC Bank Ltd                                                                    | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      18530 | NS      | $677086.20    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Veolia Environnement SA                                                          | Veolia Environnement SA                                                          | CUSIP: F9686M107<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |       5310 | NS      | $184774.56    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $164440.75    | 0.03%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Connect Finco SARL                                                               | Connect Finco Sarl, Extended Term Loan B                                         | CUSIP: BL4600518<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |     124053 | PA      | $124035.65    | 0.03%             | 2029-09-28      | Variable      | 8.22%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                            | Argentine Republic Government International Bond                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     475000 | PA      | $353400.00    | 0.07%             | 2035-07-09      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| American National Group Inc                                                      | American National Group Inc                                                      | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     214000 | PA      | $214230.26    | 0.04%             | 2055-12-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Entain Holdings Gibraltar Ltd                                                    | GVC Holdings (Gibraltar) Limited, Term Loan B6 (2029)                            | CUSIP: N/A<br>LEI: 213800ATWJIEYQ8NF838       | Long             | LON              | CORP              | GI        |     131651 | PA      | $131044.29    | 0.03%             | 2029-10-31      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      16725 | NS      | $419964.75    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     503242 | PA      | $527923.85    | 0.11%             | 2028-04-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     194262 | PA      | $195670.50    | 0.04%             | 2028-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R01                                     | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     500000 | PA      | $522749.75    | 0.11%             | 2042-12-25      | Variable      | 8.11%                 | Yes           | 2                  | On Loan: No      |
| Surgery Center Holdings Inc                                                      | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     105000 | PA      | $106204.17    | 0.02%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| United Rentals Inc                                                               | United Rentals Inc                                                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        883 | NS      | $714629.56    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      24283 | NS      | $7824468.26   | 1.64%             |  |  |  | No            | 1                  | On Loan: No      |
| EUSHI Finance Inc                                                                | EUSHI Finance Inc                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     193000 | PA      | $202891.16    | 0.04%             | 2054-12-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Rackspace Finance LLC                                                            | Rackspace Finance, LLC, First Lien Second Out Term Loan                          | CUSIP: 75008UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     242257 | PA      | $90576.43     | 0.02%             | 2028-05-15      | Variable      | 6.61%                 | No            | 2                  | On Loan: No      |
| CMG Media Corp                                                                   | CMG Media Corporation, Term Loan                                                 | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      84967 | PA      | $79546.13     | 0.02%             | 2029-06-18      | Variable      | 7.27%                 | No            | 2                  | On Loan: No      |
| PetSmart LLC                                                                     | PetSmart, Inc., Term Loan B                                                      | CUSIP: BL5189784<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      80000 | PA      | $79775.20     | 0.02%             | 2032-08-18      | Variable      | 7.73%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: AX1032579<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     525000 | PA      | $138440.64    | 0.03%             | 2029-10-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2022-3                                                       | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      78624 | PA      | $68265.44     | 0.01%             | 2052-05-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     400000 | PA      | $418556.00    | 0.09%             | 2055-06-10      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| Vistra Operations Co LLC                                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     255000 | PA      | $270090.18    | 0.06%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                     | Aspire Bakeries Holdings LLC, Term Loan B                                        | CUSIP: N/A<br>LEI: 549300MWN7R72KAKOD18       | Long             | LON              | CORP              | US        |      44662 | PA      | $44974.79     | 0.01%             | 2030-12-23      | Variable      | 7.22%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                              | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     205000 | PA      | $223898.95    | 0.05%             | N/A             | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                           | Brazilian Government International Bond                                          | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     340000 | PA      | $343570.00    | 0.07%             | 2033-10-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       3853 | NS      | $836563.36    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80747.79     | 0.02%             | 2036-09-11      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Zurich Insurance Group AG                                                        | Zurich Insurance Group AG                                                        | CUSIP: H9870Y105<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       1222 | NS      | $924690.03    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Lumen Technologies Inc                                                           | Lumen Technologies, Inc., Term Loan A                                            | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     258091 | PA      | $260349.40    | 0.05%             | 2028-06-01      | Variable      | 9.72%                 | No            | 2                  | On Loan: No      |
| EW Scripps Co/The                                                                | E.W. Scripps Company (The), Term Loan B3                                         | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      25870 | PA      | $25028.92     | 0.01%             | 2029-11-30      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     408568 | PA      | $403671.66    | 0.08%             | 2028-07-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                  | CUSIP: X5S8VL105<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      43288 | NS      | $814431.12    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     229000 | PA      | $229452.86    | 0.05%             | N/A             | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP, Term Loan B                                                   | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     335261 | PA      | $336134.05    | 0.07%             | 2030-05-06      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Lonza Group AG                                                                   | Lonza Group AG                                                                   | CUSIP: H50524133<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       2145 | NS      | $1446201.14   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| CoBank ACB                                                                       | CoBank ACB                                                                       | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |      93000 | PA      | $95550.34     | 0.02%             | N/A             | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Masco Corp                                                                       | Masco Corp                                                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       4780 | NS      | $303338.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | Fomento Economico Mexicano SAB de CV                                             | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |       7005 | NS      | $707995.35    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       1734 | NS      | $1524116.64   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97919.77     | 0.02%             | 2053-03-02      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     509800 | PA      | $545492.77    | 0.11%             | N/A             | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| MajorDrive Holdings IV LLC                                                       | MajorDrive Holdings IV LLC, Term Loan                                            | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |      16000 | PA      | $14568.88     | 0.00%             | 2028-06-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     298000 | PA      | $310784.20    | 0.06%             | N/A             | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                              | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     220000 | PA      | $226183.40    | 0.05%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           | 2                  | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de CV                                                       | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     200000 | PA      | $204186.00    | 0.04%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $206740.00    | 0.04%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137H3XG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1258446 | PA      | $932423.06    | 0.19%             | 2050-09-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Altice France Lux 3                                                              | Altice France Lux 3                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       2856 | NS      | $50298.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                               | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     507000 | PA      | $516426.65    | 0.11%             | N/A             | Fixed         | 6.70%                 | Yes           | 2                  | On Loan: No      |
| Digicel International Finance Ltd / Difl US LLC                                  | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     150000 | PA      | $155617.08    | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     305000 | PA      | $331004.61    | 0.07%             | 2083-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |      13309 | NS      | $219465.41    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Somnigroup International Inc                                                     | Somnigroup International Inc, Term Loan B                                        | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |      96759 | PA      | $97525.22     | 0.02%             | 2031-10-24      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                           | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     210000 | PA      | $208068.87    | 0.04%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan International Bond                                        | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     200000 | PA      | $214950.90    | 0.04%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     370000 | PA      | $372731.64    | 0.08%             | 2030-07-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 944KZNII9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -21225000 | PA      | $-21225000.00 | -4.44%            |  |  |  | No            | N/A                | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     440000 | PA      | $443424.52    | 0.09%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Matador Resources Co                                                             | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     220000 | PA      | $220292.60    | 0.05%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     928494 | PA      | $944885.18    | 0.20%             | 2035-01-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $621748.81    | 0.13%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Moncler SpA                                                                      | Moncler SpA                                                                      | CUSIP: T6730E110<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |       8038 | NS      | $513790.44    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                                                          | Bank of Nova Scotia/The                                                          | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $205054.16    | 0.04%             | 2085-10-27      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Zelis Payments Buyer Inc                                                         | Zelis Payments Buyer, Inc., Term Loan B                                          | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     128987 | PA      | $127912.85    | 0.03%             | 2029-09-28      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| NAVIENT CORP                                                                     | Navient Corp                                                                     | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     600000 | PA      | $595593.66    | 0.12%             | 2029-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| IQVIA Inc                                                                        | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     180000 | PA      | $188085.27    | 0.04%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     431000 | PA      | $438595.08    | 0.09%             | N/A             | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                                                                   | Czech Republic Government Bond                                                   | CUSIP: EK9125668<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1200000 | PA      | $51192.78     | 0.01%             | 2030-05-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2022-GR2                                     | CUSIP: 36267BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     392506 | PA      | $340795.71    | 0.07%             | 2052-08-26      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Elia Group SA/NV                                                                 | Elia Group SA/NV                                                                 | CUSIP: B35656105<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |       1557 | NS      | $200359.02    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF IRAQ                                                                 | Iraq International Bond                                                          | CUSIP: 462652AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |     125000 | PA      | $124495.56    | 0.03%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     235000 | PA      | $207104.67    | 0.04%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     145000 | PA      | $144609.98    | 0.03%             | 2027-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     311275 | PA      | $175870.38    | 0.04%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     946062 | PA      | $950700.37    | 0.20%             | 2030-04-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Banco Davivienda SA                                                              | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $209476.00    | 0.04%             | 2035-07-02      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     505000 | PA      | $525156.75    | 0.11%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Park River Holdings Inc                                                          | Park River Holdings Inc                                                          | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206199.00    | 0.04%             | 2031-03-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Farm Credit Bank of Texas                                                        | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |     136000 | PA      | $140192.70    | 0.03%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2023-PJ1                                     | CUSIP: 36267TBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     230221 | PA      | $207812.31    | 0.04%             | 2053-02-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings, Inc., Term Loan B1                                            | CUSIP: BL4995835<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      37490 | PA      | $37640.59     | 0.01%             | 2031-04-14      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| WestJet Loyalty LP                                                               | WestJet Loyalty LP, Term Loan B                                                  | CUSIP: BL4575033<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      82800 | PA      | $83278.86     | 0.02%             | 2031-02-14      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     307876 | PA      | $307992.60    | 0.06%             | 2038-12-15      | Variable      | 4.79%                 | Yes           | 2                  | On Loan: No      |
| Zambia Government International Bond                                             | Zambia Government International Bond                                             | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     197169 | PA      | $137845.20    | 0.03%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           | 2                  | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure, LLC, First Lien Term Loan B6                                           | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     106552 | PA      | $106602.32    | 0.02%             | 2030-11-06      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                                       | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $210000.00    | 0.04%             | 2035-04-30      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1110836 | PA      | $995111.23    | 0.21%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     202021 | PA      | $207721.68    | 0.04%             | 2054-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                 | Societe Generale SA                                                              | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     454000 | PA      | $484943.28    | 0.10%             | N/A             | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| USI Inc/NY                                                                       | USI, Inc., Term Loan C                                                           | CUSIP: BL4881803<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      28219 | PA      | $28302.79     | 0.01%             | 2030-09-27      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     502000 | PA      | $530201.86    | 0.11%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     210000 | PA      | $221393.47    | 0.05%             | 2043-07-25      | Variable      | 9.19%                 | Yes           | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34811.17     | 0.01%             | 2026-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Blackrock Inc                                                                    | Blackrock Inc                                                                    | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        663 | NS      | $709635.42    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                  | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $212654.02    | 0.04%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           | 2                  | On Loan: No      |
| Lumen Technologies Inc                                                           | Lumen Technologies, Inc., Extended Term Loan B2                                  | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     573341 | PA      | $570964.91    | 0.12%             | 2030-04-15      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| Cincinnati Bell Inc                                                              | Cincinnati Bell, Inc., Term Loan B4                                              | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |     243184 | PA      | $243812.24    | 0.05%             | 2028-11-24      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| Colombia Government International Bond                                           | Colombia Government International Bond                                           | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $213100.00    | 0.04%             | 2035-11-14      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1783466 | PA      | $1809801.91   | 0.38%             | 2054-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | Terna - Rete Elettrica Nazionale                                                 | CUSIP: T9471R100<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |       7130 | NS      | $75853.91     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Brown Group Holding LLC                                                          | Brown Group Holding, LLC, Term Loan B                                            | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     185047 | PA      | $186183.12    | 0.04%             | 2031-07-01      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $53497.15     | 0.01%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                         | Petrobras Global Finance BV                                                      | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     145000 | PA      | $138663.08    | 0.03%             | 2050-06-03      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Auna SA                                                                          | Auna SA                                                                          | CUSIP: 05151PAA8<br>LEI: 254900SOGP7YC0N9I368 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $201756.00    | 0.04%             | 2032-11-06      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| VIASAT INC                                                                       | ViaSat, Inc., Term Loan                                                          | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |      20838 | PA      | $20809.62     | 0.00%             | 2029-03-05      | Variable      | 8.33%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     497000 | PA      | $519371.96    | 0.11%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Advantest Corp                                                                   | Advantest Corp                                                                   | CUSIP: J00210104<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      23200 | NS      | $2933589.44   | 0.61%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     285000 | PA      | $292439.07    | 0.06%             | 2085-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     254000 | PA      | $200591.60    | 0.04%             | N/A             | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Jupiter Buyer Inc                                                                | Archkey Solutions LLC, Term Loan B                                               | CUSIP: 48205CAC9<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |      88984 | PA      | $90096.61     | 0.02%             | 2031-11-03      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | USGSE             | US        |     500000 | PA      | $539065.20    | 0.11%             | 2042-09-25      | Variable      | 9.62%                 | Yes           | 2                  | On Loan: No      |
| VICTORY BUYER LLC                                                                | Victory Buyer LLC, Term Loan                                                     | CUSIP: 92643PAB0<br>LEI: 549300G9TEUHGC81N056 | Long             | LON              | CORP              | US        |     263877 | PA      | $265607.63    | 0.06%             | 2028-11-20      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Rede D'or Finance Sarl                                                           | Rede D'or Finance Sarl                                                           | CUSIP: 75735GAC2<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $205700.00    | 0.04%             | 2035-09-09      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| Signia Aerospace LLC                                                             | Air Comm Corporation, LLC, Term Loan                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      59322 | PA      | $59614.94     | 0.01%             | 2031-12-11      | Variable      | 6.51%                 | No            | 2                  | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                         | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $211635.00    | 0.04%             | 2033-05-10      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| Belk Inc                                                                         | Belk Inc                                                                         | CUSIP: 942KDH907<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          1 | NS      | $8.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     692904 | PA      | $660148.58    | 0.14%             | 2052-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2022-PJ5                                     | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     230202 | PA      | $199719.46    | 0.04%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     142000 | PA      | $148300.54    | 0.03%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| McGraw-Hill Education Inc                                                        | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     225000 | PA      | $237387.83    | 0.05%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     325000 | PA      | $328507.73    | 0.07%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ServiceNow Inc                                                                   | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       8225 | NS      | $1259987.75   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                         | OCP SA                                                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $165250.00    | 0.03%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Qube Holdings Ltd                                                                | Qube Holdings Ltd                                                                | CUSIP: Q7834B112<br>LEI: 391200RT2MUFEO3RFW25 | Long             | EC               | CORP              | AU        |     107020 | NS      | $339521.59    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                                        | DG Investment Intermediate Holdings 2, Inc., Term Loan                           | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2032-07-12      | Variable      | 7.47%                 | No            | 2                  | On Loan: No      |
| Talos Production Inc                                                             | Talos Production Inc                                                             | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155795.55    | 0.03%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust 2025-S2                                                   | Sequoia Mortgage Trust 2025-S2                                                   | CUSIP: 81748UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     109438 | PA      | $102585.58    | 0.02%             | 2055-11-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $179162.46    | 0.04%             | 2031-11-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| WIN WASTE INNOVATIONS HO                                                         | WIN Waste Innovations Holdings, Inc., Term Loan B                                | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |     570694 | PA      | $572954.19    | 0.12%             | 2028-03-27      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Warnermedia Holdings Inc                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     150000 | PA      | $98827.50     | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Inc                                                              | Cheniere Energy Inc                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       4283 | NS      | $832572.37    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp                                                                      | Vistra Corp                                                                      | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     217000 | PA      | $239088.65    | 0.05%             | N/A             | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Muthoot Finance Ltd                                                              | Muthoot Finance Ltd                                                              | CUSIP: 62828L2D4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $203029.72    | 0.04%             | 2029-04-23      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| PERATON CORP                                                                     | Peraton Corp., Term Loan B                                                       | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     321000 | PA      | $298587.78    | 0.06%             | 2028-02-01      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| Riverbed Technology LLC/US                                                       | Riverbed Technology LLC/US                                                       | CUSIP: N/A<br>LEI: XWT9B0BASIY6FJ5R7M02       | Long             | EC               | CORP              | US        |       4136 | NS      | $41.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      36143 | NS      | $1835702.97   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corp                                                                        | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     128000 | PA      | $133310.85    | 0.03%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc                                                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     244000 | PA      | $245864.65    | 0.05%             | 2054-09-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     145000 | PA      | $130786.48    | 0.03%             | 2053-04-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                  | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     400000 | PA      | $410703.60    | 0.09%             | N/A             | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                            | Argentine Republic Government International Bond                                 | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     200000 | PA      | $155200.00    | 0.03%             | 2038-01-09      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     175000 | PA      | $176201.87    | 0.04%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| OPENLANE Inc                                                                     | Openlane Inc, Term Loan B                                                        | CUSIP: BL5245164<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |      61000 | PA      | $61152.81     | 0.01%             | 2032-10-08      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| Bright Bidco BV                                                                  | Bright Bidco BV                                                                  | CUSIP: N/A<br>LEI: 549300IL6Q1JWU688H15       | Long             | EC               | CORP              | NL        |       4217 | NS      | $1476.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply, LLC, Term Loan B                                            | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     218006 | PA      | $219164.94    | 0.05%             | 2030-05-17      | Variable      | 6.35%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |      12675 | NS      | $325113.75    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Sierra Timeshare 2024-3 Receivables Funding LLC                                  | Sierra Timeshare 2024-3 Receivables Funding LLC                                  | CUSIP: 82653BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     244239 | PA      | $246362.91    | 0.05%             | 2041-08-20      | Fixed         | 4.83%                 | Yes           | 2                  | On Loan: No      |
| PetSmart Inc / PetSmart Finance Corp                                             | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $71237.91     | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $250361.36    | 0.05%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Genesys Cloud Services Inc                                                       | Genesys Cloud Services Holdings II LLC, Term Loan B                              | CUSIP: BL4978666<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |     743934 | PA      | $743353.80    | 0.16%             | 2032-01-30      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902MMW908<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     735000 | PA      | $249900.00    | 0.05%             | 2172-01-17      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| Crown Castle Inc                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       2318 | NS      | $206000.66    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| RTX Corp                                                                         | RTX Corp                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       9392 | NS      | $1722492.80   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcor SAIC                                                                       | Arcor SAIC                                                                       | CUSIP: 03965PAE1<br>LEI: 529900B2ROYOJG45VO88 | Long             | DBT              | CORP              | AR        |     140000 | PA      | $141260.00    | 0.03%             | 2033-07-31      | Fixed         | 7.60%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2022-INV1 Trust                           | CUSIP: 95003NAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     190093 | PA      | $171692.22    | 0.04%             | 2052-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Cornerstone Building Brands Inc                                                  | Cornerstone Building Brands, Inc., Term Loan                                     | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      25933 | PA      | $20617.00     | 0.00%             | 2028-08-01      | Variable      | 9.38%                 | No            | 2                  | On Loan: No      |
| Enstar Group Ltd                                                                 | Enstar Group Ltd                                                                 | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |      10532 | NS      | $248555.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     270113 | PA      | $243020.52    | 0.05%             | 2051-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AI Aqua Merger Sub Inc                                                           | AI Aqua Merger Sub, Inc., First Lien Term Loan B                                 | CUSIP: BL4842680<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     292782 | PA      | $293757.46    | 0.06%             | 2028-07-31      | Variable      | 6.86%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       6166 | NS      | $1426319.12   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR & Co Inc                                                                     | KKR & Co Inc                                                                     | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       7218 | NS      | $920150.64    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902LUX008<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $340000.00    | 0.07%             | 2172-01-17      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Reliance Inc                                                                     | Reliance Inc                                                                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       1176 | NS      | $339711.12    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower, LLC, Incremental Term Loan B                   | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     324183 | PA      | $323757.12    | 0.07%             | 2032-03-08      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc., Term Loan B                                          | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      46912 | PA      | $46665.91     | 0.01%             | 2030-02-06      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     680000 | PA      | $654451.96    | 0.14%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |       6772 | NS      | $173295.48    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MLN US Holdco LLC                                                                | MLN US Holdco LLC                                                                | CUSIP: N/A<br>LEI: 549300QKU7NPW6O86862       | Long             | EC               | CORP              | US        |        312 | NS      | $3.12         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | US        |      10315 | NS      | $493366.45    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                                        | Grupo Aeroportuario del Sureste SAB de CV                                        | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |       1458 | NS      | $471517.20    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Serta Simmons Bedding LLC                                                        | Serta Simmons Bedding, LLC, New Term Loan                                        | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |       2911 | PA      | $2752.78      | 0.00%             | 2028-06-29      | Variable      | 11.29%                | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     130000 | PA      | $124712.08    | 0.03%             | 2053-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| American Express Co                                                              | American Express Co                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       6941 | NS      | $2567822.95   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Carpenter Technology Corp                                                        | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101572.50    | 0.02%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings, Inc., Term Loan B                                             | CUSIP: BL4989184<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     160785 | PA      | $161462.71    | 0.03%             | 2032-01-31      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     655867 | PA      | $675945.71    | 0.14%             | 2053-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     375000 | PA      | $393434.60    | 0.08%             | 2036-04-22      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| Gates Corp/DE                                                                    | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77886.00     | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                                              | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     250000 | PA      | $244077.26    | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Weber-Stephen Products LLC                                                       | Weber-Stephen Products LLC, Term Loan B                                          | CUSIP: N/A<br>LEI: 549300XU8TJBBGLK8V26       | Long             | LON              | CORP              | US        |     215000 | PA      | $215591.25    | 0.05%             | 2032-10-01      | Variable      | 7.74%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                                              | Ecuador Government International Bond                                            | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     260000 | PA      | $229190.00    | 0.05%             | 2035-07-31      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1325000 | PA      | $1330124.03   | 0.28%             | 2027-06-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Johnstone Supply LLC                                                             | Johnstone Supply LLC, Term Loan B                                                | CUSIP: BL4871721<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     241936 | PA      | $243582.30    | 0.05%             | 2031-06-09      | Variable      | 6.23%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government Bond                                         | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3875000 | PA      | $243205.40    | 0.05%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Froneri US Inc                                                                   | Froneri Lux Finco Sarl, Term Loan                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     201000 | PA      | $201280.40    | 0.04%             | 2032-09-30      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK24                                                                  | CUSIP: 06540VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     420000 | PA      | $395201.35    | 0.08%             | 2062-11-15      | Variable      | 3.28%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1236635 | PA      | $1180188.94   | 0.25%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     266025 | PA      | $266146.56    | 0.06%             | 2053-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Genesee & Wyoming Inc                                                            | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     195000 | PA      | $201094.35    | 0.04%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Cornerstone Generation LLC                                                       | Cornerstone Generation LLC, Term Loan B                                          | CUSIP: BL4790210<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     117000 | PA      | $118264.19    | 0.02%             | 2031-10-28      | Variable      | 7.09%                 | No            | 2                  | On Loan: No      |
