# EDGAR Filing Document

**Accession Number:** 0000809593
**File Stem:** 0001752724-25-189569
**Filing Date:** 2025-8
**Character Count:** 131887
**Document Hash:** d10def232b096e17df6786a86c80b10a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-189569.hdr.sgml**: 20250815

**ACCESSION NUMBER**: 0001752724-25-189569

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250815

**DATE AS OF CHANGE**: 20250815

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN BEACON FUNDS
- **CENTRAL INDEX KEY:** 0000809593

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04984
- **FILM NUMBER:** 251223245

**BUSINESS ADDRESS:**
- **STREET 1:** 220 EAST LAS COLINAS BOULEVARD
- **STREET 2:** SUITE 1200
- **CITY:** IRVING
- **STATE:** TX
- **ZIP:** 75039
- **BUSINESS PHONE:** 8173916100

**MAIL ADDRESS:**
- **STREET 1:** 220 EAST LAS COLINAS BOULEVARD
- **STREET 2:** SUITE 1200
- **CITY:** IRVING
- **STATE:** TX
- **ZIP:** 75039

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN AADVANTAGE FUNDS
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN EAGLE FUNDS
- **DATE OF NAME CHANGE:** 19890813

## Series and Classes Contracts Data

### American Beacon TwentyFour Strategic Income Fund (Series ID: S000056913)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000180737 | R5 Class       | TFGIX           |
| C000180738 | Investor Class | TFGPX           |
| C000180741 | Y Class        | TFGYX           |
| C000205755 | A Class        | TFSAX           |
| C000205756 | C Class        | TFGCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AMERICAN BEACON FUNDS

- **b. Investment Company Act file number:** 811-04984

- **c. CIK number of Registrant:** 0000809593

- **d. LEI of Registrant:** 549300EXCES9V5RWB620

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

  - **Street Address 1:** 220 EAST LAS COLINAS BOULEVARD

  - **City:** IRVING

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75039

  - **Telephone number:** 817-391-6100

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

- **a. Name of Series:** American Beacon TwentyFour Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000056913

- **c. LEI of Series:** 549300UG4J9G1M2VA661

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $493132822.35

**Total Liabilities:** $12370543.93

**Net Assets:** $480762278.42

**Delayed Delivery Securities:** $4685573.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -262.94000000 | **1-Year:** -8578.28000000 | **5-Year:** -37492.92000000 | **10-Year:** -35822.49000000 | **30-Year:** -3933.26000000