| PINNACLE BUYER LLC                                                               | Pinnacle Buyer LLC, Term Loan                                                    | CUSIP: BL5228111<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      54516 | PA      | $54788.98     | 0.01%             | 2032-10-01      | Variable      | 6.49%                 | No            | 2                  | On Loan: No      |
| VeriFone Systems Inc                                                             | Verifone Systems, Inc., Term Loan                                                | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |     207721 | PA      | $197305.89    | 0.04%             | 2028-08-21      | Variable      | 9.35%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     735114 | PA      | $733145.51    | 0.15%             | 2035-07-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Global Medical Response Inc                                                      | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      85000 | PA      | $88346.78     | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Sempra                                                                           | Sempra                                                                           | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     121000 | PA      | $123519.90    | 0.03%             | 2056-04-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NOBLE FINANCE II LLC                                                             | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     295000 | PA      | $306479.54    | 0.06%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Holdco II SAS                                                                    | Holdco II SAS                                                                    | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     525000 | PA      | $565030.73    | 0.12%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Transportadora de Gas del Sur SA                                                 | Transportadora de Gas del Sur SA                                                 | CUSIP: 893870AZ8<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |     150000 | PA      | $148179.00    | 0.03%             | 2035-11-20      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Millrose Properties Inc                                                          | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $107438.52    | 0.02%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Project Alpha Intermediate Holding Inc                                           | Project Alpha Intermediate Holding, Inc., First Lien Term Loan B                 | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     131833 | PA      | $131776.24    | 0.03%             | 2030-10-28      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       5315 | NS      | $3508378.35   | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| INDONESIA GOVERNMENT                                                             | Indonesia Treasury Bond                                                          | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2702000000 | PA      | $170489.05    | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| WEX Inc                                                                          | WEX Inc., Term Loan B2                                                           | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |      91309 | PA      | $91637.74     | 0.02%             | 2028-04-03      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings Inc                                                          | Zayo Group Holdings, Inc., Term Loan                                             | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    1022108 | PA      | $972862.47    | 0.20%             | 2030-03-11      | Variable      | 3.67%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings Inc                                                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     244744 | PA      | $232506.80    | 0.05%             | 2030-03-09      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                         | Petrobras Global Finance BV                                                      | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     115000 | PA      | $94668.32     | 0.02%             | 2051-06-10      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     315000 | PA      | $331514.96    | 0.07%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| MI Windows And Doors LLC                                                         | MI Windows and Doors, LLC, Term Loan B2                                          | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |      71924 | PA      | $72081.84     | 0.02%             | 2031-03-28      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $167441.49    | 0.03%             | 2047-03-29      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| FinThrive Software Intermediate Holdings Inc                                     | MedAssets Software Intermediate Holdings, Inc., First Out Term Loan              | CUSIP: 31810YAC4<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |      87596 | PA      | $79294.94     | 0.02%             | 2028-12-18      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     295000 | PA      | $291328.20    | 0.06%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EVERTEC Group LLC                                                                | Evertec Group, LLC, Term Loan B                                                  | CUSIP: BL4812303<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | PR        |      76500 | PA      | $76755.13     | 0.02%             | 2030-10-15      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                       | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130432.90    | 0.03%             | N/A             | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BENIN INTL GOV BOND                                                              | Benin Government International Bond                                              | CUSIP: BQ5680468<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     190000 | PA      | $206913.80    | 0.04%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| Webster Financial Corp                                                           | Webster Financial Corp                                                           | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     120000 | PA      | $119928.30    | 0.03%             | 2035-09-11      | Fixed         | 5.78%                 | No            | 2                  | On Loan: No      |
| ASGN INCORPORATED                                                                | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     240000 | PA      | $235825.26    | 0.05%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5610000 | PA      | $291963.00    | 0.06%             | 2038-11-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2369944 | PA      | $2261766.03   | 0.47%             | 2052-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WEX Inc                                                                          | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     240000 | PA      | $245678.64    | 0.05%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Cleanaway Waste Management Ltd                                                   | Cleanaway Waste Management Ltd                                                   | CUSIP: Q2506H109<br>LEI: 549300D5C72CV6CIBS66 | Long             | EC               | CORP              | AU        |      22727 | NS      | $39182.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90278.53     | 0.02%             | 2031-09-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     394000 | PA      | $407376.69    | 0.09%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902LWC002<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     575000 | PA      | $195500.00    | 0.04%             | 2172-06-11      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     203000 | PA      | $193016.25    | 0.04%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust Inc                                                      | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     375000 | PA      | $384900.75    | 0.08%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Dominican Republic International Bond                                            | Dominican Republic International Bond                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $160950.00    | 0.03%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           | 2                  | On Loan: No      |
| Republic of South Africa Government International Bond                           | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $214768.00    | 0.04%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           | 2                  | On Loan: No      |
| GFL Environmental Inc                                                            | GFL Environmental Inc                                                            | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | US        |       2344 | NS      | $100674.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1728007 | PA      | $1640924.65   | 0.34%             | 2052-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp                                                            | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       3175 | NS      | $2737929.50   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| PointClickCare Technologies Inc                                                  | PointClickCare Technologies, Inc., Term Loan B                                   | CUSIP: N/A<br>LEI: 5493001Z0LHHBZLVDX36       | Long             | LON              | CORP              | CA        |     114139 | PA      | $114519.59    | 0.02%             | 2031-11-03      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2022-3                                                  | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     673634 | PA      | $584433.12    | 0.12%             | 2052-08-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     118699 | PA      | $88727.50     | 0.02%             | 2029-02-01      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     294000 | PA      | $298617.56    | 0.06%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     925000 | PA      | $937140.63    | 0.20%             | 2032-05-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Sound Inpatient Physicians Inc                                                   | Sound Inpatient Physicians, Tranche B Term Loan (Second Out)                     | CUSIP: 83607JAE1<br>LEI: 54930047QBMPL027P218 | Long             | LON              | CORP              | US        |     177237 | PA      | $173618.88    | 0.04%             | 2028-06-28      | Variable      | 4.47%                 | No            | 2                  | On Loan: No      |
| US Radiology Specialists Inc                                                     | Lumexa Imaging, Inc., Term Loan B                                                | CUSIP: 90372AAN8<br>LEI: 254900QCDFUYXJEFMY06 | Long             | LON              | CORP              | US        |      89000 | PA      | $89723.57     | 0.02%             | 2032-12-17      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Viking Baked Goods Acquisition Corp                                              | Viking Baked Goods Acquisition Corp                                              | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |     390000 | PA      | $391252.68    | 0.08%             | 2031-11-01      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk PT                                             | Bank Rakyat Indonesia Persero Tbk PT                                             | CUSIP: Y0697U112<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |     502000 | NS      | $109941.37    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Century DE Buyer LLC                                                             | Century De Buyer LLC, Term Loan B                                                | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |     123444 | PA      | $123386.34    | 0.03%             | 2030-10-30      | Variable      | 6.84%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     225000 | PA      | $231136.88    | 0.05%             | N/A             | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       2256 | NS      | $744728.16    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Acuren Delaware Holdco Inc                                                       | AAL Delaware Holdco, Inc., Term Loan                                             | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      29849 | PA      | $30041.47     | 0.01%             | 2031-07-30      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| OWENS-BROCKWAY                                                                   | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61246.62     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     314000 | PA      | $331165.75    | 0.07%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Casella Waste Systems Inc                                                        | Casella Waste Systems Inc                                                        | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |        971 | NS      | $95099.74     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ZF North America Capital Inc                                                     | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151613.55    | 0.03%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| OneMain Financial Issuance Tru                                                   | OneMain Financial Issuance Trust 2022-2                                          | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      39846 | PA      | $39877.30     | 0.01%             | 2034-10-14      | Fixed         | 4.89%                 | Yes           | 2                  | On Loan: No      |
| RLJ LODGING TRUST LP                                                             | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248608.75    | 0.05%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Shell PLC                                                                        | Shell PLC                                                                        | CUSIP: G80827101<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      78048 | NS      | $2876244.92   | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     160000 | PA      | $161250.00    | 0.03%             | 2030-04-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51060.64     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                      | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     354000 | PA      | $424858.41    | 0.09%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                                         | Virgin Media Bristol LLC, Term Loan Y                                            | CUSIP: BL4208296<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     100000 | PA      | $99233.00     | 0.02%             | 2031-03-31      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      75000 | PA      | $69967.76     | 0.01%             | 2031-12-01      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Bleriot US Bidco Inc                                                             | Bleriot US Bidco Inc., Term Loan B                                               | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |      43450 | PA      | $43712.44     | 0.01%             | 2030-10-17      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $412043.20    | 0.09%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Carnival Corp                                                                    | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     360000 | PA      | $371845.44    | 0.08%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| SRAM LLC                                                                         | SRAM LLC                                                                         | CUSIP: 85232BAV8<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2032-02-27      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| ADMI Corp                                                                        | ADMI Corp., Term Loan B5                                                         | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |      72134 | PA      | $69357.08     | 0.01%             | 2027-12-23      | Variable      | 9.47%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203335.80    | 0.04%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      55000 | PA      | $38649.02     | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| GBT US III LLC                                                                   | GBT US III LLC, Term Loan B                                                      | CUSIP: BL4990471<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      93943 | PA      | $94380.62     | 0.02%             | 2031-07-28      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    1056349 | PA      | $971342.88    | 0.20%             | 2052-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Genmab A/S                                                                       | Genmab AS, Term Loan B                                                           | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |     102000 | PA      | $102605.88    | 0.02%             | 2032-11-12      | Variable      | 6.73%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      80000 | PA      | $79734.38     | 0.02%             | 2031-08-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2034464 | PA      | $1994208.51   | 0.42%             | 2052-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     874400 | PA      | $838951.96    | 0.18%             | 2033-01-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| EW Scripps Co/The                                                                | E.W. Scripps Company (The), Term Loan B2                                         | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      12406 | PA      | $12578.81     | 0.00%             | 2028-06-30      | Variable      | 9.60%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     275000 | PA      | $267437.50    | 0.06%             | 2029-06-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35280.53     | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $82593.38     | 0.02%             | 2042-05-25      | Variable      | 7.22%                 | Yes           | 2                  | On Loan: No      |
| Molina Healthcare Inc                                                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      80000 | PA      | $81557.18     | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Reliance Industries Ltd                                                          | Reliance Industries Ltd                                                          | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |       8158 | NS      | $571060.00    | 0.12%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KRVW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1478730 | PA      | $1504218.13   | 0.31%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                                  | Fraport AG Frankfurt Airport Services Worldwide                                  | CUSIP: D3856U108<br>LEI: 5299001ERX0K10IZUL40 | Long             | EC               | CORP              | DE        |       3512 | NS      | $287185.35    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Southern Co/The                                                                  | Southern Co/The                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       2242 | NS      | $195502.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CRH PLC                                                                          | CRH PLC                                                                          | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |      27564 | NS      | $3439987.20   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| IRON MOUNTAIN INC                                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     400000 | PA      | $410884.40    | 0.09%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38384CKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     428966 | PA      | $301476.90    | 0.06%             | 2052-02-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP, Term Loan B                                                   | CUSIP: BL4949832<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |     221445 | PA      | $222863.36    | 0.05%             | 2032-01-28      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Anglo American PLC                                                               | Anglo American PLC                                                               | CUSIP: G03764142<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      32504 | NS      | $1344446.79   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Jupiter Buyer Inc                                                                | Archkey Solutions LLC, Delayed Draw Term Loan B                                  | CUSIP: 48205CAD7<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |      10345 | PA      | $10474.19     | 0.00%             | 2031-11-03      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                          | Romania Government Bond                                                          | CUSIP: ZP8252477<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     320000 | PA      | $70632.00     | 0.01%             | 2028-01-26      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Flagstar Mortgage Trust 2021-10INV                                               | Flagstar Mortgage Trust 2021-10INV                                               | CUSIP: 33851RBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      91368 | PA      | $76338.25     | 0.02%             | 2051-10-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| IHS Holding Ltd                                                                  | IHS Holding Ltd                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $206000.00    | 0.04%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| ContourGlobal Power Holdings SA                                                  | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $309333.00    | 0.06%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| VC GB HOLDINGS I CORP                                                            | VC GB Holdings I Corp., First Lien Term Loan                                     | CUSIP: 91823JAC6<br>LEI: 549300K4B21TSY42LF51 | Long             | LON              | CORP              | US        |      73618 | PA      | $74036.09     | 0.02%             | 2028-05-16      | Variable      | 7.43%                 | No            | 2                  | On Loan: No      |
| Colossus Acquireco LLC                                                           | Colossus Acquireco LLC, Term Loan B                                              | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |      39900 | PA      | $39917.96     | 0.01%             | 2032-07-30      | Variable      | 5.41%                 | No            | 2                  | On Loan: No      |
| Siemens AG                                                                       | Siemens AG                                                                       | CUSIP: D69671218<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       9241 | NS      | $2588185.69   | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| EMPRESA DE TRANSMISION                                                           | Empresa de Transmision Electrica SA                                              | CUSIP: 29247QAA2<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |     200000 | PA      | $153698.00    | 0.03%             | 2049-05-02      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Post Holdings Inc                                                                | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     300000 | PA      | $302999.98    | 0.06%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                             | Infrastrutture Wireless Italiane SpA                                             | CUSIP: T6032P102<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |       5142 | NS      | $47585.06     | 0.01%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Light & Wonder International Inc                                                 | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151859.68    | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| VISTRA CORP                                                                      | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     185000 | PA      | $189651.31    | 0.04%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Synovus Financial Corp                                                           | Synovus Financial Corp                                                           | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |        350 | NS      | $9047.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tokyo Metro Co Ltd                                                               | Tokyo Metro Co Ltd                                                               | CUSIP: J8T324105<br>LEI: 35380049N9IQPZ74JY58 | Long             | EC               | CORP              | JP        |       7476 | NS      | $76101.14     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF SENEGAL                                                              | Senegal Government International Bond                                            | CUSIP: AR4939435<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     215000 | PA      | $115335.66    | 0.02%             | 2048-03-13      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                        | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      17819 | NS      | $5415015.91   | 1.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     427601 | PA      | $360571.33    | 0.08%             | 2052-02-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     105000 | PA      | $104062.39    | 0.02%             | 2034-11-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BANK HAPOALIM                                                                    | Bank Hapoalim BM                                                                 | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $196100.00    | 0.04%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                                           | Cia Cervecerias Unidas SA                                                        | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |     175000 | PA      | $158751.74    | 0.03%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                               | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |      10218 | NS      | $252691.14    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     215000 | PA      | $219281.49    | 0.05%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     407364 | PA      | $397042.04    | 0.08%             | 2033-07-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Medical Solutions Holdings Inc                                                   | Medical Solutions Holdings Inc, Term Loan                                        | CUSIP: BLA0FNWE0<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |     133656 | PA      | $96231.98     | 0.02%             | 2028-11-01      | Fixed         | 7.44%                 | No            | 2                  | On Loan: No      |
| SupplyOne Inc                                                                    | SupplyOne, Inc, Term Loan B                                                      | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      54042 | PA      | $54219.95     | 0.01%             | 2031-04-21      | Variable      | 7.22%                 | No            | 2                  | On Loan: No      |
| Compeer Financial ACA                                                            | Compeer Financial ACA                                                            | CUSIP: 20453QAC6<br>LEI: 54930020HTACTODKHT04 | Long             | DBT              | CORP              | US        |     250000 | PA      | $255387.23    | 0.05%             | N/A             | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     212700 | PA      | $210930.27    | 0.04%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     245000 | PA      | $168521.24    | 0.04%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                                               | SeaWorld Parks & Entertainment, Inc., Term Loan B3                               | CUSIP: BL4808038<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |      79025 | PA      | $78695.19     | 0.02%             | 2031-12-04      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Planet US Buyer LLC                                                              | Planet US Buyer LLC, Term Loan B                                                 | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |     136892 | PA      | $137955.09    | 0.03%             | 2031-02-10      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      51412 | NS      | $9588338.00   | 2.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos Inc                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       2415 | NS      | $582401.40    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     210100 | PA      | $169959.41    | 0.04%             | 2053-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Iridium Satellite LLC                                                            | Iridium Satellite LLC, Term Loan B                                               | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |      59588 | PA      | $58205.77     | 0.01%             | 2030-09-20      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| NCR Atleos Corp                                                                  | NCR Atleos LLC, Term Loan B                                                      | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |      32000 | PA      | $32180.00     | 0.01%             | 2029-04-16      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                                              | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $181964.19    | 0.04%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           | 2                  | On Loan: No      |
| Analog Devices Inc                                                               | Analog Devices Inc                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       2102 | NS      | $570062.40    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       8825 | NS      | $218683.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Chord Energy Corp                                                                | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     300000 | PA      | $310235.10    | 0.06%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                                          | Indonesia Treasury Bond                                                          | CUSIP: ZI4194448<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1110000000 | PA      | $68699.80     | 0.01%             | 2034-02-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| GFL ES US LLC                                                                    | GFL Environmental Inc., Term Loan B                                              | CUSIP: BL4990463<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | CA        |      94762 | PA      | $95283.69     | 0.02%             | 2032-03-03      | Variable      | 6.27%                 | No            | 2                  | On Loan: No      |
| Air Liquide SA                                                                   | Air Liquide SA                                                                   | CUSIP: F01764103<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |       3230 | NS      | $607091.12    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      50000 | PA      | $52042.97     | 0.01%             | 2031-05-31      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                        | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $254687.85    | 0.05%             | 2042-06-10      | Variable      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| Green Infrastructure Partners Inc                                                | Green Infrastructure Partners Inc, Term Loan B                                   | CUSIP: BL5231651<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |      38000 | PA      | $38142.50     | 0.01%             | 2032-09-24      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                                                  | Madison IAQ LLC, Term Loan                                                       | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     124028 | PA      | $124767.71    | 0.03%             | 2028-06-21      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Novartis AG                                                                      | Novartis AG                                                                      | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       2247 | NS      | $309627.35    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Bright Bidco BV                                                                  | Bright Bidco BV                                                                  | CUSIP: AM6760772<br>LEI: 549300IL6Q1JWU688H15 | Long             | EC               | CORP              | US        |       3087 | NS      | $1080.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Targa Resources Corp                                                             | Targa Resources Corp                                                             | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102351.05    | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Mineral Resources Ltd                                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      35000 | PA      | $36498.15     | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Assurant Inc                                                                     | Assurant Inc                                                                     | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |       2875 | NS      | $55918.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cotiviti Inc                                                                     | Cotiviti Corporation, Term Loan                                                  | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     212304 | PA      | $204519.84    | 0.04%             | 2031-05-01      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | Clydesdale Acquisition Holdings Inc, Term Loan B                                 | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     316166 | PA      | $316785.33    | 0.07%             | 2029-04-13      | Variable      | 6.89%                 | No            | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding                                                   | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RER1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $293201.40    | 0.06%             | 2028-02-20      | Fixed         | 1.66%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48751.55     | 0.01%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| NEXTDC Ltd                                                                       | NEXTDC Ltd                                                                       | CUSIP: Q6750Y106<br>LEI: 529900RTERU3X7G3D672 | Long             | EC               | CORP              | AU        |       3816 | NS      | $31771.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     736525 | PA      | $749332.98    | 0.16%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $143657.06    | 0.03%             | 2051-11-02      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                                          | ACProducts, Inc., Term Loan B                                                    | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |     209541 | PA      | $171841.19    | 0.04%             | 2028-05-17      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Park River Holdings Inc                                                          | Park River Holdings Inc, Term Loan                                               | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |      32000 | PA      | $32228.32     | 0.01%             | 2031-03-17      | Variable      | 8.49%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     587117 | PA      | $588073.67    | 0.12%             | 2052-11-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      55000 | PA      | $55532.81     | 0.01%             | 2027-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     285000 | PA      | $287360.16    | 0.06%             | 2035-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Qnity Electronics Inc                                                            | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     170000 | PA      | $173815.82    | 0.04%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                            | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69356.25     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Targa Resources Corp                                                             | Targa Resources Corp                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       1047 | NS      | $193171.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| DAVITA INC                                                                       | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     285000 | PA      | $277131.15    | 0.06%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Sound Inpatient Physicians Inc                                                   | Sound Inpatient Physicians, Tranche A Term Loan (First Out)                      | CUSIP: 83607JAD3<br>LEI: 54930047QBMPL027P218 | Long             | LON              | CORP              | US        |      16042 | PA      | $16684.05     | 0.00%             | 2028-06-28      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| VZ SECURED FINANCING BV                                                          | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     310000 | PA      | $280535.48    | 0.06%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| NTT DC REIT                                                                      | NTT DC REIT                                                                      | CUSIP: Y642JH104<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     132713 | NS      | $135236.94    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Compass Minerals International Inc                                               | Compass Minerals International Inc                                               | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     200000 | PA      | $209267.40    | 0.04%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $210000.00    | 0.04%             | N/A             | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD 2017-CD5 Mortgage Trust                                                       | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $128347.47    | 0.03%             | 2050-08-15      | Fixed         | 3.43%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                    | Intercontinental Exchange Inc                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       4088 | NS      | $662092.48    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| SBI Holdings Inc                                                                 | SBI Holdings Inc                                                                 | CUSIP: J6991H100<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |       7400 | NS      | $159469.94    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Marriott Ownership Resorts Inc                                                   | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     240000 | PA      | $230233.34    | 0.05%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| REVERB BUYER INC                                                                 | Medical Solutions Holdings, Inc., First Lien Term Loan                           | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |       8977 | PA      | $2099.58      | 0.00%             | 2028-11-01      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                                                               | Serbia International Bond                                                        | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     200000 | PA      | $213996.60    | 0.04%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| El Salvador Government International Bond                                        | El Salvador Government International Bond                                        | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     150000 | PA      | $3937.50      | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | Yes           | 2                  | On Loan: No      |
| CORELOGIC INC                                                                    | CoreLogic, Inc., Term Loan                                                       | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     196505 | PA      | $196950.99    | 0.04%             | 2028-06-02      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65860.15     | 0.01%             | 2055-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     152000 | PA      | $153044.29    | 0.03%             | N/A             | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     913642 | PA      | $914859.74    | 0.19%             | 2053-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PROVIDENT FINANCING TR I                                                         | Provident Financing Trust I                                                      | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $389102.16    | 0.08%             | 2038-03-15      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     375000 | PA      | $111537.91    | 0.02%             | 2033-10-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Windstream Services LLC                                                          | Windstream Services LLC, Term Loan B                                             | CUSIP: BL5240413<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |     110000 | PA      | $110550.00    | 0.02%             | 2032-10-06      | Variable      | 7.72%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $213394.40    | 0.04%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                         | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     411748 | PA      | $381909.50    | 0.08%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     240000 | PA      | $247582.26    | 0.05%             | 2034-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     115000 | PA      | $117252.51    | 0.02%             | 2030-05-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                              | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     495000 | PA      | $550188.05    | 0.11%             | N/A             | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     192000 | PA      | $197427.84    | 0.04%             | 2055-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Ping Identity Holding Corp                                                       | Ping Identity Corporation, Term Loan                                             | CUSIP: 72342MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      42000 | PA      | $42157.50     | 0.01%             | 2032-11-15      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| LS Group OpCo Acquistion LLC                                                     | Les Schwab Tire Centers, Term Loan B                                             | CUSIP: BL4979243<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |     151118 | PA      | $151508.15    | 0.03%             | 2031-04-23      | Variable      | 6.27%                 | No            | 2                  | On Loan: No      |
| Primo Water Holdings Inc / Triton Water Holdings Inc                             | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $301450.17    | 0.06%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| WOLVERINE WORLD WIDE                                                             | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     345000 | PA      | $318901.41    | 0.07%             | 2029-08-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Post Holdings Inc                                                                | Post Holdings Inc                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     120000 | PA      | $120162.18    | 0.03%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Aena SME SA                                                                      | Aena SME SA                                                                      | CUSIP: E526LK101<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      26442 | NS      | $738812.20    | 0.15%             |  |  |  | Yes           | 2                  | On Loan: No      |
| TE Connectivity PLC                                                              | TE Connectivity PLC                                                              | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | US        |       2631 | NS      | $598578.81    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1288594 | PA      | $1227879.59   | 0.26%             | 2052-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4291820 | PA      | $4209115.61   | 0.88%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     135000 | PA      | $135421.76    | 0.03%             | 2028-11-17      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                       | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     120000 | PA      | $118924.22    | 0.02%             | 2033-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| IVORY COAST                                                                      | Ivory Coast Government International Bond                                        | CUSIP: AN4195839<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     395000 | PA      | $394701.03    | 0.08%             | 2033-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      93000 | PA      | $90785.33     | 0.02%             | N/A             | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       5824 | NS      | $1330725.76   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Enel SpA                                                                         | Enel SpA                                                                         | CUSIP: T3679P115<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      46191 | NS      | $480263.20    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                               | Clear Channel Outdoor Holdings, Inc., Term Loan                                  | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     287605 | PA      | $288735.65    | 0.06%             | 2028-08-23      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     297072 | PA      | $319963.33    | 0.07%             | 2029-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Severn Trent PLC                                                                 | Severn Trent PLC                                                                 | CUSIP: G8056D159<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |       4449 | NS      | $167064.70    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                                             | Colombian TES                                                                    | CUSIP: EK6999263<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  725000000 | PA      | $157248.37    | 0.03%             | 2030-09-18      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      80522 | PA      | $79288.71     | 0.02%             | 2030-10-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan J                                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     284962 | PA      | $286353.58    | 0.06%             | 2031-02-28      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Ameriprise Financial Inc                                                         | Ameriprise Financial Inc                                                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        800 | NS      | $392272.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ORGANON & CO/ORG                                                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     250000 | PA      | $207048.76    | 0.04%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Garda World Security Corp                                                        | Garda World Security Corp                                                        | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      85000 | PA      | $86979.35     | 0.02%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     200000 | PA      | $190852.24    | 0.04%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     367320 | PA      | $335585.97    | 0.07%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| INDUSTRIAL DPR FUNDING LTD.                                                      | Industrial DPR Funding Ltd                                                       | CUSIP: 45605PAZ1<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-O            | CORP              | KY        |     238999 | PA      | $217130.36    | 0.05%             | 2034-04-15      | Fixed         | 5.38%                 | Yes           | 3                  | On Loan: No      |
| 1011778 BC ULC                                                                   | 101B.C. Unlimited Liability Company, Term Loan B6                                | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      51859 | PA      | $51988.86     | 0.01%             | 2030-09-23      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| AHP Health Partners Inc                                                          | AHP Health Partners, Inc., Term Loan B                                           | CUSIP: 00130MAL8<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |     188313 | PA      | $188637.06    | 0.04%             | 2032-09-20      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| BCPE Pequod Buyer Inc                                                            | BCPE Pequod Buyer Inc, Term Loan B                                               | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |     109451 | PA      | $109826.65    | 0.02%             | 2031-11-25      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| CYXTERA DC HOLDINGS INC                                                          | Cyxtera DC Holdings, Inc., Term Loan B                                           | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     201761 | PA      | $1109.69      | 0.00%             | 2026-05-01      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Rocket Cos Inc                                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $180893.85    | 0.04%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| LifePoint Health Inc                                                             | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     150000 | PA      | $162819.60    | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     207000 | PA      | $218292.89    | 0.05%             | 2055-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     215000 | PA      | $211691.02    | 0.04%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Kronos Acquisition Holdings Inc                                                  | Kronos Acquisition Holdings Inc., Term Loan                                      | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2031-07-08      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $347848.17    | 0.07%             | 2028-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| United Therapeutics Corp                                                         | United Therapeutics Corp                                                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        925 | NS      | $450706.25    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Bradyplus Holdings LLC                                                           | BradyPlus Holdings LLC, Term Loan B                                              | CUSIP: 10480UAD3<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |     112000 | PA      | $110996.48    | 0.02%             | 2032-12-29      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     695000 | PA      | $728917.39    | 0.15%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     245000 | PA      | $222671.31    | 0.05%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     225000 | PA      | $218801.00    | 0.05%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Reworld Holding Corp                                                             | Reworld Holding Corp, Term Loan B                                                | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      81047 | PA      | $81278.85     | 0.02%             | 2028-11-30      | Variable      | 5.98%                 | No            | 2                  | On Loan: No      |
| New Flyer Holdings Inc                                                           | New Flyer Holdings Inc                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $214964.40    | 0.04%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| DT Midstream Inc                                                                 | DT Midstream Inc                                                                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        595 | NS      | $71209.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaseya Inc                                                                       | Kaseya Inc., First Lien Term Loan B                                              | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      83370 | PA      | $83541.74     | 0.02%             | 2032-03-22      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     221000 | PA      | $228897.66    | 0.05%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| WideOpenWest Finance LLC                                                         | WideOpenWest Finance LLC, Super Senior 2nd Out Term Loan                         | CUSIP: BL4794733<br>LEI: 54930045JY28O5B5WE54 | Long             | LON              | CORP              | US        |     164169 | PA      | $149803.99    | 0.03%             | 2028-12-11      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Rackspace Finance LLC                                                            | Rackspace Finance, LLC, First Lien First Out Term Loan                           | CUSIP: 75008UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      53477 | PA      | $54556.58     | 0.01%             | 2028-05-15      | Variable      | 10.11%                | No            | 2                  | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                   | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     241000 | PA      | $229871.75    | 0.05%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Windstream Services LLC                                                          | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     195000 | PA      | $199896.04    | 0.04%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Itau Unibanco Holding SA                                                         | Itau Unibanco Holding SA                                                         | CUSIP: P5968U113<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     196544 | NS      | $1404673.45   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                                         | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      85000 | PA      | $86808.97     | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                               | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     295000 | PA      | $277442.03    | 0.06%             | 2031-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Azorra Finance Ltd                                                               | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      50000 | PA      | $52795.95     | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV4                              | Bayview MSR Opportunity Master Fund Trust 2021-INV4                              | CUSIP: 07336GAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      71242 | PA      | $59075.34     | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| NatWest Group PLC                                                                | NatWest Group PLC                                                                | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     442000 | PA      | $468877.58    | 0.10%             | N/A             | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Olin Corp                                                                        | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     420000 | PA      | $416836.89    | 0.09%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     855000 | PA      | $785616.84    | 0.16%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     177000 | PA      | $177722.41    | 0.04%             | N/A             | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     240000 | PA      | $236450.74    | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2022-INV3                                             | CUSIP: 46593FAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     476790 | PA      | $414124.87    | 0.09%             | 2052-09-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Connect Holding II LLC                                                           | Connect Holding II LLC, Delayed Draw Term Loan                                   | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |     201000 | PA      | $175687.07    | 0.04%             | 2031-04-03      | Variable      | 3.74%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      45000 | PA      | $41265.50     | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Qnity Electronics Inc                                                            | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      55000 | PA      | $57010.33     | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Icon Parent Inc                                                                  | Instructure Holdings, Inc., Repriced Term Loan                                   | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     311365 | PA      | $312280.05    | 0.07%             | 2031-11-13      | Variable      | 6.44%                 | No            | 2                  | On Loan: No      |
| CIPHER COMPUTE LLC                                                               | CIPHER COMPUTE LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $274990.39    | 0.06%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     688000 | PA      | $788907.83    | 0.16%             | 2084-01-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Saudi Awwal Bank                                                                 | Saudi Awwal Bank                                                                 | CUSIP: YL5970378<br>LEI: 558600TQS0WENZUC5190 | Long             | DBT              | CORP              | SA        |     200000 | PA      | $202863.34    | 0.04%             | 2035-09-04      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     399288 | PA      | $394625.14    | 0.08%             | 2027-07-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Team Health Holdings Inc                                                         | Team Health Holdings Inc                                                         | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     466906 | PA      | $492585.83    | 0.10%             | 2028-06-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     240000 | PA      | $251940.24    | 0.05%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Anticimex Global AB                                                              | Anticimex International AB, Term Loan                                            | CUSIP: BL5276110<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |     276614 | PA      | $278343.13    | 0.06%             | 2031-11-21      | Variable      | 7.31%                 | No            | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                         | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $308396.70    | 0.06%             | N/A             | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| POLARIS NEWCO LLC                                                                | Polaris Newco LLC, Term Loan B                                                   | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-06-05      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| AMN Healthcare Inc                                                               | AMN Healthcare Inc                                                               | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300056.10    | 0.06%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| AECOM                                                                            | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     220000 | PA      | $225469.20    | 0.05%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                                             | Michaels Companies, Inc., Term Loan B                                            | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     174784 | PA      | $169424.73    | 0.04%             | 2028-04-17      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc                                                              | Elevance Health Inc                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       2959 | NS      | $1037277.45   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Aeroportuario del Pacifico SAB de CV                                       | Grupo Aeroportuario del Pacifico SAB de CV                                       | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |       1370 | NS      | $361173.10    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     300000 | PA      | $300494.70    | 0.06%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| CoreWeave Inc                                                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      70000 | PA      | $65084.08     | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     521000 | PA      | $611006.40    | 0.13%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower, LLC, First Lien Term Loan B                    | CUSIP: BL4814754<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |      48921 | PA      | $49053.84     | 0.01%             | 2030-10-15      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2021-PJ10                                    | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     266488 | PA      | $220977.01    | 0.05%             | 2052-03-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Chevron Corp                                                                     | Chevron Corp                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7444 | NS      | $1134540.04   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     141000 | PA      | $143294.32    | 0.03%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc                                                        | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     177000 | PA      | $186379.57    | 0.04%             | 2055-04-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                                  | Comision Ejecutiva Hidroelectrica del Rio Lempa                                  | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     200000 | PA      | $214500.00    | 0.04%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           | 2                  | On Loan: No      |
| Fertitta Entertainment LLC/NV                                                    | Fertitta Entertainment, LLC, Term Loan B                                         | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     173420 | PA      | $173577.56    | 0.04%             | 2029-01-29      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Allwyn Entertainment Financing US LLC                                            | Allwyn Entertainment Financing US LLC, Term Loan B                               | CUSIP: BL4981694<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      44378 | PA      | $42880.36     | 0.01%             | 2031-06-11      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                         | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |     200000 | PA      | $211271.60    | 0.04%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Waste Connections Inc                                                            | Waste Connections Inc                                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |        886 | NS      | $155368.96    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| First Student Bidco Inc                                                          | First Student Bidco Inc, Term Loan C                                             | CUSIP: BL5189594<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      17989 | PA      | $18060.31     | 0.00%             | 2030-08-15      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $100325.25    | 0.02%             | 2035-06-15      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PBF Holding Co LLC / PBF Finance Corp                                            | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $72012.29     | 0.02%             | 2030-03-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| 1261229 BC Ltd                                                                   | Bausch Health Companies Inc., Term Loan B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     286281 | PA      | $280341.81    | 0.06%             | 2030-10-08      | Variable      | 9.97%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       6116 | NS      | $1134640.32   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Mister Car Wash Holdings Inc                                                     | Mister Car Wash Holdings, Inc., Term Loan B                                      | CUSIP: 60646CAK3<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |      56221 | PA      | $56507.61     | 0.01%             | 2031-03-27      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $172138.43    | 0.04%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | Standard Chartered PLC                                                           | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     343000 | PA      | $356366.37    | 0.07%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Ameren Corp                                                                      | Ameren Corp                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       9577 | NS      | $956359.22    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| COBANK ACB                                                                       | CoBank ACB                                                                       | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |     325000 | PA      | $326169.68    | 0.07%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       7918 | NS      | $370641.58    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Fujitsu Ltd                                                                      | Fujitsu Ltd                                                                      | CUSIP: J15708159<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      21300 | NS      | $585385.86    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                                                     | Aspen Insurance Holdings Ltd                                                     | CUSIP: EP0607309<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |       4550 | NS      | $112703.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles Schwab Corp/The                                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       5891 | NS      | $588569.81    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Palo Alto Networks Inc                                                           | Palo Alto Networks Inc                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       3450 | NS      | $635490.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      44299 | NS      | $12043126.14  | 2.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     237762 | PA      | $202142.48    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                           | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     250000 | PA      | $255490.50    | 0.05%             | 2034-01-17      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      19362 | NS      | $3105664.80   | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Rockpoint Gas Storage Inc                                                        | Rockpoint Gas Storage Inc                                                        | CUSIP: 773915103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       1101 | NS      | $22460.38     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                 | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     177822 | PA      | $177995.27    | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                          | Aeropuerto Internacional de Tocumen SA                                           | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     200000 | PA      | $162600.00    | 0.03%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| International Business Machines Corp                                             | International Business Machines Corp                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       2275 | NS      | $673877.75    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $156361.50    | 0.03%             | 2032-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Amphenol Corp                                                                    | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       8528 | NS      | $1152473.92   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| GRAY TELEVISION INC                                                              | Gray Media Inc                                                                   | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     200000 | PA      | $155128.63    | 0.03%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Guatemala Government Bond                                                        | Guatemala Government Bond                                                        | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $209000.00    | 0.04%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ASURION LLC/ASURION CO                                                           | ASURION LLC/ASURION CO                                                           | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $140077.54    | 0.03%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| BP PLC                                                                           | BP PLC                                                                           | CUSIP: G12793108<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      95975 | NS      | $559722.66    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Cinemark USA Inc                                                                 | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     285000 | PA      | $295745.07    | 0.06%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| 1261229 BC Ltd                                                                   | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     200000 | PA      | $208003.38    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Short            | RA               | CORP              | CA        |  -13753000 | PA      | $-13753000.00 | -2.87%            |  |  |  | No            | N/A                | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     365000 | PA      | $386649.02    | 0.08%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                                               | Koninklijke KPN NV                                                               | CUSIP: N4297B146<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     125119 | NS      | $584645.58    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Poland Government International Bond                                 | Republic of Poland Government International Bond                                 | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     100000 | PA      | $103664.84    | 0.02%             | 2035-02-12      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                              | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     205000 | PA      | $207468.87    | 0.04%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Kering SA                                                                        | Kering SA                                                                        | CUSIP: F5433L103<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       2432 | NS      | $849832.40    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                             | Petronas Capital Ltd                                                             | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     205000 | PA      | $139289.04    | 0.03%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2022-2 Trust                              | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     161932 | PA      | $134074.83    | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     165000 | PA      | $167755.54    | 0.04%             | 2030-05-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $196091.10    | 0.04%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | Kosmos Energy Ltd                                                                | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     200000 | PA      | $135123.56    | 0.03%             | 2028-03-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Zegona Finance PLC                                                               | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     233000 | PA      | $247138.91    | 0.05%             | 2029-07-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International Inc                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      11354 | NS      | $2215051.86   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International Inc                                                      | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42529.33     | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     555000 | PA      | $560376.56    | 0.12%             | 2045-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Yapi ve Kredi Bankasi AS                                                         | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 984848AR2<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $213259.60    | 0.04%             | 2034-01-17      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                         | Israel Electric Corp Ltd                                                         | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $197563.11    | 0.04%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: J44497105<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     199200 | NS      | $3161517.30   | 0.66%             |  |  |  | No            | 2                  | On Loan: No      |
| Minerva Luxembourg SA                                                            | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $218429.40    | 0.05%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      52885 | NS      | $4928882.00   | 1.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      15810 | NS      | $4948530.00   | 1.03%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     499000 | PA      | $547527.25    | 0.11%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Windfall Mining Group Inc / Groupe Minier Windfall Inc                           | Windfall Mining Group Inc / Groupe Minier Windfall Inc                           | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $208881.79    | 0.04%             | 2032-05-13      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| TRICORBRAUN HOLDINGS INC                                                         | TricorBraun Holdings, Inc., Term Loan                                            | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |     139628 | PA      | $135562.11    | 0.03%             | 2031-03-03      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                          | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     480000 | PA      | $456791.37    | 0.10%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Smurfit WestRock PLC                                                             | Smurfit WestRock PLC                                                             | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | US        |      74845 | NS      | $2894256.15   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Ardonagh Finco Ltd                                                               | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     450000 | PA      | $471759.66    | 0.10%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     160000 | PA      | $165152.50    | 0.03%             | 2031-04-23      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| AltaGas Ltd                                                                      | AltaGas Ltd                                                                      | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               | CORP              | CA        |       5245 | NS      | $159923.68    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       3715 | NS      | $2128212.05   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Dominican Republic International Bond                                            | Dominican Republic International Bond                                            | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     200000 | PA      | $200340.00    | 0.04%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Transmontaigne Operating Co LP                                                   | TransMontaigne Operating Company L.P., Term Loan B                               | CUSIP: 89376WAH1<br>LEI: 549300V4T155OZCUJ734 | Long             | LON              | CORP              | US        |      86046 | PA      | $86763.22     | 0.02%             | 2028-11-17      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government International Bond                           | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $170578.53    | 0.04%             | 2044-07-24      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       4347 | NS      | $1524536.37   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      75000 | PA      | $70165.69     | 0.01%             | 2050-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                               | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     403000 | PA      | $419632.62    | 0.09%             | N/A             | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic International Bond                                            | CUSIP: EK2424217<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     125000 | PA      | $137806.25    | 0.03%             | 2044-04-30      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     270088 | PA      | $268539.73    | 0.06%             | 2034-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $153013.15    | 0.03%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     366848 | PA      | $404889.09    | 0.08%             | 2032-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     150000 | PA      | $158539.43    | 0.03%             | 2054-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     285000 | PA      | $50361.32     | 0.01%             | 2027-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     794000 | PA      | $832524.19    | 0.17%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902LWB004<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     300000 | PA      | $102000.00    | 0.02%             | 2172-02-21      | Fixed         | 6.38%                 | No            | 3                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      11750 | NS      | $307027.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     195000 | PA      | $194851.68    | 0.04%             | 2030-10-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Wand NewCo 3 Inc                                                                 | Wand NewCo 3, Inc., Repriced Term Loan B                                         | CUSIP: BL4939163<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     351202 | PA      | $351971.27    | 0.07%             | 2031-01-30      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Limak Cimento Sanayi ve Ticaret AS                                               | Limak Cimento Sanayi ve Ticaret AS                                               | CUSIP: 53263AAA6<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $201683.53    | 0.04%             | 2029-07-25      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        455 | NS      | $131367.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Trinidad Generation UnLtd                                                        | Trinidad Generation UnLtd                                                        | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     200000 | PA      | $207250.00    | 0.04%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Nintendo Co Ltd                                                                  | Nintendo Co Ltd                                                                  | CUSIP: J51699106<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      26010 | NS      | $1756052.50   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                      | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $253741.40    | 0.05%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1173607 | PA      | $1190518.10   | 0.25%             | 2054-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                            | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $205391.33    | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Invenergy Thermal Operating I LLC                                                | Invenergy Thermal Operating I LLC, Term Loan B                                   | CUSIP: 46123UAP3<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |      74488 | PA      | $74971.92     | 0.02%             | 2032-05-06      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                                                                 | Novo Nordisk A/S                                                                 | CUSIP: K72807132<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      14542 | NS      | $737547.82    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     351000 | PA      | $364728.02    | 0.08%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     225000 | PA      | $220721.15    | 0.05%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2022-INV1 Trust                           | CUSIP: 95003NAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     114056 | PA      | $99100.49     | 0.02%             | 2052-03-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     473000 | PA      | $527867.05    | 0.11%             | N/A             | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Rheinmetall AG                                                                   | Rheinmetall AG                                                                   | CUSIP: D65111102<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       1689 | NS      | $3081401.19   | 0.64%             |  |  |  | No            | 2                  | On Loan: No      |