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

- **3-Month:** -534.48000000 | **1-Year:** -13971.22000000 | **5-Year:** -43154.27000000 | **10-Year:** -15940.38000000 | **30-Year:** -9829.93000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000180737 | 0.15%                | 0.86%                | 1.34%                |
| Class ID C000180741 | 0.15%                | 0.87%                | 1.35%                |
| Class ID C000205756 | 0.07%                | 0.69%                | 1.29%                |
| Class ID C000180738 | 0.24%                | 0.75%                | 1.35%                |
| Class ID C000205755 | 0.13%                | 0.75%                | 1.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11414419.47            | $9434594.53                                |
| Month 2  | $3231733.05              | $2080987.58                                |
| Month 3  | $-2920602.88             | $13066069.02                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                         | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BP CAPITAL MARKETS PLC                       | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1345377.42   | 0.28%             | 2027-03-22      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| RRE Loan Management                          | RRE 8 Loan Management DAC                                                        | CUSIP: 000000000<br>LEI: 635400UNFSMC7EBDFL79 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1188674.71   | 0.25%             | 2040-07-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                             | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1257635.48   | 0.26%             | 2029-10-30      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| LUNA 2 5SARL                                 | Luna 2 5SARL                                                                     | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $600118.74    | 0.12%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                       | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $234313.90    | 0.05%             | 2027-06-14      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ROTHESAY LIFE                                | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |   5293000 | PA      | $6194981.94   | 1.29%             | 2031-10-13      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                     | Antero Midstream Partners LP/Antero Midstream Finance Corp.                      | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $449207.10    | 0.09%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                 | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1704213.21   | 0.35%             | 2025-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                  | OCP CLO Ltd.                                                                     | CUSIP: 67119VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1512565.50   | 0.31%             | 2037-10-16      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                       | Sherwood Financing PLC                                                           | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $628082.85    | 0.13%             | 2029-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                     | ContourGlobal Power Holdings SA                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $580876.91    | 0.12%             | 2028-01-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                           | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2600000 | PA      | $2823875.17   | 0.59%             | 2029-03-21      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RRE Loan Management                          | RRE 5 Loan Management DAC                                                        | CUSIP: 000000000<br>LEI: 549300D6UNTEPRSJ6X22 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1195884.95   | 0.25%             | 2037-01-15      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                              | Marex Group PLC                                                                  | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $668907.83    | 0.14%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                 | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2600000 | PA      | $2898053.08   | 0.60%             | 2028-09-14      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                           | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1341930.03   | 0.28%             | 2033-11-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                     | Encore Capital Group, Inc.                                                       | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    500000 | PA      | $651987.12    | 0.14%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                      | HCA, Inc.                                                                        | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1147086.00   | 0.24%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                              | Network i2i Ltd.                                                                 | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |    300000 | PA      | $295473.06    | 0.06%             | 2026-03-03      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                             | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1700000 | PA      | $2067269.46   | 0.43%             | 2034-09-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ACHMEA BV                                    | Achmea BV                                                                        | CUSIP: 000000000<br>LEI: 7245007QUMI1FHIQV531 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $710588.36    | 0.15%             | 2035-01-28      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                           | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |   1400000 | PA      | $1666217.55   | 0.35%             | 2031-05-06      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BUPA FINANCE PLC                             | BUPA Finance PLC                                                                 | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $480595.54    | 0.10%             | 2026-12-08      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Voya Euro CLO                                | Voya Euro CLO III DAC                                                            | CUSIP: 000000000<br>LEI: 635400K38PBPFZARQW28 | Long             | ABS-CBDO         | CORP              | IE        |   1300000 | PA      | $1494928.33   | 0.31%             | 2033-04-15      | Floating      | 10.18%                | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                                 | ING Groep NV                                                                     | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $836597.80    | 0.17%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                          | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1235781.23   | 0.26%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                           | Pinnacle Bidco PLC                                                               | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $914061.15    | 0.19%             | 2028-10-11      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                      | Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $792014.55    | 0.16%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                         | Targa Resources Corp.                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    600000 | PA      | $644881.36    | 0.13%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL PLC                          | Burford Capital PLC                                                              | CUSIP: 000000000<br>LEI: 549300HCVQH9WYQ2JT20 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $679060.06    | 0.14%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUOMO BIDCO SPA                              | Duomo Bidco SpA                                                                  | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |    900000 | PA      | $1065456.36   | 0.22%             | 2031-07-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| VOYA EURO CLO                                | Voya Euro CLO II DAC                                                             | CUSIP: 000000000<br>LEI: 635400URG3IUW6R6W254 | Long             | ABS-CBDO         | CORP              | IE        |   1700000 | PA      | $2017605.06   | 0.42%             | 2035-07-15      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                     | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $953206.43    | 0.20%             | 2035-02-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                         | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $414715.90    | 0.09%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                            | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2700000 | PA      | $3502815.99   | 0.73%             | 2028-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                        | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $232056.28    | 0.05%             | 2032-03-18      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ACHMEA BV                                    | Achmea BV                                                                        | CUSIP: 000000000<br>LEI: 7245007QUMI1FHIQV531 | Long             | DBT              | CORP              | NL        |   2800000 | PA      | $3244665.06   | 0.67%             | 2029-03-24      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC                                     | MSCI, Inc.                                                                       | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262811.79    | 0.05%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                   | Allianz SE                                                                       | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $996794.80    | 0.21%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                    | Aegon Ltd.                                                                       | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |   1400000 | PA      | $1690474.62   | 0.35%             | 2029-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HEXCEL CORP                                  | Hexcel Corp.                                                                     | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1109066.00   | 0.23%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom, Inc.                                                                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $590688.85    | 0.12%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                     | Neuberger Berman Loan Advisers CLO 26 Ltd.                                       | CUSIP: 64131PAL6<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1531945.50   | 0.32%             | 2038-10-18      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                      | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.                      | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $549863.15    | 0.11%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                             | BUPA Finance PLC                                                                 | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |   2156000 | PA      | $2374944.75   | 0.49%             | 2031-09-24      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                        | Lottomatica Group SpA                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $603899.37    | 0.13%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LA MONDIALE                                  | La Mondiale SAM                                                                  | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $870973.65    | 0.18%             | 2034-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                       | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico        | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $576280.92    | 0.12%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ICG Euro CLO                                 | ICG Euro CLO DAC                                                                 | CUSIP: 000000000<br>LEI: 635400FMRSGTFBGN6Y45 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1768127.48   | 0.37%             | 2037-02-15      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                      | Abanca Corp. Bancaria SA                                                         | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1441656.10   | 0.30%             | 2036-12-11      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BAWAG GROUP AG                               | BAWAG Group AG                                                                   | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $1177950.65   | 0.25%             | 2025-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                     | Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV                             | CUSIP: 000000000<br>LEI: 894500GLVOTVRGS68C28 | Long             | DBT              | CORP              | XX        |    300000 | PA      | $441214.69    | 0.09%             | 2031-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management Ltd                      | HPS Loan Management Ltd.                                                         | CUSIP: 40444YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503835.50   | 0.31%             | 2037-10-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA, Inc.                                                               | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1725591.13   | 0.36%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                               | Jyske Bank AS                                                                    | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |   1100000 | PA      | $1366606.84   | 0.28%             | 2035-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                        | Quikrete Holdings, Inc.                                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1441757.80   | 0.30%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                     | 1011778 BC ULC/New Red Finance, Inc.                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    375000 | PA      | $357131.51    | 0.07%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                              | Marex Group PLC                                                                  | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $521499.48    | 0.11%             | 2028-02-02      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                       | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico        | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $723585.80    | 0.15%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                      | United Rentals North America, Inc.                                               | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1730723.93   | 0.36%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CO-OPERATIVE BANK HOLDN                      | Co-Operative Bank Holdings PLC                                                   | CUSIP: 000000000<br>LEI: 213800MY2BSP459O8A22 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $694822.91    | 0.14%             | 2028-09-19      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                              | CUSIP: 912797QL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9200000 | PA      | $9138068.64   | 1.90%             | 2025-08-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                       | APA Infrastructure Ltd.                                                          | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $773148.95    | 0.16%             | 2030-03-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                             | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $197000.80    | 0.04%             | 2028-04-06      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                       | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico        | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $393037.03    | 0.08%             | 2034-09-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                | Purchased USD / Sold EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-4389407.35  | -0.91%            |  |  |  | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                               | Penta CLO 16 DAC                                                                 | CUSIP: 000000000<br>LEI: 5493000ACULYUZF6IG97 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1777826.14   | 0.37%             | 2036-10-18      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                       | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    200000 | PA      | $235751.39    | 0.05%             | 2033-09-13      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                      | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $1860363.14   | 0.39%             | 2046-10-13      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                  | Digital Intrepid Holding BV                                                      | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |    900000 | PA      | $892434.73    | 0.19%             | 2031-07-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                      | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.                      | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $487923.00    | 0.10%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                       | Sable International Finance Ltd.                                                 | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |   1219000 | PA      | $1222086.51   | 0.25%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                             | CPUK Finance Ltd.                                                                | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    700000 | PA      | $937629.53    | 0.20%             | 2027-08-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                         | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1415307.70   | 0.29%             | 2027-05-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MUTUELLE ASSURANCE                           | Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal | CUSIP: 000000000<br>LEI: 969500QISBFB1NW4SX83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $664258.15    | 0.14%             | 2028-12-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMMERZBANK AG                               | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1258666.18   | 0.26%             | 2032-12-06      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MENLO CLO                                    | Menlo CLO II Ltd.                                                                | CUSIP: 58681XAA9<br>LEI: 254900584QQ9TE467R16 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1021100.00   | 0.21%             | 2038-04-20      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS FORTIS SA                        | BNP Paribas Fortis SA                                                            | CUSIP: 000000000<br>LEI: KGCEPHLVVKVRZYO1T647 | Long             | DBT              | CORP              | BE        |   1500000 | PA      | $1637056.91   | 0.34%             | 2049-12-29      | Floating      | 4.02%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                            | HSBC Holdings PLC                                                                | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $607419.32    | 0.13%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                     | JBS USA Holding Lux SARL/JBS USA Foods Group Holdings, Inc./JBS USA Food Co.     | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $451545.36    | 0.09%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                               | AA Bond Co. Ltd.                                                                 | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $256010.15    | 0.05%             | 2028-07-31      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC                                     | MSCI, Inc.                                                                       | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    950000 | PA      | $891068.18    | 0.19%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                        | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $3214608.29   | 0.67%             | 2031-03-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                          | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |   2600000 | PA      | $3011549.57   | 0.63%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                        | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   2200000 | PA      | $2649799.98   | 0.55%             | 2030-03-10      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                     | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $376287.89    | 0.08%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UNICAJA BANCO SA                             | Unicaja Banco SA                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |    700000 | PA      | $819611.06    | 0.17%             | 2032-07-19      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Tikehau                                      | Tikehau CLO X DAC                                                                | CUSIP: 000000000<br>LEI: 635400WC6EUSVRGKOG51 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $597580.84    | 0.12%             | 2038-04-20      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                          | Prestige Brands, Inc.                                                            | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153754.37    | 0.03%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                    | ONEOK, Inc.                                                                      | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306329.26    | 0.06%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE                            | Pension Insurance Corp. PLC                                                      | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $3207501.72   | 0.67%             | 2034-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                      | Abanca Corp. Bancaria SA                                                         | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1367994.14   | 0.28%             | 2028-07-14      | Fixed         | 10.62%                | Yes           |                  2 | On Loan: No      |
| RAC BOND CO PLC                              | RAC Bond Co. PLC                                                                 | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $674828.30    | 0.14%             | 2027-11-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASMODEE GROUP AB                             | Asmodee Group AB                                                                 | CUSIP: 000000000<br>LEI: 636700G5993BBAFDYD02 | Long             | DBT              | CORP              | SE        |    211765 | PA      | $251082.27    | 0.05%             | 2029-12-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                         | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1670759.26   | 0.35%             | 2026-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                     | Plains All American Pipeline LP/PAA Finance Corp.                                | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1605603.87   | 0.33%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                             | Symphony CLO 47 Ltd.                                                             | CUSIP: 87191DAA5<br>LEI: 25490010XZSF50QAAS37 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $988302.00    | 0.21%             | 2038-04-20      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                | Equinix, Inc.                                                                    | CUSIP: 000000000<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    200000 | PA      | $193170.51    | 0.04%             | 2033-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                           | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1574763.20   | 0.33%             | 2031-12-09      | Fixed         | 1.87%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                                | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $436386.35    | 0.09%             | 2032-04-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| LA MONDIALE                                  | La Mondiale SAM                                                                  | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $780300.80    | 0.16%             | 2048-01-18      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                        | Uber Technologies, Inc.                                                          | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    795000 | PA      | $789169.07    | 0.16%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe     | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   9550000 | PA      | $11157754.73  | 2.32%             | 2035-02-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                     | EDP Servicios Financieros Espana SA                                              | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1194211.08   | 0.25%             | 2031-07-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                             | Altice France SA                                                                 | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $168318.00    | 0.04%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                            | HSBC Holdings PLC                                                                | CUSIP: 404280BY4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1319000 | PA      | $1810524.93   | 0.38%             | 2026-09-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                          | Inversiones CMPC SA                                                              | CUSIP: 000000000<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |   1405000 | PA      | $1440938.50   | 0.30%             | 2034-02-26      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA, Inc.                                                               | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    640000 | PA      | $644394.17    | 0.13%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                          | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    595000 | PA      | $524180.90    | 0.11%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                          | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1277134.09   | 0.27%             | 2034-02-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| GUARA NORTE SARL                             | Guara Norte SARL                                                                 | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    845119 | PA      | $800895.61    | 0.17%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                               | BAWAG Group AG                                                                   | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |   2000000 | PA      | $2453364.93   | 0.51%             | 2029-09-18      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Stellantis NV                                | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $540290.88    | 0.11%             | 2031-06-16      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                       | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $706858.74    | 0.15%             | 2031-08-19      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                           | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $2013334.40   | 0.42%             | 2033-08-23      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                       | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1636214.04   | 0.34%             | 2028-08-19      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                | Purchased USD / Sold GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1769999.69  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                         | Howmet Aerospace, Inc.                                                           | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2420160.72   | 0.50%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                       | Bimbo Bakeries USA, Inc.                                                         | CUSIP: 000000000<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1367685.42   | 0.28%             | 2036-01-09      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Jubilee CDO BV                               | Jubilee CLO DAC                                                                  | CUSIP: 000000000<br>LEI: 6354007OCOEPS81TDN60 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1780324.57   | 0.37%             | 2037-07-21      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                 | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $517120.33    | 0.11%             | 2030-01-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                                 | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1086922.39   | 0.23%             | 2035-08-26      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                           | VICI Properties LP                                                               | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   1590000 | PA      | $1625841.35   | 0.34%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IE II DAC                     | Zurich Finance Ireland II DAC                                                    | CUSIP: 000000000<br>LEI: 213800KA6D8H8QF8PN62 | Long             | DBT              | CORP              | IE        |   2800000 | PA      | $2716014.00   | 0.56%             | 2055-04-23      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                            | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1509391.80   | 0.31%             | 2033-11-10      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                     | Targa Resources Partners LP/Targa Resources Partners Finance Corp.               | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $644285.78    | 0.13%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                 | Providus CLO VI DAC                                                              | CUSIP: 000000000<br>LEI: 635400OVFLV2AMKOP534 | Long             | ABS-CBDO         | CORP              | IE        |   1250000 | PA      | $1484827.41   | 0.31%             | 2034-05-20      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                              | OEG Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $615257.35    | 0.13%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                             | CVC Cordatus Loan Fund XVII DAC                                                  | CUSIP: 000000000<br>LEI: 549300FNLNVJS6HNUN71 | Long             | ABS-CBDO         | CORP              | IE        |   1250000 | PA      | $1491341.47   | 0.31%             | 2033-11-18      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                     | Equinix Europe 2 Financing Corp. LLC                                             | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   2165000 | PA      | $2527094.02   | 0.53%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                     | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1176631.34   | 0.24%             | 2029-06-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                                | Ballyrock CLO 29 Ltd.                                                            | CUSIP: 05876TAA4<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2500000.00   | 0.52%             | 2038-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                     | ContourGlobal Power Holdings SA                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $232350.77    | 0.05%             | 2028-01-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Madison Park Euro Funding                    | Madison Park Euro Funding X DAC                                                  | CUSIP: 000000000<br>LEI: 635400JUSH8DJJMKPH69 | Long             | ABS-CBDO         | CORP              | IE        |    969178 | PA      | $1134793.59   | 0.24%             | 2030-10-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                  | Harvest CLO XVI DAC                                                              | CUSIP: 000000000<br>LEI: 635400HU8ASOJYEX2I14 | Long             | ABS-CBDO         | CORP              | IE        |   1550000 | PA      | $1820996.03   | 0.38%             | 2031-10-15      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| LA DORIA SPA                                 | La Doria SpA                                                                     | CUSIP: 000000000<br>LEI: 815600857F45E3102897 | Long             | DBT              | CORP              | IT        |    350000 | PA      | $413372.80    | 0.09%             | 2029-11-12      | Floating      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd                              | Oaktree CLO Ltd.                                                                 | CUSIP: 67402VAA2<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1238696.25   | 0.26%             | 2037-10-22      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| Ozlme                                        | Sculptor European CLO IV DAC                                                     | CUSIP: 000000000<br>LEI: 635400BYCDHRFW4EII46 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1180967.38   | 0.25%             | 2038-04-27      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                       | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1403417.00   | 0.29%             | 2029-03-22      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Voya Euro CLO                                | Voya Euro CLO IV DAC                                                             | CUSIP: 000000000<br>LEI: 549300H0DM0Z0GCEKC77 | Long             | ABS-CBDO         | CORP              | IE        |   1750000 | PA      | $2079306.71   | 0.43%             | 2034-10-15      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| BRACKEN MIDCO ONE                            | Bracken MidCo1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1357781.48   | 0.28%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                               | Pikes Peak CLO 16 Ltd.                                                           | CUSIP: 72132FAA4<br>LEI: 2138001LNFG5678B4I86 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1515967.50   | 0.32%             | 2037-07-25      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1700000 | PA      | $2107648.20   | 0.44%             | 2031-12-03      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                  | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $467368.69    | 0.10%             | 2032-03-31      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BRF SA                                       | BRF SA                                                                           | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $574153.20    | 0.12%             | 2030-01-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                      | HCA, Inc.                                                                        | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118343.85    | 0.02%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                              | Oaktree CLO Ltd.                                                                 | CUSIP: 67402YAA6<br>LEI: 254900JZZ80KXT7WZA03 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $740532.75    | 0.15%             | 2038-04-15      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                    | ONEOK, Inc.                                                                      | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    410000 | PA      | $399066.52    | 0.08%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $429669.81    | 0.09%             | 2034-12-10      | Fixed         | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Hayfin Emerald CLO                           | Hayfin Emerald CLO I DAC                                                         | CUSIP: 000000000<br>LEI: 549300LZ56MERXXF3O12 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1700026.62   | 0.35%             | 2034-04-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                             | Societe Generale SA                                                              | CUSIP: 83368TBS6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1494516.70   | 0.31%             | 2034-01-10      | Fixed         | 6.69%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC                             | Berry Global, Inc.                                                               | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1697296.11   | 0.35%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $373674.10    | 0.08%             | 2034-04-16      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                       | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    400000 | PA      | $435282.39    | 0.09%             | 2030-03-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| FIBERCOP SPA                                 | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $467829.30    | 0.10%             | 2034-09-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| COMMERZBANK AG                               | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1183369.22   | 0.25%             | 2037-02-20      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                       | Williams Cos., Inc.                                                              | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    900000 | PA      | $925412.37    | 0.19%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sound Point EURO CLO Funding DAC             | Sound Point Euro CLO X Funding DAC                                               | CUSIP: 000000000<br>LEI: 635400YEKGN7SV65BD82 | Long             | ABS-CBDO         | CORP              | IE        |    800000 | PA      | $945632.39    | 0.20%             | 2038-04-20      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                        | National Grid Electricity Transmission PLC                                       | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $992084.93    | 0.21%             | 2032-07-07      | Fixed         | 0.82%                 | Yes           |                  2 | On Loan: No      |
| GALAXY BIDCO LTD                             | Galaxy Bidco Ltd.                                                                | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1257167.73   | 0.26%             | 2029-12-19      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                     | Antero Midstream Partners LP/Antero Midstream Finance Corp.                      | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $619849.94    | 0.13%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $810837.34    | 0.17%             | 2035-10-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                 | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   1800000 | PA      | $2177788.56   | 0.45%             | 2031-09-17      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                       | Sherwood Financing PLC                                                           | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $376001.85    | 0.08%             | 2029-12-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                               | Penta CLO 9 DAC                                                                  | CUSIP: 000000000<br>LEI: 549300FTCSBBS0J25486 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1191850.47   | 0.25%             | 2036-07-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| JERROLD FINCO PLC                            | Jerrold Finco PLC                                                                | CUSIP: 000000000<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $416253.93    | 0.09%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                          | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |   2700000 | PA      | $3576512.87   | 0.74%             | 2028-04-26      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                     | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    390000 | PA      | $414029.07    | 0.09%             | 2033-11-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                      | United Rentals North America, Inc.                                               | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    875000 | PA      | $901208.88    | 0.19%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PUNCH FINANCE PLC                            | Punch Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $698469.78    | 0.15%             | 2030-12-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO                             | Capital Four CLO I DAC                                                           | CUSIP: 000000000<br>LEI: 213800PN6YNVO1EZOF27 | Long             | ABS-CBDO         | CORP              | IE        |    600000 | PA      | $704650.08    | 0.15%             | 2034-10-15      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1800000 | PA      | $2107059.22   | 0.44%             | 2031-07-14      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| INVESTEC PLC                                 | Investec PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1809838.60   | 0.38%             | 2029-08-28      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                         | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $977388.06    | 0.20%             | 2032-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                             | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2400000 | PA      | $2942743.12   | 0.61%             | 2031-10-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Penta CLO S.A.                               | Penta CLO 9 DAC                                                                  | CUSIP: 000000000<br>LEI: 549300FTCSBBS0J25486 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1179827.12   | 0.25%             | 2036-07-25      | Floating      | 10.90%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                     | Neuberger Berman Loan Advisers CLO 26 Ltd.                                       | CUSIP: 64131QAN0<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1907094.60   | 0.40%             | 2038-10-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Margay CLO                                   | Margay CLO I DAC                                                                 | CUSIP: 000000000<br>LEI: 6354003XDFH5IAWTAV47 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1176180.19   | 0.24%             | 2038-01-15      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                 | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2999985.59   | 0.62%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                              | Marex Group PLC                                                                  | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1335000.00   | 0.28%             | 2027-06-30      | Fixed         | 13.25%                | Yes           |                  2 | On Loan: No      |
| Avoca CLO                                    | Avoca CLO XXVIII DAC                                                             | CUSIP: 000000000<br>LEI: 5493008B729CK5OGWZ51 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1774810.00   | 0.37%             | 2037-10-15      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD              | Golub Capital Partners CLO 64B-R Ltd.                                            | CUSIP: 38180MAA1<br>LEI: 2549003ONNJ1D27UVJ28 | Long             | ABS-CBDO         | CORP              | JE        |   1750000 | PA      | $1761091.50   | 0.37%             | 2037-10-25      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                          | Suzano Austria GmbH                                                              | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    365000 | PA      | $341645.99    | 0.07%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Contego CLO X DAC                            | Contego CLO X DAC                                                                | CUSIP: 000000000<br>LEI: 635400JWXSB9BYFICZ26 | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $475810.55    | 0.10%             | 2038-05-15      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                     | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $705023.96    | 0.15%             | 2032-05-06      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                     | Targa Resources Partners LP/Targa Resources Partners Finance Corp.               | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204154.68    | 0.04%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                       | Marvell Technology, Inc.                                                         | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $402772.25    | 0.08%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding          | Palmer Square European Loan Funding DAC                                          | CUSIP: 000000000<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1767540.86   | 0.37%             | 2034-05-15      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                     | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1588835.59   | 0.33%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                          | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1991000 | PA      | $3148172.85   | 0.65%             | 2032-09-20      | Fixed         | 8.51%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD       | GoldenTree Loan Management U.S. CLO 22 Ltd.                                      | CUSIP: 38139HAA4<br>LEI: 254900AWFHWNFOUM2K51 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1489188.00   | 0.31%             | 2037-10-20      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| MILLER HOMES GROUP FIN                       | Miller Homes Group Finco PLC                                                     | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $138011.52    | 0.03%             | 2029-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| RL FINANCE BONDS NO6                         | Real Finance Bonds No. 6 PLC                                                     | CUSIP: 000000000<br>LEI: 213800HIIIVB4H22RI80 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $3314948.98   | 0.69%             | 2033-05-25      | Fixed         | 10.12%                | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                                | Ballyrock CLO 27 Ltd.                                                            | CUSIP: 05876BAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1301235.00   | 0.27%             | 2037-10-25      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $22704687.50  | 4.72%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                     | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $212322.60    | 0.04%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                     | 1011778 BC ULC/New Red Finance, Inc.                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    800000 | PA      | $820459.20    | 0.17%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INVESTEC PLC                                 | Investec PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $1034129.37   | 0.22%             | 2033-03-06      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Avoca CLO                                    | Avoca CLO XXXVII DAC                                                             | CUSIP: 000000000<br>LEI: 25490079RIPNMDLUFD05 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1177950.65   | 0.25%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO                             | Capital Four CLO IV DAC                                                          | CUSIP: 000000000<br>LEI: 549300KVUV8LG4H5Y881 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1774997.29   | 0.37%             | 2038-04-15      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Aqueduct European CLO                        | Aqueduct European CLO 8 DAC                                                      | CUSIP: 000000000<br>LEI: 549300A05ZPXICHJJR61 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1777449.78   | 0.37%             | 2037-07-15      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| JERROLD FINCO PLC                            | Jerrold Finco PLC                                                                | CUSIP: 000000000<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $493688.31    | 0.10%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OSB GROUP PLC                                | OSB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | DBT              | CORP              | GB        |   1049000 | PA      | $1393112.46   | 0.29%             | 2026-10-07      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                | TransDigm, Inc.                                                                  | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1109799.10   | 0.23%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                       | APA Infrastructure Ltd.                                                          | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $653528.40    | 0.14%             | 2029-03-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                        | Uber Technologies, Inc.                                                          | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    780000 | PA      | $765789.65    | 0.16%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                             | Symphony CLO XXXIII Ltd.                                                         | CUSIP: 87169JAL6<br>LEI: 254900K6DKU2R9SF7M98 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000990.00   | 0.21%             | 2038-01-24      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe     | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |  20530000 | PA      | $24265356.66  | 5.05%             | 2034-08-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                              | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $11411597.78  | 2.37%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                            | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1390252.35   | 0.29%             | 2032-11-16      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                          | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1900000 | PA      | $2312218.88   | 0.48%             | 2031-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                           | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $372432.55    | 0.08%             | 2086-08-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BARDOT CLO LTD                               | Bardot CLO Ltd.                                                                  | CUSIP: 06744PBG6<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1723755.25   | 0.36%             | 2032-10-22      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                | Purchased USD / Sold EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-4471.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JERROLD FINCO PLC                            | Jerrold Finco PLC                                                                | CUSIP: 000000000<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $282107.61    | 0.06%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                          | Cheniere Energy, Inc.                                                            | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1776640.50   | 0.37%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                     | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1204335.49   | 0.25%             | 2034-05-22      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| North Westerly CLO BV                        | North Westerly IX ESG CLO DAC                                                    | CUSIP: 000000000<br>LEI: 894500L0RSB6QLRJWR15 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1150645.75   | 0.24%             | 2038-01-15      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $413853.88    | 0.09%             | 2028-09-12      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                       | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $708348.24    | 0.15%             | 2028-06-27      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                 | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1623777.31   | 0.34%             | 2028-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                               | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $523252.75    | 0.11%             | 2031-10-09      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                           | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1177950.65   | 0.25%             | 2026-01-14      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Aimco                                        | AIMCO CLO 19 Ltd.                                                                | CUSIP: 00140JAA7<br>LEI: 2549006V0NZR61IYZY19 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1500073.50   | 0.31%             | 2037-10-20      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                               | Edge Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $500403.56    | 0.10%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| American Beacon U.S. Government Money Market | American Beacon U.S. Government Money Market Fund                                | CUSIP: 02368W200<br>LEI: 549300EXCES9V5RWB620 | Long             | STIV             | RF                | US        |   9410367 | NS      | $9410366.84   | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                      | SCOR SE                                                                          | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1791424.40   | 0.37%             | 2034-06-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16385000 | PA      | $15639994.53  | 3.25%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                          | Henley CLO XIV DAC                                                               | CUSIP: 000000000<br>LEI: 635400RQOQI5SLA5SK32 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1763478.35   | 0.37%             | 2038-03-25      | Floating      | 2.04%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                      | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   4300000 | PA      | $5957285.89   | 1.24%             | 2030-12-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| OCP Euro CLO                                 | OCP Euro CLO DAC                                                                 | CUSIP: 000000000<br>LEI: 635400UVBDTHX1DIDQ59 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1763300.24   | 0.37%             | 2037-10-18      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                  | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $1692135.63   | 0.35%             | 2030-02-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SWEDBANK AB                                  | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    800000 | PA      | $718000.00    | 0.15%             | 2029-03-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ARIS WATER HOLDINGS LLC                      | Aris Water Holdings LLC                                                          | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $324951.24    | 0.07%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                         | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $201500.00    | 0.04%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                             | CPUK Finance Ltd.                                                                | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    600000 | PA      | $834954.99    | 0.17%             | 2027-08-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                  | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $2334992.67   | 0.49%             | 2030-06-11      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| IPD 3 BV                                     | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $597073.73    | 0.12%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                           | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    750000 | PA      | $754224.60    | 0.16%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE DAC                              | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $535117.75    | 0.11%             | 2033-11-05      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                     | Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV                             | CUSIP: 000000000<br>LEI: 894500GLVOTVRGS68C28 | Long             | DBT              | CORP              | XX        |    480000 | PA      | $705943.49    | 0.15%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                           | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2400000 | PA      | $2802389.83   | 0.58%             | 2035-03-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CNP ASSURANCES SACA                          | CNP Assurances SACA                                                              | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $865777.24    | 0.18%             | 2054-07-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PARAGON BANKING GRP PLC                      | Paragon Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800S1TDKIB1IUTS72 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $672598.99    | 0.14%             | 2031-09-25      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ASR NEDERLAND NV                             | ASR Nederland NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |   1550000 | PA      | $1867452.28   | 0.39%             | 2035-04-02      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                  | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $939246.02    | 0.20%             | 2037-02-18      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                     | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $896037.71    | 0.19%             | 2033-11-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CPUK Finance Ltd                             | CPUK Finance Ltd.                                                                | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $262217.93    | 0.05%             | 2028-08-28      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                         | Targa Resources Corp.                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    280000 | PA      | $295133.76    | 0.06%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                     | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    900000 | PA      | $1046874.00   | 0.22%             | 2034-01-23      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                       | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    900000 | PA      | $900736.55    | 0.19%             | 2032-01-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                             | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1348858.33   | 0.28%             | 2035-07-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SHAWBROOK GROUP                              | Shawbrook Group PLC                                                              | CUSIP: 000000000<br>LEI: 21380071539WSMTM4410 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $897625.44    | 0.19%             | 2034-01-04      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                      | American Axle & Manufacturing, Inc.                                              | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    585000 | PA      | $535418.07    | 0.11%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD              | Golub Capital Partners CLO 75B Ltd.                                              | CUSIP: 381737AA3<br>LEI: 254900Q9J0ZXOH0PUQ28 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1009637.00   | 0.21%             | 2037-07-25      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                     | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1303107.90   | 0.27%             | 2028-06-21      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| DIRECT LINE INSURANCE GR                     | Direct Line Insurance Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | DBT              | CORP              | GB        |   2760000 | PA      | $3685086.71   | 0.77%             | 2027-06-07      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                     | Plains All American Pipeline LP/PAA Finance Corp.                                | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $172030.76    | 0.04%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                | Ballyrock CLO 28 Ltd.                                                            | CUSIP: 05876HAA0<br>LEI: 2549006FL37LMQQU3H44 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002140.00   | 0.42%             | 2038-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13040000 | PA      | $13084825.00  | 2.72%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                    | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $954200.86    | 0.20%             | 2031-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                           | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $893923.19    | 0.19%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CNP ASSURANCES SACA                          | CNP Assurances SACA                                                              | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1103918.81   | 0.23%             | 2051-06-30      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                     | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |   1640000 | PA      | $2022635.50   | 0.42%             | 2030-04-27      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                          | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102270.00    | 0.02%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MILLER HOMES GROUP FIN                       | Miller Homes Group Finco PLC                                                     | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $477923.51    | 0.10%             | 2030-10-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   2100000 | PA      | $2427314.56   | 0.50%             | 2027-06-03      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ASR NEDERLAND NV                             | ASR Nederland NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $496107.58    | 0.10%             | 2031-12-27      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                       | Market Bidco Finco PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1054693.66   | 0.22%             | 2027-11-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                        | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    540000 | PA      | $686134.18    | 0.14%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MAISON FINCO PLC                             | Maison Finco PLC                                                                 | CUSIP: 000000000<br>LEI: 9845007743J958DAS530 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $813236.46    | 0.17%             | 2027-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRACKEN MIDCO ONE                            | Bracken MidCo1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |   1030000 | PA      | $1398514.93   | 0.29%             | 2027-11-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC                                     | MSCI, Inc.                                                                       | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1154811.79   | 0.24%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE                            | Pension Insurance Corp. PLC                                                      | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |   1664000 | PA      | $2312640.18   | 0.48%             | 2029-07-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                               | AA Bond Co. Ltd.                                                                 | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    800000 | PA      | $1153082.83   | 0.24%             | 2029-07-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Avoca CLO                                    | Avoca CLO XIX DAC                                                                | CUSIP: 000000000<br>LEI: 549300NGDD4R94T9WF80 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2351549.95   | 0.49%             | 2038-04-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Rockfield Park                               | Rockfield Park CLO DAC                                                           | CUSIP: 000000000<br>LEI: 254900FQNC3OT6YHSV84 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1780884.69   | 0.37%             | 2034-07-16      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                 | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $757616.16    | 0.16%             | 2033-02-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                      | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3086700 | PA      | $5508045.10   | 1.15%             | 2099-12-06      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12300000 | PA      | $11992500.00  | 2.49%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                 | Barclays PLC                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1030000 | PA      | $958841.73    | 0.20%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                              | RAC Bond Co. PLC                                                                 | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $539862.63    | 0.11%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                     | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1420143.36   | 0.30%             | 2029-06-27      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AVIVA PLC                                    | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |   1560000 | PA      | $2142621.77   | 0.45%             | 2054-09-12      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| RRE Loan Management                          | RRE 9 Loan Management DAC                                                        | CUSIP: 000000000<br>LEI: 635400OCZYFV6RF6GS55 | Long             | ABS-CBDO         | CORP              | IE        |    750000 | PA      | $891167.67    | 0.19%             | 2040-07-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                     | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    700000 | PA      | $846133.39    | 0.18%             | 2033-11-21      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                      | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $2164275.42   | 0.45%             | 2027-06-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                     | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    600000 | PA      | $817032.59    | 0.17%             | 2032-08-23      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DEUCE FINCO                                  | Deuce Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $474113.36    | 0.10%             | 2027-06-15      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                     | Encore Capital Group, Inc.                                                       | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    680000 | PA      | $807660.40    | 0.17%             | 2028-01-15      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| DRESDNER FNDG TRUST I                        | Dresdner Funding Trust I                                                         | CUSIP: 000000000<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    900000 | PA      | $992730.01    | 0.21%             | 2031-06-30      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                          | Cirsa Finance International SARL                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $862385.55    | 0.18%             | 2029-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Armada Euro CLO                              | Armada Euro CLO I DAC                                                            | CUSIP: 000000000<br>LEI: 635400WUTRTUUSBX3K89 | Long             | ABS-CBDO         | CORP              | IE        |    800000 | PA      | $937876.77    | 0.20%             | 2033-10-24      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                     | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $793734.68    | 0.17%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                     | Encore Capital Group, Inc.                                                       | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    440000 | PA      | $467910.49    | 0.10%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE                            | Pension Insurance Corp. PLC                                                      | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $962828.93    | 0.20%             | 2031-05-07      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                         | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $471916.55    | 0.10%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                 | ING Groep NV                                                                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1900000 | PA      | $1765248.58   | 0.37%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                     | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2623519.25   | 0.55%             | 2035-12-03      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                        | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $3451302.51   | 0.72%             | 2029-06-11      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ALLIANZ SE                                   | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $967742.06    | 0.20%             | 2055-07-25      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-15

**Name of Applicant:** AMERICAN BEACON FUNDS

**Signature:** Sonia Bates

**Name of Signer:** Sonia Bates

**Title:** Treasurer