| Turk Telekomunikasyon AS                                                         | Turk Telekomunikasyon AS                                                         | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     225000 | PA      | $229914.00    | 0.05%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                            | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $211618.59    | 0.04%             | 2032-07-17      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       6877 | NS      | $249291.25    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      11348 | NS      | $722981.08    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Capital Group Inc                                                         | Encore Capital Group Inc                                                         | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     180000 | PA      | $180898.76    | 0.04%             | 2031-04-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       1413 | NS      | $98811.09     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Pye-Barker Fire & Safety LLC                                                     | Pye-Barker Fire & Safety, LLC, Delayed Draw Term Loan                            | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |      17160 | PA      | $17286.90     | 0.00%             | 2032-12-16      | Variable      | 1.25%                 | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                            | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     225000 | PA      | $230039.33    | 0.05%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Eaton Corp PLC                                                                   | Eaton Corp PLC                                                                   | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |       9043 | NS      | $2880285.93   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| CONAIR HOLDINGS LLC                                                              | Conair Holdings, LLC, Term Loan B                                                | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |      65434 | PA      | $34434.55     | 0.01%             | 2028-05-17      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Savor Acquisition Inc                                                            | Sauer Brands Inc, Term Loan B                                                    | CUSIP: BL4989473<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |      91151 | PA      | $91644.44     | 0.02%             | 2032-02-19      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $226358.78    | 0.05%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings, LLC, Term Loan B5                                                  | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      27753 | PA      | $24323.55     | 0.01%             | 2027-04-15      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty Group, LLC, Term Loan B                                           | CUSIP: BL4755205<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |     266206 | PA      | $267011.50    | 0.06%             | 2031-09-15      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp                                                                    | M&T Bank Corp                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       3150 | NS      | $634662.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $515343.40    | 0.11%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| PG&E Corp                                                                        | PG&E Corp                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      11366 | NS      | $182651.62    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| El Salvador Government International Bond                                        | El Salvador Government International Bond                                        | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     150000 | PA      | $171375.00    | 0.04%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     105000 | PA      | $105250.20    | 0.02%             | 2030-06-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                   | CUSIP: Q26915100<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       9044 | NS      | $965347.70    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC, Term Loan B                                         | CUSIP: BL5184058<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     279300 | PA      | $281088.92    | 0.06%             | 2032-08-20      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Getlink SE                                                                       | Getlink SE                                                                       | CUSIP: F4R053105<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |      12786 | NS      | $236017.22    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| QXO Building Products Inc                                                        | QXO Inc, Term Loan B                                                             | CUSIP: BL5277530<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |      68000 | PA      | $68320.96     | 0.01%             | 2032-04-30      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Fortress Intermediate 3 Inc                                                      | Fortress Intermediate 3, Inc, Term Loan B                                        | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |      98012 | PA      | $98227.00     | 0.02%             | 2031-06-27      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      89000 | PA      | $82315.16     | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638CZ3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     250000 | PA      | $74072.85     | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| SBL HOLDINGS INC                                                                 | SBL Holdings Inc                                                                 | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     600000 | PA      | $611999.40    | 0.13%             | N/A             | Fixed         | 9.51%                 | Yes           | 2                  | On Loan: No      |
| Fiesta Purchaser Inc                                                             | Fiesta Purchaser, Inc., Repriced Term Loan                                       | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      89287 | PA      | $89363.71     | 0.02%             | 2031-02-12      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Kaman Corp                                                                       | Kaman Corporation, Delayed Draw Term Loan                                        | CUSIP: BL4985513<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |      49547 | PA      | $49807.48     | 0.01%             | 2032-02-26      | Variable      | 3.93%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies Inc                                                           | Lumen Technologies, Inc., Extended Term Loan B1                                  | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     106727 | PA      | $106319.98    | 0.02%             | 2029-04-16      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| iHeartCommunications Inc                                                         | iHeartCommunications Inc, Term Loan                                              | CUSIP: BL4912756<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     103738 | PA      | $95253.82     | 0.02%             | 2029-05-01      | Variable      | 10.21%                | No            | 2                  | On Loan: No      |
| IDACORP Inc                                                                      | IDACORP Inc                                                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |        659 | NS      | $83403.04     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MALAYSIA GOVERNMENT                                                              | Malaysia Government Bond                                                         | CUSIP: EK9244469<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     400000 | PA      | $104267.73    | 0.02%             | 2035-05-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $212341.76    | 0.04%             | 2084-05-26      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| Trucordia Insurance Holdings LLC                                                 | Trucordia Insurance Holdings LLC, Term Loan B                                    | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |     169575 | PA      | $168727.13    | 0.04%             | 2032-06-17      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| X Corp                                                                           | X Corp., Term Loan                                                               | CUSIP: BL5004546<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     310000 | PA      | $309500.90    | 0.06%             | 2029-10-29      | Variable      | 9.50%                 | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                                                      | Cie Financiere Richemont SA                                                      | CUSIP: H25662182<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       8376 | NS      | $1806292.06   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Linde PLC                                                                        | Linde PLC                                                                        | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |      10358 | NS      | $4416547.62   | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Barbados Government International Bond                                           | Barbados Government International Bond                                           | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     150000 | PA      | $157650.00    | 0.03%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Kaman Corp                                                                       | Kaman Corporation, Term Loan B                                                   | CUSIP: BL4985539<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     523926 | PA      | $526678.84    | 0.11%             | 2032-02-26      | Variable      | 6.43%                 | No            | 2                  | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77115.70     | 0.02%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Motion Finco Sarl                                                                | Motion Finco Sarl                                                                | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $269403.36    | 0.06%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Clean Harbors Inc                                                                | Clean Harbors Inc                                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     105000 | PA      | $107709.42    | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Dechra Finance US LLC                                                            | Dechra Pharmaceuticals Holdings Ltd, Term Loan B                                 | CUSIP: BL4814887<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      61690 | PA      | $62220.23     | 0.01%             | 2032-01-27      | Variable      | 7.45%                 | No            | 2                  | On Loan: No      |
| Filtration Group Corp                                                            | Filtration Group Corporation, Term Loan                                          | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     109880 | PA      | $110600.54    | 0.02%             | 2028-10-23      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2015-GC29                                    | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52138 | PA      | $50489.26     | 0.01%             | 2048-04-10      | Variable      | 3.76%                 | No            | 2                  | On Loan: No      |
| ZIFF DAVIS INC                                                                   | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     240000 | PA      | $227941.20    | 0.05%             | 2030-10-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149986.73    | 0.03%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Hitachi Ltd                                                                      | Hitachi Ltd                                                                      | CUSIP: J20454112<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     131400 | NS      | $4120909.67   | 0.86%             |  |  |  | No            | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LL                                                   | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     284250 | PA      | $283416.66    | 0.06%             | 2048-07-25      | Fixed         | 4.33%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1276618 | PA      | $1097300.33   | 0.23%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| DaVita Inc                                                                       | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     300000 | PA      | $312289.80    | 0.07%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply, LLC, Incremental Term Loan B                                | CUSIP: BL4858959<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     648076 | PA      | $651922.27    | 0.14%             | 2031-12-15      | Variable      | 6.35%                 | No            | 2                  | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC Energy Group Inc                                                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       5743 | NS      | $605656.78    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Reworld Holding Corp                                                             | Reworld Holding Corp, Term Loan B1                                               | CUSIP: 22282GAS6<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     120430 | PA      | $120681.21    | 0.03%             | 2031-01-15      | Variable      | 5.98%                 | No            | 2                  | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                           | Eskom Holdings                                                                   | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     250000 | PA      | $268023.94    | 0.06%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           | 2                  | On Loan: No      |
| XPLOR T1 LLC                                                                     | XPLOR T1 LLC, Term Loan                                                          | CUSIP: 98423DAF1<br>LEI: 254900GF3CVSREM2EJ05 | Long             | LON              | CORP              | US        |     118800 | PA      | $119097.00    | 0.02%             | 2032-12-01      | Variable      | 7.29%                 | No            | 2                  | On Loan: No      |
| American International Group Inc                                                 | American International Group Inc                                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       7432 | NS      | $635807.60    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2021-2 Trust                              | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     104437 | PA      | $86731.57     | 0.02%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Gray Media Inc                                                                   | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     210000 | PA      | $214584.05    | 0.04%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: E11805103<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     156948 | NS      | $3681560.41   | 0.77%             |  |  |  | No            | 2                  | On Loan: No      |
| Booking Holdings Inc                                                             | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        105 | NS      | $562309.65    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                            | Houston Galleria Mall Trust 2025-HGLR                                            | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $259496.00    | 0.05%             | 2045-02-05      | Variable      | 5.46%                 | Yes           | 2                  | On Loan: No      |
| HRT DNT / HRT DNT FIN                                                            | Heartland Dental LLC / Heartland Dental Finance Corp                             | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      42000 | PA      | $44038.34     | 0.01%             | 2028-04-30      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $299788.42    | 0.06%             | 2029-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF POLAND                                                               | Republic of Poland Government International Bond                                 | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      90000 | PA      | $86365.24     | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     430000 | PA      | $475119.27    | 0.10%             | 2028-07-20      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202553.93    | 0.04%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | Clydesdale Acquisition Holdings Inc, Term Loan B                                 | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     118367 | PA      | $118408.84    | 0.02%             | 2032-03-29      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp                         | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     310000 | PA      | $325428.57    | 0.07%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     235000 | PA      | $246860.16    | 0.05%             | 2030-10-31      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Conga Corp                                                                       | Apttus Corporation, Term Loan B                                                  | CUSIP: 03835XAD4<br>LEI: 254900VOVRKNFQ3GHG43 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-05-08      | Variable      | 7.34%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       1984 | NS      | $760506.88    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Garda World Security Corp                                                        | Garda World Security Corporation, Term Loan B                                    | CUSIP: BL4987857<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |     291963 | PA      | $293569.14    | 0.06%             | 2029-02-01      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                         | CUSIP: F7629A107<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |       5332 | NS      | $140068.10    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $216875.04    | 0.05%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           | 2                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      18675 | NS      | $473971.50    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| EssilorLuxottica SA                                                              | EssilorLuxottica SA                                                              | CUSIP: F31665106<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       2367 | NS      | $748440.20    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     394725 | PA      | $403043.45    | 0.08%             | 2029-04-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                          | Sri Lanka Government International Bond                                          | CUSIP: YS0724148<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      79065 | PA      | $72048.80     | 0.02%             | 2038-02-15      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC, Term Loan B                                         | CUSIP: BL5133873<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     105000 | PA      | $105984.90    | 0.02%             | 2032-09-13      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Farm Credit Bank of Texas                                                        | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |     152000 | PA      | $159105.39    | 0.03%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      80000 | PA      | $83923.85     | 0.02%             | 2055-03-10      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Boost Newco Borrower LLC                                                         | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      75000 | PA      | $79713.75     | 0.02%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     314000 | PA      | $334790.57    | 0.07%             | 2084-11-26      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Leia Finco US LLC                                                                | Darktrace PLC, First Lien Term Loan                                              | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     272688 | PA      | $274028.39    | 0.06%             | 2031-10-09      | Variable      | 7.19%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                              | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |       4923 | NS      | $96441.57     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Gulfside Supply Inc                                                              | Gulfside Supply Inc, Term Loan B                                                 | CUSIP: 40273UAE9<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |      44444 | PA      | $43916.89     | 0.01%             | 2031-06-17      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Copart Inc                                                                       | Copart Inc                                                                       | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       9000 | NS      | $352350.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Solstice Advanced Materials Inc                                                  | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50439.70     | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| LD Celulose International GmbH                                                   | LD Celulose International GmbH                                                   | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $208362.13    | 0.04%             | 2032-01-26      | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156052.80    | 0.03%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Chord Energy Corp                                                                | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      85000 | PA      | $86042.36     | 0.02%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     150000 | PA      | $158298.03    | 0.03%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                                         | Magyar Export-Import Bank Zrt                                                    | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $205631.76    | 0.04%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     714402 | PA      | $719746.60    | 0.15%             | 2027-10-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76375.83     | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     783356 | PA      | $746664.38    | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WALTER INVESTMENT MGMT                                                           | Ditech Holding Corporation, Term Loan                                            | CUSIP: 93317CAL0<br>LEI: Z4TM9IUZR644E7BFXU45 | Long             | LON              | CORP              | US        |     167886 | PA      | $16.79        | 0.00%             | 2027-06-30      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     529000 | PA      | $546132.19    | 0.11%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     250000 | PA      | $246500.00    | 0.05%             | 2035-09-22      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Stonepeak Nile Parent LLC                                                        | Stonepeak Nile Parent LLC, Term Loan B                                           | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |     156000 | PA      | $156195.00    | 0.03%             | 2032-04-09      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Azorra Finance Ltd                                                               | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     150000 | PA      | $157174.85    | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Open Text Corp                                                                   | Open Text Corporation, Term Loan B                                               | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |          0 | PA      | $0.00         | 0.00%             | 2030-01-31      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2022-LTV2                                             | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     115070 | PA      | $103724.49    | 0.02%             | 2052-09-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Danaher Corp                                                                     | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       5576 | NS      | $1276457.92   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Signia Aerospace LLC                                                             | Air Comm Corporation, LLC, Delayed Draw Term Loan                                | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       2885 | PA      | $2898.84      | 0.00%             | 2031-12-11      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| RWE AG                                                                           | RWE AG                                                                           | CUSIP: D6629K109<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      28725 | NS      | $1522047.15   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Chariot Buyer LLC                                                                | Chamberlain Group Inc, Term Loan B                                               | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     284964 | PA      | $285884.46    | 0.06%             | 2032-09-08      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     398363 | PA      | $402270.39    | 0.08%             | 2029-10-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Indika Energy Tbk PT                                                             | Indika Energy Tbk PT                                                             | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $197891.62    | 0.04%             | 2029-05-07      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| PBF HOLDING CO LLC                                                               | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $385215.32    | 0.08%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XFSL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     750059 | PA      | $642841.85    | 0.13%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Avient Corp                                                                      | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     420000 | PA      | $431699.94    | 0.09%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Qnity Electronics Inc                                                            | Qnity Electronics Inc                                                            | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       2951 | NS      | $240949.15    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $493127.60    | 0.10%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      39621 | NS      | $4414175.61   | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF SENEGAL                                                              | Senegal Government International Bond                                            | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     200000 | PA      | $107288.99    | 0.02%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      95000 | PA      | $101408.23    | 0.02%             | 2054-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      90000 | PA      | $92210.95     | 0.02%             | 2035-07-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| GAINWELL ACQUISITION COR                                                         | Gainwell Acquisition Corp., Term Loan B                                          | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     228239 | PA      | $224644.53    | 0.05%             | 2027-10-01      | Variable      | 7.77%                 | No            | 2                  | On Loan: No      |
| SCRIPPS ESCROW II INC                                                            | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $151822.90    | 0.03%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Auckland International Airport Ltd                                               | Auckland International Airport Ltd                                               | CUSIP: Q06213146<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |      64469 | NS      | $309193.16    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                                         | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: BR3458824<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     298480 | PA      | $228764.03    | 0.05%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| CDI ESCROW ISSUER INC                                                            | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     460000 | PA      | $464479.94    | 0.10%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2022-2                                                  | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1068748 | PA      | $927947.89    | 0.19%             | 2052-08-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Crown Finance US Inc                                                             | Crown Finance US, Inc., Term Loan B                                              | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     611835 | PA      | $604569.89    | 0.13%             | 2031-12-02      | Variable      | 8.34%                 | No            | 2                  | On Loan: No      |
| Walt Disney Co/The                                                               | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      13685 | NS      | $1556942.45   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |       6142 | NS      | $900294.36    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Operations Co LLC                                                         | Vistra Operations Company LLC, First Lien Term Loan B3                           | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |       2819 | PA      | $2836.81      | 0.00%             | 2030-12-20      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| SPIN HOLDCO INC                                                                  | Spin Holdco Inc., Term Loan                                                      | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     291654 | PA      | $226396.47    | 0.05%             | 2028-03-06      | Variable      | 8.02%                 | No            | 2                  | On Loan: No      |
| Uruguay Government International Bond                                            | Uruguay Government International Bond                                            | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     175000 | PA      | $181833.75    | 0.04%             | 2037-02-14      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| Baiterek National Managing Holding JSC                                           | Baiterek National Managing Holding JSC                                           | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | CORP              | KZ        |     200000 | PA      | $202893.83    | 0.04%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           | 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: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     200000 | PA      | $204555.00    | 0.04%             | 2031-01-30      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Mondelez International Inc                                                       | Mondelez International Inc                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      14982 | NS      | $806481.06    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| COBANK ACB                                                                       | CoBank ACB                                                                       | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |     445000 | PA      | $446265.14    | 0.09%             | N/A             | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Redeia Corp SA                                                                   | Redeia Corp SA                                                                   | CUSIP: E42807110<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |       5103 | NS      | $90970.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NVR Inc                                                                          | NVR Inc                                                                          | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         73 | NS      | $532372.21    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     105000 | PA      | $100598.48    | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     225000 | PA      | $229454.78    | 0.05%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Berkshire Hathaway Inc                                                           | Berkshire Hathaway Inc                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       2482 | NS      | $1247577.30   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| IMOLA MERGER CORP                                                                | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $296105.93    | 0.06%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Life Time Inc                                                                    | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     120000 | PA      | $122941.32    | 0.03%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      11775 | NS      | $299909.25    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2397972 | PA      | $2438013.08   | 0.51%             | 2053-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     908748 | PA      | $909865.57    | 0.19%             | 2053-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Phinia Inc                                                                       | Phinia Inc                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     255000 | PA      | $264038.45    | 0.06%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Canadian Pacific Kansas City Ltd                                                 | Canadian Pacific Kansas City Ltd                                                 | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        586 | NS      | $43147.18     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                               | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     229000 | PA      | $241529.74    | 0.05%             | N/A             | Fixed         | 7.76%                 | No            | 2                  | On Loan: No      |
| Mineral Resources Ltd                                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     285000 | PA      | $299107.59    | 0.06%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $722359.96    | 0.15%             | N/A             | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction & Development                                   | European Bank for Reconstruction & Development                                   | CUSIP: BR9632133<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   12500000 | PA      | $138984.53    | 0.03%             | 2027-10-26      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                          | Sri Lanka Government International Bond                                          | CUSIP: YS0764847<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      56938 | PA      | $43272.88     | 0.01%             | 2035-06-15      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| CenterPoint Energy Inc                                                           | CenterPoint Energy Inc                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      12778 | NS      | $489908.52    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       5200 | NS      | $606788.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                                               | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     120000 | PA      | $115172.52    | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $883100.80    | 0.18%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Alera Group Intermediate Holdings Inc                                            | Alera Group, Inc., Term Loan                                                     | CUSIP: BL5098530<br>LEI: 549300BPCKH0Q3R2H875 | Long             | LON              | CORP              | US        |     209475 | PA      | $210720.33    | 0.04%             | 2032-05-28      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Avalara Inc                                                                      | Avalara, Inc, Term Loan                                                          | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |     149251 | PA      | $150069.58    | 0.03%             | 2032-03-29      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                     | Synopsys Inc                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       1000 | NS      | $469720.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ENSTAR FINANCE LLC                                                               | Enstar Finance LLC                                                               | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     235000 | PA      | $231446.92    | 0.05%             | 2042-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Phoenix Group Holdings PLC                                                       | Phoenix Group Holdings PLC                                                       | CUSIP: YX5563508<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $213651.20    | 0.04%             | N/A             | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                            | CUSIP: YM2197288<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     225000 | PA      | $274892.50    | 0.06%             | 2031-08-17      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $209263.60    | 0.04%             | N/A             | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| Verus Securitization Trust 2025-12                                               | Verus Securitization Trust 2025-12                                               | CUSIP: 92490FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     150000 | PA      | $151035.95    | 0.03%             | 2070-12-25      | Variable      | 5.76%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     255000 | PA      | $250816.57    | 0.05%             | 2050-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       4924 | NS      | $361914.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     270000 | PA      | $270461.36    | 0.06%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148BAC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     179000 | PA      | $179347.80    | 0.04%             | N/A             | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     294000 | PA      | $294515.68    | 0.06%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| AMER AGCREDIT ACA                                                                | American AgCredit Corp                                                           | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $298900.00    | 0.06%             | N/A             | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Amentum Holdings Inc                                                             | Amentum Government Services Holdings LLC, Term Loan B                            | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      68335 | PA      | $68612.57     | 0.01%             | 2031-09-29      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| PennyMac Financial Services Inc                                                  | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     300000 | PA      | $315368.70    | 0.07%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Fair Isaac Corp                                                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     165000 | PA      | $169479.26    | 0.04%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Corebridge Financial Inc                                                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     162000 | PA      | $166483.41    | 0.03%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Aragorn Parent Corp                                                              | Aragorn Parent Corporation, Repriced Term Loan B                                 | CUSIP: 37610GAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      68963 | PA      | $69530.82     | 0.01%             | 2028-12-15      | Variable      | 7.22%                 | No            | 2                  | On Loan: No      |
| Roche Holding AG                                                                 | Roche Holding AG                                                                 | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       3156 | NS      | $1303333.80   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX 2022-INV5 Trust                                                              | CUSIP: 67448JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     267884 | PA      | $247760.40    | 0.05%             | 2052-10-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                     | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     393000 | PA      | $403504.91    | 0.08%             | 2048-03-27      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       4206 | NS      | $106201.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Iberdrola SA                                                                     | Iberdrola SA                                                                     | CUSIP: E6165F166<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      98161 | NS      | $2125518.42   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                                              | Ford Credit Auto Owner Trust 2024-D                                              | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     306000 | PA      | $309365.72    | 0.06%             | 2029-08-15      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       3458 | NS      | $732853.94    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM China Holdings Ltd                                                           | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $211677.29    | 0.04%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| RR Donnelley & Sons Co                                                           | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     400000 | PA      | $412200.00    | 0.09%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     480000 | PA      | $505584.48    | 0.11%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                    | CUSIP: T9T23L642<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |       3557 | NS      | $294614.54    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Interstate Power and Light Co                                                    | Interstate Power and Light Co                                                    | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156106.79    | 0.03%             | 2035-06-29      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     345000 | PA      | $335075.42    | 0.07%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     771000 | PA      | $834087.08    | 0.17%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Masterbrand Inc                                                                  | Masterbrand Inc                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     180000 | PA      | $186485.40    | 0.04%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2022-4                                                       | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     162645 | PA      | $146812.34    | 0.03%             | 2052-06-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| IRB Infrastructure Developers Ltd                                                | IRB Infrastructure Developers Ltd                                                | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $206403.34    | 0.04%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           | 2                  | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                            | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42808.16     | 0.01%             | 2032-03-24      | Fixed         | 3.62%                 | 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              | N/A       |     105000 | PA      | $109600.05    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     465000 | PA      | $456935.16    | 0.10%             | 2055-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Apple Bidco LLC                                                                  | KKR Apple Bidco, LLC, Term Loan                                                  | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |     289152 | PA      | $290969.52    | 0.06%             | 2031-09-23      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc., Term Loan B1                                         | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     243763 | PA      | $241934.40    | 0.05%             | 2031-02-06      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       2425 | NS      | $51555.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Heineken NV                                                                      | Heineken NV                                                                      | CUSIP: N39427211<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |       6362 | NS      | $524908.99    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco del Estado de Chile                                                        | Banco del Estado de Chile                                                        | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $212000.00    | 0.04%             | N/A             | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     345000 | PA      | $348091.09    | 0.07%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| BANCO NACIONAL COM EXT                                                           | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $196286.04    | 0.04%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     144600 | PA      | $143130.46    | 0.03%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     300000 | PA      | $306983.40    | 0.06%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Scientific Games Holdings LP                                                     | Scientific Games Holdings LP, Term Loan B                                        | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |     137888 | PA      | $135648.44    | 0.03%             | 2029-04-04      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1092000 | PA      | $1237013.23   | 0.26%             | N/A             | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Paraguay Government International Bond                                           | Paraguay Government International Bond                                           | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $214298.39    | 0.04%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                                           | iShares Core MSCI Emerging Markets ETF                                           | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |     364718 | NS      | $24516343.96  | 5.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Unilever PLC                                                                     | Unilever PLC                                                                     | CUSIP: G92087348<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      12877 | NS      | $841347.25    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| AIR CANADA                                                                       | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $149285.10    | 0.03%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Ferrellgas LP / Ferrellgas Finance Corp                                          | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $102993.76    | 0.02%             | 2031-01-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      22343 | NS      | $1228865.00   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     710914 | PA      | $642128.60    | 0.13%             | 2043-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     243000 | PA      | $265219.92    | 0.06%             | 2032-01-15      | Fixed         | 10.88%                | Yes           | 2                  | On Loan: No      |
| ProAmpac PG Borrower LLC                                                         | Proampac PG Borrower LLC, Term Loan                                              | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |      93104 | PA      | $93413.70     | 0.02%             | 2028-09-15      | Variable      | 7.89%                 | No            | 2                  | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                                                          | Superior Plus LP / Superior General Partner Inc                                  | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     250000 | PA      | $244039.60    | 0.05%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Univision Communications Inc                                                     | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     300000 | PA      | $313388.70    | 0.07%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     185000 | PA      | $190118.98    | 0.04%             | 2029-09-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Entergy Corp                                                                     | Entergy Corp                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      11653 | NS      | $1077086.79   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Belron Finance 2019 LLC                                                          | Belron Finance LLC, Repriced Term Loan B                                         | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     118504 | PA      | $119319.22    | 0.02%             | 2031-10-16      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     195000 | PA      | $202429.21    | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| NatWest Group PLC                                                                | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     882000 | PA      | $992374.36    | 0.21%             | N/A             | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Casey's General Stores Inc                                                       | Casey's General Stores Inc                                                       | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |        825 | NS      | $455985.75    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     115000 | PA      | $124516.37    | 0.03%             | 2054-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                          | Sri Lanka Government International Bond                                          | CUSIP: YS0721615<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     129323 | PA      | $111142.32    | 0.02%             | 2033-03-15      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| Numericable US LLC                                                               | Altice France S.A., Term Loan B11                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      84302 | PA      | $83500.65     | 0.02%             | 2028-04-28      | Variable      | 8.11%                 | No            | 2                  | On Loan: No      |
| Camelot US Acquisition LLC                                                       | Camelot U.S. Acquisition LLC, Term Loan B                                        | CUSIP: BL4573418<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     140125 | PA      | $138528.03    | 0.03%             | 2031-01-31      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     274000 | PA      | $281930.38    | 0.06%             | 2085-11-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| United Airlines Inc                                                              | United Airlines, Inc., First Lien Term Loan B                                    | CUSIP: BL4795243<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |      97627 | PA      | $98206.53     | 0.02%             | 2031-02-24      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      54000 | PA      | $54019.34     | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                    | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     270000 | PA      | $269526.22    | 0.06%             | N/A             | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     240766 | PA      | $235928.02    | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       1413 | NS      | $225006.12    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     453000 | PA      | $477412.17    | 0.10%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        950 | NS      | $274417.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     145000 | PA      | $148423.51    | 0.03%             | 2035-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| McAfee Corp                                                                      | McAfee, LLC, First Lien Term Loan B                                              | CUSIP: BL4883627<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     423462 | PA      | $392182.94    | 0.08%             | 2029-03-01      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| Invenergy Thermal Operating I LLC                                                | Invenergy Thermal Operating I LLC, Term Loan C                                   | CUSIP: 46123UAQ1<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |       4688 | PA      | $4717.97      | 0.00%             | 2032-05-06      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                            | GENMAB A/S/GENMAB FIN                                                            | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      80000 | PA      | $84032.95     | 0.02%             | 2033-12-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $188249.37    | 0.04%             | 2027-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38383DQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     249815 | PA      | $184595.44    | 0.04%             | 2051-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Sinclair Television Group Inc                                                    | Sinclair Television Group Inc., Term Loan B6                                     | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |      51870 | PA      | $47629.32     | 0.01%             | 2029-12-31      | Variable      | 7.40%                 | No            | 2                  | On Loan: No      |
| Synechron Inc                                                                    | Synechron Inc, Term Loan B                                                       | CUSIP: BL4760759<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |     106375 | PA      | $106109.06    | 0.02%             | 2031-10-03      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust Inc                                                      | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62586.48     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     262000 | PA      | $279707.40    | 0.06%             | 2054-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| McGraw-Hill Education Inc                                                        | McGraw-Hill Global Education Holdings, LLC, First Lien Term Loan B               | CUSIP: 58063DAG8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |      67865 | PA      | $68526.14     | 0.01%             | 2031-08-06      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Cubic Corp                                                                       | Cubic Corp                                                                       | CUSIP: 04921TAS3<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-05-01      | Variable      | 4.94%                 | No            | 2                  | On Loan: No      |
| Alterra Mountain Co                                                              | Alterra Mountain Company, Term Loan B9                                           | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     191238 | PA      | $192194.09    | 0.04%             | 2028-08-17      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                         | Comision Federal de Electricidad                                                 | CUSIP: 200447AE0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $189595.42    | 0.04%             | 2045-06-16      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                              | CUSIP: YQ0344297<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   30000000 | PA      | $58098.63     | 0.01%             | 2026-06-11      | Fixed         | 13.75%                | No            | 2                  | On Loan: No      |
| Creative Artists Agency LLC                                                      | Creative Artists Agency, LLC , Repriced Term Loan B                              | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     122235 | PA      | $122845.80    | 0.03%             | 2031-10-01      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Trans Union LLC                                                                  | Trans Union, LLC, Term Loan B8                                                   | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      71190 | PA      | $71439.90     | 0.01%             | 2031-06-24      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     165000 | PA      | $170014.85    | 0.04%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Wynnton Funding Trust II                                                         | Wynnton Funding Trust II                                                         | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $90549.48     | 0.02%             | 2055-08-15      | Fixed         | 5.99%                 | Yes           | 2                  | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                           | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     102000 | PA      | $105247.27    | 0.02%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Marcel Bidco LLC                                                                 | Marcel LUX IV SARL, Repriced Term Loan                                           | CUSIP: L6257FAP5<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |      39602 | PA      | $39849.01     | 0.01%             | 2030-11-13      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| First Citizens BancShares Inc/NC                                                 | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     163000 | PA      | $166664.08    | 0.03%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     770646 | PA      | $793575.90    | 0.17%             | 2028-10-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Trust 2401                                                                       | Trust 2401                                                                       | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     200000 | PA      | $197000.00    | 0.04%             | 2030-01-15      | Fixed         | 4.87%                 | Yes           | 2                  | On Loan: No      |
| Panama Government International Bond                                             | Panama Government International Bond                                             | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $233520.00    | 0.05%             | 2038-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| International Container Terminal Services Inc                                    | International Container Terminal Services Inc                                    | CUSIP: Y41157101<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |      14316 | NS      | $137380.09    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     350000 | PA      | $303100.00    | 0.06%             | 2031-04-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Nestle SA                                                                        | Nestle SA                                                                        | CUSIP: H57312649<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       3132 | NS      | $310879.56    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     300000 | PA      | $307295.27    | 0.06%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $50606.25     | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     636000 | PA      | $666423.63    | 0.14%             | 2055-03-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Weatherford International Ltd                                                    | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     185000 | PA      | $189460.72    | 0.04%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                         | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $205501.50    | 0.04%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Harvest Midstream I LP                                                           | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     400000 | PA      | $416953.60    | 0.09%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     709176 | PA      | $698140.89    | 0.15%             | 2029-01-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Athene Holding Ltd                                                               | Athene Holding Ltd                                                               | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      19836 | NS      | $487965.60    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1575000 | PA      | $252292.04    | 0.05%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                                             | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     150000 | PA      | $161503.95    | 0.03%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| T-Mobile US Inc                                                                  | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       1599 | NS      | $324660.96    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Ferrovial SE                                                                     | Ferrovial SE                                                                     | CUSIP: N3168P101<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | ES        |        586 | NS      | $37967.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Osaic Holdings Inc                                                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     140000 | PA      | $146246.77    | 0.03%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                             | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     242000 | PA      | $251142.28    | 0.05%             | 2085-08-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp                                                             | Reworld Holding Corp, First Lien Term Loan C                                     | CUSIP: 22282GAT4<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      19570 | PA      | $19610.69     | 0.00%             | 2031-01-15      | Variable      | 5.98%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC, Term Loan B13                                                       | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     183920 | PA      | $184078.03    | 0.04%             | 2030-09-19      | Variable      | 7.97%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     388000 | PA      | $413984.75    | 0.09%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Gates Corp/DE                                                                    | Gates Global LLC, Term Loan B5                                                   | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |      96933 | PA      | $97286.06     | 0.02%             | 2031-06-04      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     690000 | PA      | $714663.36    | 0.15%             | 2029-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     240000 | PA      | $239126.11    | 0.05%             | 2029-09-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| OMNIA Partners LLC                                                               | OMNIA Partners LLC, Term Loan B                                                  | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |      67824 | PA      | $68175.07     | 0.01%             | 2030-07-25      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | Deutsche Bank AG                                                                 | CUSIP: EK2626407<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     600000 | PA      | $640707.60    | 0.13%             | N/A             | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Radiology Partners Inc                                                           | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     375000 | PA      | $391739.06    | 0.08%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| MVW 2020-1 LLC                                                                   | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     107511 | PA      | $105912.14    | 0.02%             | 2037-10-20      | Fixed         | 1.74%                 | Yes           | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $94138.18     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156550.50    | 0.03%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| ACADEMY LTD                                                                      | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |     240000 | PA      | $240176.98    | 0.05%             | 2027-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | Fixed Income Clearing Corporation                                                | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   10300000 | PA      | $10300000.00  | 2.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                                          | Freddie Mac STACR REMIC Trust 2023-DNA1                                          | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-CBDO         | USGSE             | US        |     285000 | PA      | $295620.67    | 0.06%             | 2043-03-25      | Variable      | 8.44%                 | Yes           | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     345000 | PA      | $350634.20    | 0.07%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     175000 | PA      | $175782.60    | 0.04%             | 2028-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Nigeria Government International Bond                                            | Nigeria Government International Bond                                            | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     275000 | PA      | $326229.70    | 0.07%             | 2034-12-09      | Fixed         | 10.38%                | Yes           | 2                  | On Loan: No      |
| TK Elevator US Newco Inc                                                         | TK Elevator Midco GmbH, Term Loan B                                              | CUSIP: BL5017431<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     514271 | PA      | $518053.75    | 0.11%             | 2030-04-30      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                         | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     390000 | PA      | $389642.02    | 0.08%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| SS&C Technologies Inc                                                            | SS&C Technologies Inc., Term Loan B8                                             | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |      58923 | PA      | $59335.62     | 0.01%             | 2031-05-09      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                                                                      | Asurion LLC, 2nd Lien Term Loan B3                                               | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     327000 | PA      | $326439.20    | 0.07%             | 2028-02-03      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      23338 | NS      | $2225278.30   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Veritiv Operating Co                                                             | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53760.65     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Star Parent Inc                                                                  | Star Parent Inc., Term Loan B                                                    | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     115121 | PA      | $115386.56    | 0.02%             | 2030-09-30      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| Enstar Group Ltd                                                                 | Enstar Group Ltd                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     184000 | PA      | $192541.83    | 0.04%             | 2045-04-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Perforce Software Inc                                                            | Perforce Software, Inc., Add-on Term Loan                                        | CUSIP: 71376GAJ0<br>LEI: 549300322GBMUSL1VG17 | Long             | LON              | CORP              | US        |      45573 | PA      | $38689.96     | 0.01%             | 2031-03-24      | Variable      | 8.47%                 | No            | 2                  | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     118280 | PA      | $115993.56    | 0.02%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Oregon Tool Lux LP                                                               | Oregon Tool, Inc., First Lien Term Loan                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      48000 | PA      | $49005.12     | 0.01%             | 2029-10-15      | Variable      | 9.23%                 | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services Inc                                          | Sedgwick Claims Management Services, Inc., Term Loan B                           | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     308811 | PA      | $310131.33    | 0.06%             | 2031-07-31      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Churchill Downs Inc                                                              | Churchill Downs Incorporated, Incremental Term Loan B1                           | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |      89608 | PA      | $89804.36     | 0.02%             | 2028-03-17      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R09                                     | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     105000 | PA      | $111402.12    | 0.02%             | 2042-09-25      | Variable      | 8.62%                 | Yes           | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     307000 | PA      | $305123.97    | 0.06%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      26623 | NS      | $12875415.26  | 2.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     360076 | PA      | $365423.42    | 0.08%             | 2053-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151525.50    | 0.03%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| NextEra Energy Inc                                                               | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      30266 | NS      | $2429754.48   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                               | Grupo Financiero Banorte SAB de CV                                               | CUSIP: P49501201<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      68000 | NS      | $630399.56    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     765000 | PA      | $797999.81    | 0.17%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CP Atlas Buyer Inc                                                               | CP Atlas Buyer, Inc., Term Loan                                                  | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |     140648 | PA      | $136428.08    | 0.03%             | 2030-07-08      | Variable      | 8.97%                 | No            | 2                  | On Loan: No      |
| EchoStar Corp                                                                    | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     104000 | PA      | $115003.32    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66575.60     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                               | Element Materials Technology Group US Holdings Inc., Term Loan                   | CUSIP: BL4756096<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |      55897 | PA      | $56455.49     | 0.01%             | 2029-06-25      | Variable      | 7.35%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     225000 | PA      | $234175.50    | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| Boost Newco Borrower LLC                                                         | Boost Newco Borrower, LLC, Term Loan B                                           | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     535537 | PA      | $537044.40    | 0.11%             | 2031-01-31      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2022-4                                                | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     306873 | PA      | $266237.78    | 0.06%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     207931 | PA      | $176876.25    | 0.04%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           | 2                  | On Loan: No      |
| Wayne-Sanderson Farms LLC                                                        | Wayne Sanderson Farms LLC, Repriced Term Loan B                                  | CUSIP: 87114UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      42621 | PA      | $42993.93     | 0.01%             | 2032-05-21      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      22132 | NS      | $2018659.72   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Team Health Holdings Inc                                                         | Team Health Holdings, Inc., Term Loan B                                          | CUSIP: BL5173861<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |     447625 | PA      | $449688.86    | 0.09%             | 2028-06-30      | Variable      | 8.34%                 | No            | 2                  | On Loan: No      |
| BrewCo Borrower LLC                                                              | City Brewing Company, LLC, PIK Super Priority Term Loan                          | CUSIP: 10756PAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       8306 | PA      | $7142.93      | 0.00%             | 2030-09-30      | Variable      | 10.82%                | No            | 2                  | On Loan: No      |
| CT TRUST                                                                         | CT Trust                                                                         | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     200000 | PA      | $192355.00    | 0.04%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Colombia Government International Bond                                           | Colombia Government International Bond                                           | CUSIP: YK0049733<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     100000 | PA      | $111758.55    | 0.02%             | 2032-09-19      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     275000 | PA      | $285446.43    | 0.06%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield US Borrower LLC                                              | CUSIP: BL4763910<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2030-01-31      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                         | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     210000 | PA      | $208080.21    | 0.04%             | 2052-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Univision Communications Inc                                                     | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      40000 | PA      | $42992.52     | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| Boxer Parent Co Inc                                                              | Boxer Parent Company Inc., Term Loan B                                           | CUSIP: BL4985299<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     633367 | PA      | $632463.99    | 0.13%             | 2031-07-30      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust 2022-PJ2                                | CUSIP: 36267ECK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     751590 | PA      | $652066.06    | 0.14%             | 2052-06-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Sempra                                                                           | Sempra                                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       9702 | NS      | $856589.58    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| MALAYSIA GOVERNMENT                                                              | Malaysia Government Bond                                                         | CUSIP: AN1292431<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     200000 | PA      | $54266.24     | 0.01%             | 2037-04-07      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | Saudi Arabian Oil Co                                                             | CUSIP: ZS0947920<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     200000 | PA      | $182128.40    | 0.04%             | 2039-04-16      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     273000 | PA      | $274042.31    | 0.06%             | 2056-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Inc                                                                | Kinder Morgan Inc                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      10355 | NS      | $284658.95    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ASURION LLC                                                                      | Asurion LLC, Term Loan B11                                                       | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      90477 | PA      | $90747.20     | 0.02%             | 2028-08-21      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                                                | Transcanada Trust                                                                | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $75091.80     | 0.02%             | 2076-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     543000 | PA      | $574795.91    | 0.12%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       4421 | NS      | $1553848.87   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       3131 | NS      | $687912.01    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      91000 | PA      | $91400.76     | 0.02%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Reinsurance Group of America Inc                                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |       5959 | NS      | $151596.96    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     450000 | PA      | $464167.35    | 0.10%             | 2056-01-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Onex TSG Intermediate Corp                                                       | Onex TSG Intermediate Corp., Term Loan B                                         | CUSIP: N/A<br>LEI: 5493006IJC5WXT1WJK88       | Long             | LON              | CORP              | US        |      71000 | PA      | $71565.52     | 0.01%             | 2032-08-06      | Variable      | 7.59%                 | No            | 2                  | On Loan: No      |
| Regal Rexnord Corp                                                               | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     245000 | PA      | $253443.42    | 0.05%             | 2028-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     152000 | PA      | $158228.96    | 0.03%             | 2055-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group Inc                                                         | Cloud Software Group, Inc., Term Loan B (2031)                                   | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      65800 | PA      | $65959.24     | 0.01%             | 2031-03-24      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| BONOS TESORERIA PESOS                                                            | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  110000000 | PA      | $127253.08    | 0.03%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     175000 | PA      | $173404.49    | 0.04%             | 2077-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     278000 | PA      | $292132.13    | 0.06%             | 2055-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Centuri Group Inc                                                                | Centuri Group, Inc, Term Loan B                                                  | CUSIP: 15643XAD0<br>LEI: 254900H4HY0IHK5J9N53 | Long             | LON              | CORP              | US        |      53900 | PA      | $54169.50     | 0.01%             | 2032-07-09      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Omnis Funding Trust                                                              | Omnis Funding Trust                                                              | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     474000 | PA      | $492890.09    | 0.10%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           | 2                  | On Loan: No      |
| Varsity Brands Inc                                                               | Varsity Brands, Inc., First Lien Term Loan                                       | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |     248750 | PA      | $249955.19    | 0.05%             | 2031-08-26      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Global Payments Inc                                                              | Global Payments Inc                                                              | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     105000 | PA      | $105117.08    | 0.02%             | 2030-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| IRB Holding Corp                                                                 | IRB Holding Corp, Term Loan B                                                    | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     118324 | PA      | $118733.20    | 0.02%             | 2030-12-16      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       1093 | NS      | $960747.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     409000 | PA      | $427180.87    | 0.09%             | N/A             | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     407040 | PA      | $405376.15    | 0.08%             | 2028-04-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Ingram Micro Inc                                                                 | Ingram Micro Inc., Term Loan                                                     | CUSIP: 45258FAE0<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |      74925 | PA      | $75439.99     | 0.02%             | 2031-09-22      | Variable      | 5.98%                 | No            | 2                  | On Loan: No      |
| USI Inc/NY                                                                       | USI, Inc., Term Loan D                                                           | CUSIP: BL4881753<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     195703 | PA      | $196366.15    | 0.04%             | 2029-11-23      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Goat Holdco LLC                                                                  | Barnes Group Inc, Term Loan B                                                    | CUSIP: BL4795524<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     211404 | PA      | $212178.09    | 0.04%             | 2032-01-27      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| CHG PPC PARENT LLC                                                               | CHG PPC Parent LLC, Term Loan                                                    | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |     121325 | PA      | $121931.89    | 0.03%             | 2028-12-08      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1540957 | PA      | $1543328.58   | 0.32%             | 2052-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Advantage Sales & Marketing Inc                                                  | Advantage Sales & Marketing, Inc., Term Loan                                     | CUSIP: 00769EBA7<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |     110615 | PA      | $92529.10     | 0.02%             | 2027-10-28      | Variable      | 8.45%                 | No            | 2                  | On Loan: No      |
| Cisco Systems Inc                                                                | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      15125 | NS      | $1165078.75   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| DEXKO GLOBAL INC                                                                 | DexKo Global Inc., Term Loan B                                                   | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |      68466 | PA      | $68102.58     | 0.01%             | 2028-10-04      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     484000 | PA      | $521767.49    | 0.11%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| PFS Financing Corp                                                               | PFS Financing Corp                                                               | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $305371.05    | 0.06%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                        | American Airlines, Inc., Term Loan                                               | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     105022 | PA      | $105402.98    | 0.02%             | 2028-04-20      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     375000 | PA      | $376211.00    | 0.08%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     210000 | PA      | $209439.14    | 0.04%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     818658 | PA      | $802798.46    | 0.17%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Resonetics LLC                                                                   | Resonetics, LLC, Repriced Term Loan B                                            | CUSIP: 76118EAL2<br>LEI: 5493007F3QX6Z23QGO95 | Long             | LON              | CORP              | US        |      69128 | PA      | $69352.28     | 0.01%             | 2031-06-18      | Variable      | 6.59%                 | No            | 2                  | On Loan: No      |
| Resideo Funding Inc                                                              | Resideo Funding Inc., Incremental Term Loan                                      | CUSIP: BL5183795<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |     105000 | PA      | $105393.75    | 0.02%             | 2032-08-13      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Numericable US LLC                                                               | Altice France S.A., Term Loan B12                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      98753 | PA      | $97796.94     | 0.02%             | 2028-10-31      | Variable      | 9.05%                 | No            | 2                  | On Loan: No      |
| BONOS TESORERIA PESOS                                                            | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: BQ3398386<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   70000000 | PA      | $78339.41     | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Corp Quiport SA                                                                  | Corp Quiport SA                                                                  | CUSIP: 22000FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | EC        |     200000 | PA      | $214050.60    | 0.04%             | 2037-12-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Orion US Finco Inc                                                               | Orion US Finco Inc., First Lien Term Loan                                        | CUSIP: BL5077443<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      56000 | PA      | $56328.16     | 0.01%             | 2032-10-12      | Variable      | 7.43%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R05                                     | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     475000 | PA      | $506455.40    | 0.11%             | 2042-04-25      | Variable      | 10.87%                | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     105000 | PA      | $106337.11    | 0.02%             | 2030-03-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                 | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      50778 | PA      | $50840.50     | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $203915.20    | 0.04%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     625000 | PA      | $674425.63    | 0.14%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Reworld Holding Corp                                                             | Reworld Holding Corp                                                             | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-11-30      | Variable      | 6.21%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group Inc                                                         | Cloud Software Group, Inc., Term Loan B (2032)                                   | CUSIP: BL5195823<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      60000 | PA      | $60145.50     | 0.01%             | 2032-08-16      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Atlas Arteria Ltd                                                                | Atlas Arteria Ltd                                                                | CUSIP: Q06180105<br>LEI: 254900SGF4ZQDBH2YC59 | Long             | EC               | CORP              | AU        |      35309 | NS      | $114843.53    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $162820.00    | 0.03%             | 2060-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| CORNERSTONE BUILDING                                                             | Cornerstone Building Brands, Inc., Term Loan B                                   | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     169607 | PA      | $133735.25    | 0.03%             | 2028-04-12      | Variable      | 7.10%                 | No            | 2                  | On Loan: No      |
| Transurban Group                                                                 | Transurban Group                                                                 | CUSIP: Q9194A106<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |      50243 | NS      | $475479.36    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $50499.21     | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     260000 | PA      | $272773.44    | 0.06%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Sunrise Financing Partnership                                                    | Sunrise Financing Partnership, Term Loan AAA                                     | CUSIP: BL4990554<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |      82134 | PA      | $82528.32     | 0.02%             | 2032-02-17      | Variable      | 6.69%                 | No            | 2                  | On Loan: No      |
| British American Tobacco PLC                                                     | British American Tobacco PLC                                                     | CUSIP: G1510J102<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      36717 | NS      | $2081511.56   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Cigna Group/The                                                                  | Cigna Group/The                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       2957 | NS      | $813855.11    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     768936 | PA      | $712624.61    | 0.15%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                                   | JPMDB Commercial Mortgage Securities Trust 2018-C8                               | CUSIP: 46591AAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80707 | PA      | $80178.67     | 0.02%             | 2051-06-15      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                               | Kohl's Corp                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     310000 | PA      | $272684.00    | 0.06%             | 2031-05-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                                             | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     300000 | PA      | $276928.77    | 0.06%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Petronas Capital Ltd                                                             | Petronas Capital Ltd                                                             | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     240000 | PA      | $249591.80    | 0.05%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                             | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     110000 | PA      | $111719.63    | 0.02%             | 2035-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       3445 | NS      | $433449.90    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1305503 | PA      | $1124990.50   | 0.24%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PROOFPOINT INC                                                                   | Proofpoint, Inc., Term Loan                                                      | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     137006 | PA      | $137938.81    | 0.03%             | 2028-08-31      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Viant Medical Holdings Inc                                                       | Viant Medical Holdings, Inc., Term Loan B                                        | CUSIP: BL4782654<br>LEI: 549300E68YOWU15QSF58 | Long             | LON              | CORP              | US        |      68594 | PA      | $68019.38     | 0.01%             | 2031-10-29      | Variable      | 7.72%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     454929 | PA      | $469518.29    | 0.10%             | 2029-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Global Partners LP / GLP Finance Corp                                            | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     160000 | PA      | $168524.16    | 0.04%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                    | RECEIVE USD [882331.18] PAY EUR [-752159.01] on 20251006 @ 1.173065              | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1731.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Aeroports de Paris SA                                                            | Aeroports de Paris SA                                                            | CUSIP: F00882104<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |       1101 | NS      | $143675.79    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ICNQ 2024-MF Mortgage Trust                                                      | ICNQ 2024-MF Mortgage Trust                                                      | CUSIP: 450953AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $258257.35    | 0.05%             | 2034-12-10      | Fixed         | 5.78%                 | Yes           | 2                  | On Loan: No      |
| BrewCo Borrower LLC                                                              | City Brewing Company, LLC, PIK First Out Term Loan                               | CUSIP: 10756PAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      36566 | PA      | $14992.05     | 0.00%             | 2030-09-30      | Variable      | 10.82%                | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                                               | Cellnex Telecom SA                                                               | CUSIP: E2R41M104<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |       5029 | NS      | $161942.16    | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| KLOECKNER PENTAPLAST OF AME                                                      | Klockner-Pentaplast of America, Inc., Term Loan B                                | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |     233272 | PA      | $34990.73     | 0.01%             | 2026-02-09      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                                             | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     525000 | PA      | $504712.80    | 0.11%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                     | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     335000 | PA      | $333231.94    | 0.07%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Pacific Dental Services LLC                                                      | Pacific Dental Services, LLC, Term Loan B                                        | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |     170966 | PA      | $171825.84    | 0.04%             | 2031-03-17      | Variable      | 6.24%                 | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                  | CUSIP: G0593M107<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      14030 | NS      | $2596381.79   | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                                | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     110000 | PA      | $113373.15    | 0.02%             | 2035-08-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| B&G Foods Inc                                                                    | B&G Foods, Inc., Term Loan B                                                     | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |      22884 | PA      | $22140.39     | 0.00%             | 2029-10-10      | Variable      | 7.22%                 | No            | 2                  | On Loan: No      |
| Baxter International Inc                                                         | Baxter International Inc                                                         | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      95000 | PA      | $95233.68     | 0.02%             | 2029-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     147000 | PA      | $147139.43    | 0.03%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     763432 | PA      | $697534.80    | 0.15%             | 2032-01-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Vistra Corp                                                                      | Vistra Corp                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       2746 | NS      | $443012.18    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QNC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165197 | PA      | $146429.93    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151099.05    | 0.03%             | 2031-03-31      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield U.S. Borrower, LLC, Term Loan                                | CUSIP: 23340DAX0<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |     293518 | PA      | $296821.27    | 0.06%             | 2030-01-31      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       6413 | NS      | $1097777.34   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     180000 | PA      | $185009.33    | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| ASCEND PERFORMANCE MATER                                                         | Ascend Performance Materials Operations LLC, Term Loan B                         | CUSIP: 04350TAC8<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2026-08-27      | Variable      | 8.72%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2022-HP1                                     | CUSIP: 36265LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     278541 | PA      | $241844.90    | 0.05%             | 2052-09-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Kestra Advisor Services Holdings A Inc                                           | Kestra Advisor Services Holdings A, Inc., Repriced Term Loan                     | CUSIP: 49255BAK0<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |     121466 | PA      | $121845.15    | 0.03%             | 2031-03-24      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| Reinsurance Group of America Inc                                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |       9837 | NS      | $244154.34    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours Inc                                                            | DuPont de Nemours Inc                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       6961 | NS      | $279832.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecobank Transnational Inc                                                        | Ecobank Transnational Inc                                                        | CUSIP: 27889PAC7<br>LEI: 213800USCE9Y111R4656 | Long             | DBT              | CORP              | TG        |     200000 | PA      | $212083.99    | 0.04%             | 2029-10-15      | Fixed         | 10.12%                | Yes           | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: F58485115<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       2731 | NS      | $2058452.12   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| UPSTREAM NEWCO INC                                                               | Upstream Newco Inc, Term Loan                                                    | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |      61000 | PA      | $54641.97     | 0.01%             | 2026-11-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Crown Finance US Inc                                                             | Crown Finance US Inc                                                             | CUSIP: N/A<br>LEI: 213800J2J3TOOI176M73       | Long             | EC               | CORP              | US        |      17332 | NS      | $324975.00    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     715000 | PA      | $716955.53    | 0.15%             | N/A             | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| Informatica LLC                                                                  | Informatica LLC, Term Loan B                                                     | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-10-30      | Variable      | 6.21%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     139000 | PA      | $144632.43    | 0.03%             | 2053-06-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Banco de Credito e Inversiones SA                                                | Banco de Credito e Inversiones SA                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $216180.00    | 0.05%             | N/A             | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     375000 | PA      | $370520.45    | 0.08%             | 2029-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Brazilian Government International Bond                                          | Brazilian Government International Bond                                          | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     200000 | PA      | $197820.00    | 0.04%             | 2056-01-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                                                                          | CUSIP: G8842P102<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |       6324 | NS      | $185406.49    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     220000 | PA      | $219148.21    | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| Ensemble RCM LLC                                                                 | Ensemble RCM, LLC, Term Loan B                                                   | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |     155930 | PA      | $156876.50    | 0.03%             | 2029-08-01      | Variable      | 6.84%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy, Inc., Term Loan                                                      | CUSIP: BL4813392<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |      62184 | PA      | $62443.16     | 0.01%             | 2031-04-16      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| Rocket Software Inc                                                              | Rocket Software, Inc., Term Loan B                                               | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     192237 | PA      | $192436.48    | 0.04%             | 2028-11-28      | Variable      | 7.47%                 | No            | 2                  | On Loan: No      |
| UKG Inc                                                                          | UKG Inc., Term Loan B                                                            | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     529241 | PA      | $530407.77    | 0.11%             | 2031-02-10      | Variable      | 6.34%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     130000 | PA      | $133117.74    | 0.03%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Howmet Aerospace Inc                                                             | Howmet Aerospace Inc                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       3550 | NS      | $727821.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1163000 | PA      | $1211789.01   | 0.25%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                                         | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     300000 | PA      | $297059.00    | 0.06%             | 2029-10-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Klockner Pentaplast of America Inc                                               | Klockner-Pentaplast of America, Inc., PIK DIP New Money Term Loan                | CUSIP: BL5324696<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |     142718 | PA      | $128268.68    | 0.03%             | 2026-08-05      | Variable      | 9.78%                 | No            | 2                  | On Loan: No      |
| Reckitt Benckiser Group PLC                                                      | Reckitt Benckiser Group PLC                                                      | CUSIP: G74079107<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       1908 | NS      | $154394.14    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| TRANSOCEAN INC                                                                   | Transocean International Ltd                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     101250 | PA      | $105796.94    | 0.02%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Warnermedia Holdings Inc                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     225000 | PA      | $158343.75    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Jazz Financing Lux Sarl                                                          | Jazz Financing Lux S.a.r.l., First Lien Term Loan B                              | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |     211423 | PA      | $212582.71    | 0.04%             | 2028-05-05      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| Caixa Economica Federal                                                          | Caixa Economica Federal                                                          | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |     200000 | PA      | $203090.00    | 0.04%             | 2030-05-13      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Naked Juice LLC                                                                  | Naked Juice LLC, FLFO Term Loan                                                  | CUSIP: BL5071180<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |      99000 | PA      | $98752.50     | 0.02%             | 2029-01-24      | Variable      | 9.17%                 | No            | 2                  | On Loan: No      |
| AMC Entertainment Holdings Inc                                                   | AMC Entertainment Holdings, Inc. , Term Loan                                     | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |     696107 | PA      | $698549.92    | 0.15%             | 2029-01-04      | Variable      | 10.73%                | No            | 2                  | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     268000 | PA      | $268226.46    | 0.06%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TKO Worldwide Holdings LLC                                                       | TKO Worldwide Holdings, LLC, Term Loan                                           | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     158553 | PA      | $159455.81    | 0.03%             | 2031-11-21      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| Azalea Topco Inc                                                                 | Press Ganey Holdings, Inc., Repriced Term Loan B                                 | CUSIP: 05477JAE1<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |     247192 | PA      | $247964.67    | 0.05%             | 2031-04-30      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: E19790109<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     309244 | NS      | $3639952.84   | 0.76%             |  |  |  | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     495000 | PA      | $489738.69    | 0.10%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Axalta Coating Systems US Holdings Inc                                           | Axalta Coating Systems US Holdings Inc                                           | CUSIP: BL4807659<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |          0 | PA      | $0.02         | 0.00%             | 2029-12-20      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Protective Life Corp                                                             | Protective Life Corp                                                             | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50157.53     | 0.01%             | 2031-01-15      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| AES Corp/The                                                                     | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     192000 | PA      | $189565.25    | 0.04%             | 2055-07-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| S&S Holdings LLC                                                                 | S&S Holdings LLC                                                                 | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $344961.65    | 0.07%             | 2031-10-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| COSTA RICA GOVERNMENT                                                            | Costa Rica Government International Bond                                         | CUSIP: 221602AC9<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     200000 | PA      | $219000.00    | 0.05%             | 2044-04-04      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Neptune Bidco US Inc                                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     125000 | PA      | $128167.63    | 0.03%             | 2031-05-15      | Fixed         | 10.38%                | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $236025.10    | 0.05%             | 2052-09-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     115000 | PA      | $114145.88    | 0.02%             | 2044-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Archrock Partners LP / Archrock Partners Finance Corp                            | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $257838.75    | 0.05%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1103000 | PA      | $1169748.96   | 0.24%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| USALCO LLC                                                                       | USALCO, LLC, Term Loan                                                           | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      73029 | PA      | $73416.78     | 0.02%             | 2031-09-30      | Variable      | 7.22%                 | No            | 2                  | On Loan: No      |
| VoltaGrid LLC                                                                    | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     160000 | PA      | $158519.32    | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Light & Wonder International Inc                                                 | Light and Wonder International, Inc., Term Loan B2                               | CUSIP: BL4687168<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     236049 | PA      | $237303.36    | 0.05%             | 2029-04-16      | Variable      | 5.99%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $132737.15    | 0.03%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     295000 | PA      | $292987.28    | 0.06%             | 2027-07-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ZF North America Capital Inc                                                     | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     450000 | PA      | $444677.17    | 0.09%             | 2030-04-23      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      95000 | PA      | $94960.00     | 0.02%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Ares Management Corp                                                             | Ares Management Corp                                                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       3882 | NS      | $627447.66    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| NEP Group Inc                                                                    | NEP Group Inc, Term Loan                                                         | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      32000 | PA      | $29480.00     | 0.01%             | 2031-10-17      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                           | CUSIP: YX2480029<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     185000 | PA      | $221878.80    | 0.05%             | 2032-05-30      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     150000 | PA      | $87750.00     | 0.02%             | 2036-02-01      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| CRC Insurance Group LLC                                                          | Truist Insurance Holdings LLC, Term Loan B                                       | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     274960 | PA      | $275762.56    | 0.06%             | 2031-05-06      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $256995.25    | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62977.86     | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     110000 | PA      | $115292.29    | 0.02%             | 2036-04-23      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| AVAYA INC                                                                        | Avaya, Inc., Exit Term Loan                                                      | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |     160550 | PA      | $144668.01    | 0.03%             | 2028-08-01      | Variable      | 11.22%                | No            | 2                  | On Loan: No      |
| Delta Topco Inc                                                                  | Delta TopCo, Inc., Term Loan B                                                   | CUSIP: BL4985182<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     443756 | PA      | $442198.70    | 0.09%             | 2029-11-30      | Variable      | 6.51%                 | No            | 2                  | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       8839 | NS      | $1357758.79   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Alerian MLP ETF                                                                  | Alerian MLP ETF                                                                  | CUSIP: 00162Q452<br>LEI: 549300WPBLCQJSVVVV61 | Long             | EC               | RF                | US        |     253147 | NS      | $11902971.94  | 2.49%             |  |  |  | No            | 1                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $541369.31    | 0.11%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     358000 | PA      | $366575.17    | 0.08%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       6568 | NS      | $1359247.60   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| PROJECT AURORA US FINCO                                                          | Spectris Plc, Term Loan                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25000 | PA      | $25156.25     | 0.01%             | 2032-09-30      | Variable      | 6.60%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       2481 | NS      | $758268.03    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS Inc                                                                          | CHS Inc                                                                          | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |      10571 | NS      | $263323.61    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| UPC BROADBAND FINCO BV                                                           | Sunrise FinCo I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     450000 | PA      | $428625.00    | 0.09%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     275000 | PA      | $279262.96    | 0.06%             | 2030-01-23      | Fixed         | 6.84%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     785000 | PA      | $794996.49    | 0.17%             | 2030-05-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TRANSNET SOC LTD                                                                 | Transnet/South Africa                                                            | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     250000 | PA      | $263897.84    | 0.06%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Crown Finance US Inc                                                             | Crown Finance US Inc                                                             | CUSIP: 902HYTII4<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         96 | NS      | $1800.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       3823 | NS      | $2182474.24   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| ORIX Corp                                                                        | ORIX Corp                                                                        | CUSIP: J61933123<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      13500 | NS      | $394838.12    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| White Cap Supply Holdings LLC                                                    | White Cap Buyer LLC, Term Loan B                                                 | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     125465 | PA      | $126118.12    | 0.03%             | 2029-10-29      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $362113.20    | 0.08%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       9685 | NS      | $1576621.15   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      28524 | PA      | $28523.12     | 0.01%             | 2044-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Herschend Entertainment Co LLC                                                   | Herschend Entertainment Company, LLC, Term Loan B                                | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |      64675 | PA      | $65207.28     | 0.01%             | 2032-05-27      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Tesla Inc                                                                        | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       2474 | NS      | $1112607.28   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      13918 | NS      | $416009.02    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      15198 | NS      | $1279823.58   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     560280 | PA      | $525595.52    | 0.11%             | 2032-07-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     445700 | PA      | $319737.52    | 0.07%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22150.36     | 0.00%             | 2055-09-26      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Radiology Partners Inc                                                           | Radiology Partners Inc, Term Loan                                                | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |     109725 | PA      | $109665.20    | 0.02%             | 2032-06-30      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| Medco Maple Tree Pte Ltd                                                         | Medco Maple Tree Pte Ltd                                                         | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $208551.60    | 0.04%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                                   | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $142354.53    | 0.03%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       1587 | NS      | $1224957.69   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XPDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     438224 | PA      | $392499.14    | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government Bond                                         | CUSIP: EJ7500196<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1050000 | PA      | $62721.14     | 0.01%             | 2037-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                              | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $407024.00    | 0.09%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower, LP, Term Loan B                                                | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     152505 | PA      | $153129.28    | 0.03%             | 2028-10-23      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Mitchell International Inc                                                       | Mitchell International, Inc., First Lien Term Loan                               | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |     323458 | PA      | $324914.74    | 0.07%             | 2031-06-17      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Veralto Corp                                                                     | Veralto Corp                                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       5400 | NS      | $538812.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CAMELOT RETURN MERGER SU                                                         | Camelot Return Merger Sub Inc                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $116234.29    | 0.02%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Nouryon Finance BV                                                               | Nouryon Finance B.V., Term Loan B1                                               | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |     116676 | PA      | $116919.14    | 0.02%             | 2028-04-03      | Variable      | 7.04%                 | No            | 2                  | On Loan: No      |
| Phoenix Guarantor Inc                                                            | Phoenix Guarantor Inc, Term Loan B                                               | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |     310540 | PA      | $312411.00    | 0.07%             | 2031-02-21      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Team Health Holdings Inc                                                         | Team Health Holdings Inc                                                         | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     195000 | PA      | $197349.75    | 0.04%             | 2028-06-30      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Reliance Industries Ltd                                                          | Reliance Industries Ltd                                                          | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |       3430 | NS      | $240162.19    | 0.05%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      58948 | NS      | $2175181.20   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     190000 | PA      | $183053.13    | 0.04%             | 2055-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| WULF COMPUTE LLC                                                                 | WULF COMPUTE LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $72117.39     | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2022-LTV1                                               | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1384343 | PA      | $1243085.23   | 0.26%             | 2052-07-25      | Variable      | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Accenture PLC                                                                    | Accenture PLC                                                                    | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | US        |       4622 | NS      | $1240082.60   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| SNB Funding Ltd                                                                  | SNB Funding Ltd                                                                  | CUSIP: YN3694075<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $205857.80    | 0.04%             | 2035-06-24      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     235000 | PA      | $238032.34    | 0.05%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     316360 | PA      | $300033.86    | 0.06%             | 2030-01-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                     | CUSIP: ZM9188925<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     526000 | PA      | $548312.74    | 0.11%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     545000 | PA      | $559476.56    | 0.12%             | 2045-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CNX Resources Corp                                                               | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     280000 | PA      | $292291.97    | 0.06%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     110000 | PA      | $111211.97    | 0.02%             | 2031-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     385000 | PA      | $380728.91    | 0.08%             | 2032-10-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Zambia Government International Bond                                             | Zambia Government International Bond                                             | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     122524 | PA      | $120645.51    | 0.03%             | 2033-06-30      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Viasat Inc                                                                       | ViaSat, Inc., Term Loan                                                          | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |     196492 | PA      | $196216.31    | 0.04%             | 2030-05-30      | Variable      | 8.35%                 | No            | 2                  | On Loan: No      |
| GRUPO AVAL LTD                                                                   | Grupo Aval Ltd                                                                   | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $187410.82    | 0.04%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ASURION LLC                                                                      | Asurion LLC, Term Loan B10                                                       | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     118000 | PA      | $118280.84    | 0.02%             | 2028-08-21      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Infratil Ltd                                                                     | Infratil Ltd                                                                     | CUSIP: Q4933Q124<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      14358 | NS      | $91620.69     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                         | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     225000 | PA      | $216130.42    | 0.05%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     269354 | PA      | $230300.29    | 0.05%             | 2052-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     378000 | PA      | $389705.90    | 0.08%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                                                                      | Asurion LLC, Second Lien Term Loan B4                                            | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     124000 | PA      | $122122.64    | 0.03%             | 2029-01-22      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| Encore Capital Group Inc                                                         | Encore Capital Group Inc                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     380000 | PA      | $408479.48    | 0.09%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     380000 | PA      | $309930.32    | 0.06%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| KINGDOM OF MOROCCO                                                               | Morocco Government International Bond                                            | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     200000 | PA      | $190301.83    | 0.04%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AIRLINES INC                                                            | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     295000 | PA      | $301578.68    | 0.06%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       3076 | NS      | $540053.32    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| SBL HOLDINGS INC                                                                 | SBL Holdings Inc                                                                 | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     575000 | PA      | $545494.57    | 0.11%             | N/A             | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| VS Buyer LLC                                                                     | VS Buyer, LLC, Term Loan B                                                       | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |     207906 | PA      | $209075.24    | 0.04%             | 2031-04-14      | Variable      | 6.09%                 | No            | 2                  | On Loan: No      |
| AltaGas Ltd                                                                      | AltaGas Ltd                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $124409.04    | 0.03%             | 2054-10-15      | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                                                          | Bank of Nova Scotia/The                                                          | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $214164.20    | 0.04%             | 2084-01-27      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56869.63     | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Veeva Systems Inc                                                                | Veeva Systems Inc                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       1300 | NS      | $290199.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| National Grid PLC                                                                | National Grid PLC                                                                | CUSIP: G6S9A7120<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      52982 | NS      | $812663.27    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Energy Corp                                                        | Constellation Energy Corp                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        311 | NS      | $109866.97    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Electric Corp                                                         | Mitsubishi Electric Corp                                                         | CUSIP: J43873116<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      88100 | NS      | $2568717.75   | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     245000 | PA      | $237121.38    | 0.05%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $153371.37    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Alta Equipment Group Inc                                                         | Alta Equipment Group Inc                                                         | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     300000 | PA      | $270929.46    | 0.06%             | 2029-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Evergy Inc                                                                       | Evergy Inc                                                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       4114 | NS      | $298223.86    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     172968 | PA      | $169825.26    | 0.04%             | 2027-04-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| ABB Ltd                                                                          | ABB Ltd                                                                          | CUSIP: H0010V101<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      22403 | NS      | $1651493.11   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| WEST TECHNOLOGY GRP LLC                                                          | West Corporation, Term Loan B3                                                   | CUSIP: 68162RAH4<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |     140474 | PA      | $45390.65     | 0.01%             | 2027-04-12      | Variable      | 8.09%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     260558 | PA      | $255423.87    | 0.05%             | 2053-03-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Alliant Energy Corp                                                              | Alliant Energy Corp                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       8013 | NS      | $520925.13    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources Inc                                                                | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       4094 | NS      | $429910.94    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Carolinas Nc Storm Funding II LLC                                    | Duke Energy Carolinas Nc Storm Funding II LLC                                    | CUSIP: 26443UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $299366.07    | 0.06%             | 2035-07-01      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     295000 | PA      | $306033.37    | 0.06%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| United Utilities Group PLC                                                       | United Utilities Group PLC                                                       | CUSIP: G92755100<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |       2602 | NS      | $41804.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     120000 | PA      | $126241.72    | 0.03%             | 2033-03-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                                           | Emirate of Dubai Government International Bonds                                  | CUSIP: ZO2911030<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     400000 | PA      | $302155.78    | 0.06%             | 2050-09-09      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     280000 | PA      | $282012.50    | 0.06%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200000 | PA      | $197304.69    | 0.04%             | 2039-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      75000 | PA      | $71430.31     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Madison Safety & Flow LLC                                                        | Madison Safety & Flow LLC, First Lien Term Loan B                                | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |      57866 | PA      | $58348.40     | 0.01%             | 2031-09-26      | Variable      | 6.23%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      23944 | NS      | $8287018.40   | 1.73%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Metals Co                                                             | Commercial Metals Co                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      80000 | PA      | $82012.47     | 0.02%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                       | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $414044.54    | 0.09%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     200000 | PA      | $191512.36    | 0.04%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Equitable Holdings Inc                                                           | Equitable Holdings Inc                                                           | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |       7550 | NS      | $152510.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Vinci SA                                                                         | Vinci SA                                                                         | CUSIP: F5879X108<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       4817 | NS      | $677670.35    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Fortis 333 Inc                                                                   | Fortis 333, Inc., Term Loan B                                                    | CUSIP: BL4990356<br>LEI: 254900SLITS19RU1VB55 | Long             | LON              | CORP              | US        |      64563 | PA      | $64110.84     | 0.01%             | 2032-04-02      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply, LLC, Term Loan B                                            | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     192000 | PA      | $192270.72    | 0.04%             | 2032-11-26      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Directv Financing LLC                                                            | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     155000 | PA      | $156828.07    | 0.03%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197595.88    | 0.04%             | N/A             | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield U.S. Borrower, LLC, Term Loan B3                             | CUSIP: 23340DAW2<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      40578 | PA      | $40870.77     | 0.01%             | 2030-01-31      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Stonepeak Nile Parent LLC                                                        | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     180000 | PA      | $190493.28    | 0.04%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing Inc., Repriced Term Loan B4                                    | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     262000 | PA      | $263080.75    | 0.05%             | 2032-03-29      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                          | KazMunayGas National Co JSC                                                      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     200000 | PA      | $180401.85    | 0.04%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2022-2                                                       | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     605785 | PA      | $502329.10    | 0.10%             | 2052-02-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| USALCO LLC                                                                       | USALCO, LLC, Delayed Draw Term Loan                                              | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |       7600 | PA      | $7640.36      | 0.00%             | 2031-09-30      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| Xcel Energy Inc                                                                  | Xcel Energy Inc                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      13419 | NS      | $991127.34    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsung Electronics Co Ltd                                                       | Samsung Electronics Co Ltd                                                       | CUSIP: Y74718100<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      48420 | NS      | $4058316.97   | 0.85%             |  |  |  | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                                                                   | Czech Republic Government Bond                                                   | CUSIP: BO7153865<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2150000 | PA      | $89736.60     | 0.02%             | 2032-06-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Millrose Properties Inc                                                          | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $191706.84    | 0.04%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Air Canada                                                                       | Air Canada, Term Loan B                                                          | CUSIP: BL4807543<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |     161815 | PA      | $163079.36    | 0.03%             | 2031-03-21      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Emerson Electric Co                                                              | Emerson Electric Co                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       9088 | NS      | $1206159.36   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| LBM Acquisition LLC                                                              | LBM Acquisition LLC, Incremental Term Loan B                                     | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      65694 | PA      | $61800.34     | 0.01%             | 2031-06-06      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| National Mentor Holdings Inc                                                     | National Mentor Holdings, Inc., First Lien Term Loan B                           | CUSIP: 63689EAX3<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |      79100 | PA      | $79359.84     | 0.02%             | 2030-12-12      | Variable      | 9.72%                 | No            | 2                  | On Loan: No      |
| TC Energy Corp                                                                   | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       3763 | NS      | $207211.06    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     250000 | PA      | $260220.00    | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     130000 | PA      | $128131.25    | 0.03%             | 2035-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings Inc                                                              | Nomura Holdings Inc                                                              | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $205310.60    | 0.04%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| HUB International Ltd                                                            | HUB International Limited, Term Loan B                                           | CUSIP: BL4978526<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      90592 | PA      | $91164.55     | 0.02%             | 2030-06-20      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| CommScope LLC                                                                    | CommScope, Inc., Term Loan                                                       | CUSIP: BL4902708<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |     855573 | PA      | $858293.56    | 0.18%             | 2029-12-17      | Variable      | 8.47%                 | No            | 2                  | On Loan: No      |
| Perrigo Investments LLC                                                          | Perrigo Investments, LLC, Term Loan B                                            | CUSIP: BL4842904<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |     108061 | PA      | $108736.82    | 0.02%             | 2029-04-20      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| DS Admiral Bidco LLC                                                             | Drake Software, LLC, Term Loan B                                                 | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |      18950 | PA      | $18665.36     | 0.00%             | 2031-06-26      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Pegasus Bidco BV                                                                 | Pegasus BidCo BV, Repriced Term Loan B                                           | CUSIP: N/A<br>LEI: 254900U303DPAFR7MA71       | Long             | LON              | CORP              | NL        |     203376 | PA      | $204393.05    | 0.04%             | 2029-07-12      | Variable      | 6.60%                 | No            | 2                  | On Loan: No      |
| FLUTTER FINANCING BV                                                             | Flutter Financing B.V., Term Loan B                                              | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |      64675 | PA      | $64776.22     | 0.01%             | 2032-06-04      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| UEP PENONOME II SA                                                               | UEP Penonome II SA                                                               | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |     155644 | PA      | $138601.40    | 0.03%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     395000 | PA      | $407828.20    | 0.09%             | 2031-04-22      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     198101 | PA      | $208210.60    | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Digicel International Finance Ltd                                                | Digicel International Finance Limited, Term Loan B                               | CUSIP: N/A<br>LEI: 5493007V023VOEW4FK27       | Long             | LON              | CORP              | BM        |     178000 | PA      | $178127.27    | 0.04%             | 2032-08-09      | Variable      | 9.02%                 | No            | 2                  | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     177000 | PA      | $184668.88    | 0.04%             | N/A             | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      60000 | PA      | $57785.16     | 0.01%             | 2054-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     719516 | PA      | $720511.61    | 0.15%             | 2053-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     253000 | PA      | $248025.82    | 0.05%             | N/A             | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | Cie de Saint-Gobain SA                                                           | CUSIP: F80343100<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      10485 | NS      | $1066239.30   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corp / Six Flags Theme Parks Inc                         | Six Flags Entertainment Corp / Six Flags Theme Parks Inc                         | CUSIP: 83002YAA7<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151262.09    | 0.03%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Republic of Poland Government Bond                                               | Republic of Poland Government Bond                                               | CUSIP: ZB2921763<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     550000 | PA      | $152347.82    | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Amentum Holdings Inc                                                             | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $26352.10     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Exxon Mobil Corp                                                                 | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      34397 | NS      | $4139334.98   | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2021-15                                               | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     373400 | PA      | $309514.67    | 0.06%             | 2052-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Transocean International Ltd                                                     | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      85000 | PA      | $88774.09     | 0.02%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| EchoStar Corp                                                                    | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      90000 | PA      | $92202.17     | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Brand Industrial Services Inc                                                    | Brand Industrial Services Inc, Term Loan B                                       | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |      86628 | PA      | $79175.54     | 0.02%             | 2030-08-01      | Variable      | 8.35%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     584724 | PA      | $586528.62    | 0.12%             | 2052-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Dalrymple Bay Infrastructure Ltd                                                 | Dalrymple Bay Infrastructure Ltd                                                 | CUSIP: Q3092D106<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      22813 | NS      | $76183.52     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     110000 | PA      | $96676.18     | 0.02%             | 2041-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Muvico LLC                                                                       | Muvico LLC                                                                       | CUSIP: 62844JAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     102350 | PA      | $111019.40    | 0.02%             | 2029-02-19      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $333712.13    | 0.07%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325000 | PA      | $335598.90    | 0.07%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     606990 | PA      | $609377.49    | 0.13%             | 2034-07-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| UGANDA GOVERNMENT BOND                                                           | Republic of Uganda Government Bonds                                              | CUSIP: AZ5159746<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  353000000 | PA      | $87006.25     | 0.02%             | 2034-06-22      | Fixed         | 14.25%                | No            | 2                  | On Loan: No      |
| Allison Transmission Inc                                                         | Allison Transmission Inc, Term Loan                                              | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |     117000 | PA      | $117755.82    | 0.02%             | 2032-11-08      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                            | Guatemala Government Bond                                                        | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $178700.00    | 0.04%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| Amcor Group Finance PLC                                                          | Amcor Group Finance PLC                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |     110000 | PA      | $113711.44    | 0.02%             | 2029-05-23      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Block Inc                                                                        | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     250000 | PA      | $259965.00    | 0.05%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Ulker Biskuvi Sanayi AS                                                          | Ulker Biskuvi Sanayi AS                                                          | CUSIP: 903742AB0<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $210578.40    | 0.04%             | 2031-07-08      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| PennyMac Financial Services Inc                                                  | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     180000 | PA      | $191528.59    | 0.04%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Home Depot Inc/The                                                               | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       6010 | NS      | $2068041.00   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     160000 | PA      | $160196.06    | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Alterra Mountain Co                                                              | Alterra Mountain Company, Term Loan B8                                           | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     357233 | PA      | $359465.51    | 0.08%             | 2030-05-31      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-NSLB                   | JP Morgan Chase Commercial Mortgage Securities Trust 2025-NSLB                   | CUSIP: 46659JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $261636.63    | 0.05%             | 2042-06-05      | Fixed         | 6.23%                 | Yes           | 2                  | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     425000 | PA      | $430910.05    | 0.09%             | 2085-10-31      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     105000 | PA      | $70268.54     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      67730 | PA      | $38098.13     | 0.01%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Deere & Co                                                                       | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        832 | NS      | $387354.24    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76113.28     | 0.02%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     838101 | PA      | $790900.73    | 0.17%             | 2030-07-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     971800 | PA      | $900364.28    | 0.19%             | 2031-07-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| FLUTTER FINANCING BV                                                             | Flutter Financing B.V., Term Loan B                                              | CUSIP: BL4862100<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | IE        |     242874 | PA      | $242975.10    | 0.05%             | 2030-11-29      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                            | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     100000 | PA      | $85000.00     | 0.02%             | 2030-07-09      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| United States                                                                    | United States, Term Loan                                                         | CUSIP: BL5216785<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     353000 | PA      | $352371.66    | 0.07%             | 2032-10-07      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| 3i Infrastructure PLC                                                            | 3i Infrastructure PLC                                                            | CUSIP: BF5FX1900<br>LEI: 549300SQ4ZSVSWC6H750 | Long             | EC               | RF                | GB        |      13224 | NS      | $66547.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PAREXEL International Corp                                                       | Parexel International Corporation, Repriced Term Loan B                          | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |     578541 | PA      | $581193.63    | 0.12%             | 2031-12-12      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       2700 | NS      | $576315.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CNT Holdings I Corp                                                              | CNT Holdings I Corp, Term Loan                                                   | CUSIP: BL4989556<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |     249865 | PA      | $250737.25    | 0.05%             | 2032-11-08      | Variable      | 6.09%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126578.57    | 0.03%             | 2033-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MUXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     427802 | PA      | $419204.34    | 0.09%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                         | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     550000 | PA      | $541836.14    | 0.11%             | 2029-05-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Chubb Ltd                                                                        | Chubb Ltd                                                                        | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |       1699 | NS      | $530291.88    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Epicor Software Corp                                                             | Epicor Software Corporation, Term Loan E                                         | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     424859 | PA      | $426728.02    | 0.09%             | 2031-05-30      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     266000 | PA      | $269960.74    | 0.06%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKEY                                                               | Turkiye Government International Bond                                            | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     250000 | PA      | $225426.53    | 0.05%             | 2041-01-14      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Telesat LLC                                                                      | Telesat Canada, Term Loan B5                                                     | CUSIP: 87951YAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     184000 | PA      | $145523.76    | 0.03%             | 2026-12-07      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Klockner Pentaplast of America Inc                                               | Klockner-Pentaplast of America, Inc., PIK DIP Roll-Up Term Loan                  | CUSIP: BL5324662<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |     429576 | PA      | $386083.43    | 0.08%             | 2026-08-05      | Variable      | 6.69%                 | No            | 2                  | On Loan: No      |
| American National Group Inc                                                      | American National Group Inc                                                      | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |       6075 | NS      | $151935.75    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     905000 | PA      | $907369.26    | 0.19%             | 2031-11-19      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| Organon & Co                                                                     | Organon & Co, Term Loan                                                          | CUSIP: BL4871606<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |     268452 | PA      | $259324.26    | 0.05%             | 2031-05-19      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Corp., Term Loan B                                       | CUSIP: BL4939049<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     652976 | PA      | $654304.48    | 0.14%             | 2031-07-01      | Variable      | 6.24%                 | No            | 2                  | On Loan: No      |
| CHS Inc                                                                          | CHS Inc                                                                          | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |      12518 | NS      | $309319.78    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                     | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124530.53    | 0.03%             | N/A             | Variable      | 7.35%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     106200 | PA      | $105868.13    | 0.02%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                             | Aeropuertos Dominicanos Siglo XXI SA                                             | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |     200000 | PA      | $210000.00    | 0.04%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Warnermedia Holdings Inc                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     150000 | PA      | $131673.00    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     375000 | PA      | $393721.91    | 0.08%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| NXP Semiconductors NV                                                            | NXP Semiconductors NV                                                            | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | US        |       1758 | NS      | $381591.48    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Volcan Cia Minera SAA                                                            | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     165000 | PA      | $169765.20    | 0.04%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      17294 | NS      | $1618891.34   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     119147 | PA      | $118039.18    | 0.02%             | 2026-10-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      11497 | NS      | $1647635.07   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $208491.40    | 0.04%             | 2085-10-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Cinemark USA Inc                                                                 | Cinemark USA, Inc., Term Loan B                                                  | CUSIP: BL5125440<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     121587 | PA      | $121849.45    | 0.03%             | 2030-05-24      | Variable      | 5.94%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $200766.52    | 0.04%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Prime Healthcare Services Inc                                                    | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $241500.14    | 0.05%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| Nigeria Government International Bond                                            | Nigeria Government International Bond                                            | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $214742.64    | 0.04%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Global Medical Response Inc                                                      | Global Medical Response, Inc., Term Loan B                                       | CUSIP: 00169QAH2<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |     305879 | PA      | $308150.26    | 0.06%             | 2032-09-20      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Champ Acquisition Corp                                                           | Champ Acquisition Corp                                                           | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $64806.24     | 0.01%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                               | CUSIP: 48129VAB2<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     200000 | PA      | $202429.40    | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Merlin Entertainments Group US Holdings Inc                                      | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |     300000 | PA      | $267232.83    | 0.06%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| EG America LLC                                                                   | EG America LLC, Repriced Term Loan                                               | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |     150638 | PA      | $151407.07    | 0.03%             | 2028-02-07      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2022-INV1                                    | CUSIP: 36264TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     445625 | PA      | $387611.62    | 0.08%             | 2052-07-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| FREEPORT LNG INVESTMENTS                                                         | Freeport LNG Investments, LLLP, Term Loan A                                      | CUSIP: BL3789759<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |     511195 | PA      | $513219.81    | 0.11%             | 2026-11-16      | Variable      | 7.15%                 | No            | 2                  | On Loan: No      |
| Molina Healthcare Inc                                                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     175000 | PA      | $179730.24    | 0.04%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000560 | PA      | $932614.80    | 0.19%             | 2031-01-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     280000 | PA      | $281607.81    | 0.06%             | 2032-06-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     449400 | PA      | $403143.40    | 0.08%             | 2043-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SURF HOLDINGS LLC                                                                | Surf Holdings, LLC, Incremental Term Loan                                        | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      87079 | PA      | $87239.78     | 0.02%             | 2027-03-05      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Entergy Corp                                                                     | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     314000 | PA      | $329685.36    | 0.07%             | 2054-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Pembina Pipeline Corp                                                            | Pembina Pipeline Corp                                                            | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |       6136 | NS      | $233763.03    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ASML Holding NV                                                                  | ASML Holding NV                                                                  | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       1407 | NS      | $1516070.86   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| S&P Global Inc                                                                   | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       2146 | NS      | $1121478.14   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      31402 | NS      | $7248209.64   | 1.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                             | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     250000 | PA      | $240125.00    | 0.05%             | 2054-05-07      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                           | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     180000 | PA      | $191008.95    | 0.04%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Williams Cos Inc/The                                                             | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      16049 | NS      | $964705.39    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     404346 | PA      | $399346.37    | 0.08%             | 2027-01-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| AES Corp/The                                                                     | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     143000 | PA      | $145632.34    | 0.03%             | 2055-01-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| PODS LLC                                                                         | PODS, LLC, Term Loan B                                                           | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |      88316 | PA      | $87450.12     | 0.02%             | 2028-03-31      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| BroadStreet Partners Inc                                                         | Broadstreet Partners, Inc., Term Loan B4                                         | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     618508 | PA      | $621263.15    | 0.13%             | 2031-06-16      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     150000 | PA      | $130477.50    | 0.03%             | 2034-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LENOVO GROUP LTD                                                                 | Lenovo Group Ltd                                                                 | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $190236.69    | 0.04%             | 2030-11-02      | Fixed         | 3.42%                 | Yes           | 2                  | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       2521 | NS      | $361813.92    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $206410.00    | 0.04%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           | 2                  | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                                         | Sweihan PV Power Co PJSC                                                         | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |     183220 | PA      | $157497.74    | 0.03%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| Pye-Barker Fire & Safety LLC                                                     | Pye-Barker Fire & Safety, LLC, Term Loan                                         | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     114840 | PA      | $115689.24    | 0.02%             | 2032-12-16      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Arsenal AIC Parent LLC                                                           | Arsenal AIC Parent LLC, Term Loan B                                              | CUSIP: BL4990398<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      14296 | PA      | $14354.15     | 0.00%             | 2030-08-19      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Magnum Ice Cream Co NV/The                                                       | Magnum Ice Cream Co NV/The                                                       | CUSIP: N/A<br>LEI: 25490052LLF3XH6G9847       | Long             | EC               | CORP              | GB        |       2897 | NS      | $45981.53     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                       | Amneal Pharmaceuticals LLC, Term Loan B                                          | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     124688 | PA      | $125934.38    | 0.03%             | 2032-08-02      | Variable      | 7.22%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-3                                           | JP Morgan Mortgage Trust Series 2024-3                                           | CUSIP: 46657QAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     535934 | PA      | $464966.99    | 0.10%             | 2054-05-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Montego Bay Airport Revenue Finance Ltd                                          | Montego Bay Airport Revenue Finance Ltd                                          | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |     225000 | PA      | $224167.50    | 0.05%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| Netflix Inc                                                                      | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       7250 | NS      | $679760.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Digital Realty Trust Inc                                                         | Digital Realty Trust Inc                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        507 | NS      | $78437.97     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       2238 | NS      | $47490.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     150000 | PA      | $140878.91    | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                            | Ahead DB Holdings LLC                                                            | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     450000 | PA      | $452913.75    | 0.09%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     375000 | PA      | $392440.01    | 0.08%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Ellucian Holdings Inc                                                            | Ellucian Holdings, Inc., First Lien Term Loan B                                  | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     168654 | PA      | $169813.19    | 0.04%             | 2029-10-09      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $179000.00    | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| PINNACLE BUYER LLC                                                               | Pinnacle Buyer LLC, Delayed Draw Term Loan                                       | CUSIP: BL5228103<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10484 | PA      | $10536.34     | 0.00%             | 2032-10-01      | Variable      | 1.25%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     450000 | PA      | $464071.03    | 0.10%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       2722 | NS      | $699526.78    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| American Electric Power Co Inc                                                   | American Electric Power Co Inc                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      13063 | NS      | $1506294.53   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Monster Beverage Corp                                                            | Monster Beverage Corp                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      14435 | NS      | $1106731.45   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| FirstCash Inc                                                                    | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     285000 | PA      | $296457.48    | 0.06%             | 2032-03-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| New Fortress Energy Inc                                                          | New Fortress Energy Inc, Incremental Term Loan B                                 | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |     161000 | PA      | $68666.50     | 0.01%             | 2028-10-30      | Variable      | 9.24%                 | No            | 2                  | On Loan: No      |
| Dover Corp                                                                       | Dover Corp                                                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       3257 | NS      | $635896.68    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Cotiviti Inc                                                                     | Cotiviti Corporation, 2nd Amendment Term Loan                                    | CUSIP: BL5002300<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      93453 | PA      | $89948.68     | 0.02%             | 2032-03-29      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Hyatt Hotels Corp                                                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40082.58     | 0.01%             | 2035-12-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                   | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     610000 | PA      | $647331.39    | 0.14%             | N/A             | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                  | ABG Intermediate Holdings 2 LLC, First Lien Term Loan B                          | CUSIP: BL4876753<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     133250 | PA      | $133617.08    | 0.03%             | 2028-12-21      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2018-B2                                      | CUSIP: 17327FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $245788.80    | 0.05%             | 2051-03-10      | Variable      | 4.18%                 | No            | 2                  | On Loan: No      |
| Heidelberg Materials AG                                                          | Heidelberg Materials AG                                                          | CUSIP: D31709104<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      10694 | NS      | $2772492.27   | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| PenFed Auto Receivables Owner                                                    | PenFed Auto Receivables Owner Trust 2022-A                                       | CUSIP: 706874AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     117187 | PA      | $117219.96    | 0.02%             | 2028-12-15      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                           | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $189835.37    | 0.04%             | 2032-01-21      | Fixed         | 3.57%                 | Yes           | 2                  | On Loan: No      |
| Glencore PLC                                                                     | Glencore PLC                                                                     | CUSIP: G39420107<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | GB        |     300202 | NS      | $1641102.41   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153265.18    | 0.03%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     313500 | PA      | $318178.01    | 0.07%             | 2028-07-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| 24 Hour Fitness Worldwide Inc                                                    | 24 Hour Fitness Worldwide Inc                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     364675 | NS      | $2552.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nouryon Finance BV                                                               | Nouryon Finance B.V., Term Loan B2                                               | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |      14702 | PA      | $14733.88     | 0.00%             | 2028-04-03      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Trane Technologies PLC                                                           | Trane Technologies PLC                                                           | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |       3314 | NS      | $1289808.80   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      15469 | NS      | $645985.44    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      16011 | NS      | $5024251.80   | 1.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: G08036124<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     453393 | NS      | $2902226.85   | 0.61%             |  |  |  | No            | 2                  | On Loan: No      |
| Simon Property Group Inc                                                         | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       2039 | NS      | $377439.29    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Phinia Inc                                                                       | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     165000 | PA      | $170772.03    | 0.04%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Grupo Aeroportuario del Centro Norte SAB de CV                                   | Grupo Aeroportuario del Centro Norte SAB de CV                                   | CUSIP: 400501102<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               | CORP              | MX        |       1198 | NS      | $130306.46    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF RWANDA                                                               | Rwanda International Government Bond                                             | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     300000 | PA      | $278121.40    | 0.06%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                              | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $212864.27    | 0.04%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           | 2                  | On Loan: No      |
| Pennon Group PLC                                                                 | Pennon Group PLC                                                                 | CUSIP: G8295T239<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |      12156 | NS      | $86155.82     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                                     | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     695000 | PA      | $714996.82    | 0.15%             | 2043-07-25      | Variable      | 6.57%                 | Yes           | 2                  | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                                                         | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                 | CUSIP: 75973PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     200000 | PA      | $191880.78    | 0.04%             | 2028-07-14      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| WH Borrower LLC                                                                  | WH Borrower, LLC, Term Loan B                                                    | CUSIP: BL4993939<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |     104475 | PA      | $105103.42    | 0.02%             | 2032-02-20      | Variable      | 8.39%                 | No            | 2                  | On Loan: No      |
| First Student Bidco Inc                                                          | First Student Bidco Inc, Term Loan B                                             | CUSIP: BL5189701<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      98315 | PA      | $98769.58     | 0.02%             | 2030-08-15      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| NEMAK SAB DE CV                                                                  | Nemak SAB de CV                                                                  | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $173437.43    | 0.04%             | 2031-06-28      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| MISSION BROADCASTING INC                                                         | Mission Broadcasting, Inc., Term Loan B                                          | CUSIP: 605024AS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-06-02      | Variable      | 6.89%                 | No            | 2                  | On Loan: No      |
| Sembcorp Industries Ltd                                                          | Sembcorp Industries Ltd                                                          | CUSIP: Y79711159<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |      27807 | NS      | $129986.98    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     144000 | PA      | $153917.13    | 0.03%             | 2055-03-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     286384 | PA      | $275899.43    | 0.06%             | 2029-07-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     175000 | PA      | $154271.23    | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108518 | PA      | $110355.19    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       1735 | NS      | $989314.35    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1192842 | PA      | $1105811.25   | 0.23%             | 2052-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76898.57     | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1486589 | PA      | $1330704.11   | 0.28%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     445000 | PA      | $471145.65    | 0.10%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Bancolombia SA                                                                   | Bancolombia SA                                                                   | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $214357.88    | 0.04%             | 2034-12-24      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2022-6                                                | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     628290 | PA      | $545516.43    | 0.11%             | 2052-11-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     365000 | PA      | $383127.82    | 0.08%             | 2036-04-17      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| EMERA INC                                                                        | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     293000 | PA      | $294341.06    | 0.06%             | 2076-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     300000 | PA      | $307838.10    | 0.06%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R05                                     | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     935000 | PA      | $970676.23    | 0.20%             | 2043-06-25      | Variable      | 7.46%                 | Yes           | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $214121.80    | 0.04%             | N/A             | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     428974 | PA      | $421395.38    | 0.09%             | 2028-01-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Corpay Inc                                                                       | Corpay Inc                                                                       | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        950 | NS      | $285883.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       6371 | NS      | $746744.91    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $160600.00    | 0.03%             | 2041-08-14      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Topgolf Callaway Brands Corp                                                     | Topgolf Callaway Brands Corp., Term Loan B                                       | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |      60612 | PA      | $60860.71     | 0.01%             | 2030-03-18      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                                         | Clearwater Analytics, LLC, Term Loan B                                           | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |     112718 | PA      | $112929.41    | 0.02%             | 2032-04-21      | Variable      | 6.21%                 | No            | 2                  | On Loan: No      |
| Saudi Government International Bond                                              | Saudi Government International Bond                                              | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     200000 | PA      | $212004.93    | 0.04%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Primo Brands Corp                                                                | Triton Water Holdings, Inc, Term Loan B                                          | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     238928 | PA      | $239884.71    | 0.05%             | 2028-03-31      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     330000 | PA      | $328578.95    | 0.07%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Staples Inc                                                                      | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298254.21    | 0.06%             | 2029-09-01      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                         | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $528496.95    | 0.11%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| BALL CORP                                                                        | Ball Corp                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77091.58     | 0.02%             | 2029-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Qnity Electronics Inc                                                            | Qnity Electronics Inc, Term Loan B                                               | CUSIP: BL5193216<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |     163000 | PA      | $163942.14    | 0.03%             | 2032-11-01      | Variable      | 5.80%                 | No            | 2                  | On Loan: No      |
| Numericable US LLC                                                               | Altice France S.A., Term Loan B14                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     280851 | PA      | $281143.04    | 0.06%             | 2031-05-15      | Variable      | 10.86%                | No            | 2                  | On Loan: No      |
| Artera Services LLC                                                              | Artera Services LLC, Term Loan                                                   | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |      26931 | PA      | $21926.79     | 0.00%             | 2031-02-10      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Sempra                                                                           | Sempra                                                                           | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     269000 | PA      | $274201.94    | 0.06%             | 2055-04-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| PLAZE INC                                                                        | Plaze, Inc., Incremental Term Loan                                               | CUSIP: 72819QAN2<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2026-08-03      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     180000 | PA      | $184862.70    | 0.04%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                          | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $177257.88    | 0.04%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                                          | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAC3<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |     152000 | PA      | $150535.45    | 0.03%             | N/A             | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                       | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $60719.40     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $112133.01    | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155334.38    | 0.03%             | 2033-04-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan M                                                     | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     174562 | PA      | $175486.81    | 0.04%             | 2032-08-19      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Haleon PLC                                                                       | Haleon PLC                                                                       | CUSIP: G4232K100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     404270 | NS      | $2042930.55   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Micron Technology Inc                                                            | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       1706 | NS      | $486909.46    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| TopBuild Corp                                                                    | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60695.19     | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAD9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $182053.90    | 0.04%             | 2047-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      12656 | NS      | $1585670.24   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     950000 | PA      | $1013277.60   | 0.21%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| X Corp                                                                           | X Corp., Term Loan                                                               | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     464296 | PA      | $457166.89    | 0.10%             | 2029-10-29      | Variable      | 10.45%                | No            | 2                  | On Loan: No      |
| Chile Government International Bond                                              | Chile Government International Bond                                              | CUSIP: YN6832904<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      50000 | PA      | $58747.07     | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $471980.71    | 0.10%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                            | Daiichi Sankyo Co Ltd                                                            | CUSIP: J11257102<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      48200 | NS      | $1023504.64   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| RH                                                                               | Restoration Hardware, Inc., Term Loan B                                          | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |     135516 | PA      | $133943.83    | 0.03%             | 2028-10-20      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Adient US LLC                                                                    | Adient US LLC, Term Loan B2                                                      | CUSIP: 00687MAH4<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |      34492 | PA      | $34670.73     | 0.01%             | 2031-01-29      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| Catawba Nation Gaming Authority                                                  | Catawba Nation Gaming Authority, Term Loan B                                     | CUSIP: BL4843068<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      70000 | PA      | $71808.45     | 0.02%             | 2032-03-29      | Variable      | 8.47%                 | No            | 2                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     242000 | PA      | $245050.89    | 0.05%             | N/A             | Variable      | 7.96%                 | No            | 2                  | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                         | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $196119.11    | 0.04%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| SAP SE                                                                           | SAP SE                                                                           | CUSIP: D66992104<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       2310 | NS      | $561257.30    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| ARCHES BUYER INC                                                                 | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     195000 | PA      | $191375.51    | 0.04%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Transocean Aquila Ltd                                                            | Transocean Aquila Ltd                                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     126538 | PA      | $129611.55    | 0.03%             | 2028-09-30      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     344224 | PA      | $309698.04    | 0.06%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $84140.44     | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Disco Parent Inc                                                                 | Disco Parent, Inc., Term Loan B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20000 | PA      | $20150.00     | 0.00%             | 2032-08-06      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $179507.46    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PETSMART INC                                                                     | PetSmart, Inc., Term Loan B                                                      | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-02-14      | Variable      | 8.21%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     190000 | PA      | $196477.03    | 0.04%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| LAND O'LAKES INC                                                                 | Land O' Lakes Inc                                                                | CUSIP: 514666AK2<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $983791.50    | 0.21%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     150000 | PA      | $157549.29    | 0.03%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150090.15    | 0.03%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      95000 | PA      | $96266.04     | 0.02%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| BHP Group Ltd                                                                    | BHP Group Ltd                                                                    | CUSIP: Q1498M100<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      23310 | NS      | $703475.46    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Delek Logistics Partners LP / Delek Logistics Finance Corp                       | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $96942.66     | 0.02%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           | 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        |     115000 | PA      | $115465.18    | 0.02%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Toyota Motor Corp                                                                | Toyota Motor Corp                                                                | CUSIP: J92676113<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      23400 | NS      | $502563.98    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Core & Main LP                                                                   | Core & Main LP, Term Loan B                                                      | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |      22246 | PA      | $22343.13     | 0.00%             | 2028-07-27      | Variable      | 5.69%                 | No            | 2                  | On Loan: No      |
| Standard Building Solutions Inc                                                  | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     120000 | PA      | $122584.43    | 0.03%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| HUNT COS INC                                                                     | Hunt Cos Inc                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |     300000 | PA      | $292848.39    | 0.06%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Cengage Learning Inc                                                             | Cengage Learning, Inc., First Lien Term Loan B                                   | CUSIP: BL4808624<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     287060 | PA      | $288578.21    | 0.06%             | 2031-03-24      | Variable      | 7.27%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan                                                       | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     154050 | PA      | $154841.05    | 0.03%             | 2032-01-20      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| VISION SOLUTIONS INC                                                             | Vision Solutions, Inc., Incremental Term Loan                                    | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      81855 | PA      | $76391.11     | 0.02%             | 2028-04-24      | Variable      | 8.10%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                                              | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249687.70    | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $210908.76    | 0.04%             | 2082-10-31      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     255000 | PA      | $260431.50    | 0.05%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Javelin Buyer Inc                                                                | Javelin Buyer, Inc., Term Loan                                                   | CUSIP: 47189BAF6<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |     116124 | PA      | $116644.20    | 0.02%             | 2031-12-08      | Variable      | 6.59%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: J7771X109<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      95800 | NS      | $3081063.33   | 0.64%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     490000 | PA      | $494210.94    | 0.10%             | 2028-06-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                         | Saudi Government International Bond                                              | CUSIP: ZP6092883<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     385000 | PA      | $272044.50    | 0.06%             | 2055-01-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HAYWARD INDUSTRIES INC                                                           | Hayward Industries, Inc., Term Loan                                              | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |     121475 | PA      | $122310.47    | 0.03%             | 2028-05-30      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Airbus SE                                                                        | Airbus SE                                                                        | CUSIP: N0280G100<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |      16247 | NS      | $3772939.67   | 0.79%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                     | CUSIP: N4578E595<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      68395 | NS      | $1922462.23   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     110000 | PA      | $111507.04    | 0.02%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                          | Hungary Government Bond                                                          | CUSIP: BT4398900<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   50000000 | PA      | $147458.19    | 0.03%             | 2028-03-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     338000 | PA      | $359864.88    | 0.08%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Savor Acquisition Inc                                                            | Sauer Brands Inc, Delayed Draw Term Loan                                         | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |       8621 | PA      | $8667.37      | 0.00%             | 2032-02-19      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Gruma SAB de CV                                                                  | Gruma SAB de CV                                                                  | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $200649.00    | 0.04%             | 2054-12-09      | Fixed         | 5.76%                 | Yes           | 2                  | On Loan: No      |
| Sony Group Corp                                                                  | Sony Group Corp                                                                  | CUSIP: J76379106<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     116500 | NS      | $2988338.07   | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     169000 | PA      | $175608.77    | 0.04%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Oregon Tool Lux LP                                                               | Oregon Tool, Inc., 2nd Lien Term Loan                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      93576 | PA      | $67562.10     | 0.01%             | 2029-10-15      | Variable      | 8.14%                 | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    6200000 | PA      | $163111.69    | 0.03%             | 2031-05-21      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     330000 | PA      | $347379.39    | 0.07%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     305000 | PA      | $309255.36    | 0.06%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| HCA Healthcare Inc                                                               | HCA Healthcare Inc                                                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        960 | NS      | $448185.60    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| DSV A/S                                                                          | DSV A/S                                                                          | CUSIP: K31864117<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       4022 | NS      | $1012966.03   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     308000 | PA      | $307041.82    | 0.06%             | N/A             | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Nasdaq Inc                                                                       | Nasdaq Inc                                                                       | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      11613 | NS      | $1127970.69   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902LWA907<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1645000 | PA      | $559300.00    | 0.12%             | 2172-03-12      | Fixed         | 7.25%                 | No            | 3                  | On Loan: No      |
| Turkiye Government Bond                                                          | Turkiye Government Bond                                                          | CUSIP: ZD1133440<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1800000 | PA      | $41894.60     | 0.01%             | 2026-02-18      | Fixed         | 37.00%                | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-12-31

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting