# EDGAR Filing Document

**Accession Number:** 0000898745
**File Stem:** 0001752724-25-150729
**Filing Date:** 2025-6
**Character Count:** 1442840
**Document Hash:** 25fd89c31abbf56360392202cfdeefb7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-150729.hdr.sgml**: 20250623

**ACCESSION NUMBER**: 0001752724-25-150729

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250623

**DATE AS OF CHANGE**: 20250623

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07572
- **FILM NUMBER:** 251063792

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Des Moines

  - **State:** IA

  - **Foreign country:** US

  - **Zip / Postal Code:** 50309

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**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:** $2585973680.92

**Total Liabilities:** $126104910.67

**Net Assets:** $2459868770.25

**Delayed Delivery Securities:** $17387514.71

**Cash Not Reported:** $4473030.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 201.43430000 | **1-Year:** -511.53510000 | **5-Year:** -12781.11240000 | **10-Year:** -8214.05640000 | **30-Year:** -24375.50260000

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

- **3-Month:** -280.53590000 | **1-Year:** -5455.17810000 | **5-Year:** -7980.34850000 | **10-Year:** -921.82230000 | **30-Year:** -665.42390000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000071807 | 1.30%                | -0.47%               | -0.14%               |
| Class ID C000190075 | 1.25%                | -0.36%               | -0.11%               |
| Class ID C000071805 | 1.33%                | -0.45%               | -0.11%               |
| Class ID C000071808 | 1.15%                | -0.54%               | -0.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1838817.99              | $15377935.82                               |
| Month 2  | $640173.57               | $-21249997.07                              |
| Month 3  | $-2982755.61             | $-15973698.60                              |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                        | Title                                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Caterpillar Financial Services Corp                                                         | Caterpillar Financial Services Corp                                                         | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     931000 | PA      | $948066.50    | 0.04%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         40 | NC      | $18419.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                                                              | Solventum Corp                                                                              | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48279.45     | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                               | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     940000 | PA      | $977743.83    | 0.04%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                                                 | FNB Corp/PA                                                                                 | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     913000 | PA      | $910946.11    | 0.04%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Avaya Inc PIK Term Loan Exit                                                                | Avaya Inc PIK Term Loan Exit                                                                | CUSIP: N/A<br>LEI: J6LB5QIFSP2MFEFG4U76       | Long             | LON              | CORP              | US        |    1021266 | PA      | $791481.27    | 0.03%             | 2028-07-31      | Floating      | 11.82%                | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                             | Danske Bank A/S                                                                             | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $119161.92    | 0.00%             | 2031-01-10      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO 2021-II LLC                                                                 | Apex Credit CLO 2021-II LLC                                                                 | CUSIP: 58406CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1018000 | PA      | $1012910.00   | 0.04%             | 2034-10-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                                    | Engie SA                                                                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $210298.96    | 0.01%             | 2032-03-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                         | Dominion Energy Inc                                                                         | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93884.43     | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   47200000 | NC      | $5597.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                                         | NatWest Markets PLC                                                                         | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     341000 | PA      | $343306.51    | 0.01%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                                       | Aeroports de Montreal                                                                       | CUSIP: 007863AL7<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $41889.78     | 0.00%             | 2050-04-21      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp Term Loan B2                                                                 | CMG Media Corp Term Loan B2                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     137380 | PA      | $129567.25    | 0.01%             | 2029-06-18      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100511.12    | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                               | BAT International Finance PLC                                                               | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $104619.58    | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury Floating Rate Note                                                   | United States Treasury Floating Rate Note                                                   | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11500000 | PA      | $11513413.60  | 0.47%             | 2026-01-31      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $243266.43    | 0.01%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                               | Enel Finance International NV                                                               | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     475000 | PA      | $482342.75    | 0.02%             | 2029-06-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     435000 | PA      | $269932.58    | 0.01%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                           | Cisco Systems Inc                                                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     612000 | PA      | $619997.05    | 0.03%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                                         | Sprint Capital Corp                                                                         | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     100000 | PA      | $106957.81    | 0.00%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     100000 | PA      | $137681.39    | 0.01%             | 2033-11-18      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc Term Loan B                                                                   | CoreLogic Inc Term Loan B                                                                   | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |     360493 | PA      | $355085.20    | 0.01%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                                      | Brookfield Finance Inc                                                                      | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $48717.57     | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                          | Home Depot Inc/The                                                                          | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100554.39    | 0.00%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     485000 | PA      | $499598.19    | 0.02%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                                  | Fiserv Inc                                                                                  | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     580000 | PA      | $570100.72    | 0.02%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                                     | APRR SA                                                                                     | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $109943.81    | 0.00%             | 2028-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                                    | Warnermedia Holdings Inc                                                                    | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     194000 | PA      | $132630.47    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                     | Volkswagen Group of America Finance LLC                                                     | CUSIP: 928668BT8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195372.01    | 0.01%             | 2029-06-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                          | Home Depot Inc/The                                                                          | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     521000 | PA      | $534975.03    | 0.02%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     290000 | PA      | $292749.79    | 0.01%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     426000 | PA      | $425998.34    | 0.02%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                                                                     | Darling Ingredients Inc                                                                     | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $997179.60    | 0.04%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1430885.25   | 0.06%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2917672.35   | 0.12%             | N/A             | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance PLC                                                           | Swiss RE Subordinated Finance PLC                                                           | CUSIP: 87088QAA2<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |    1800000 | PA      | $1796558.40   | 0.07%             | 2035-04-05      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                              | Virginia Electric and Power Co                                                              | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      50000 | PA      | $41612.18     | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc                                                                        | Fiesta Purchaser Inc                                                                        | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1965788.16   | 0.08%             | 2032-09-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $177929.36    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48047.55     | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                                   | Evergy Kansas Central Inc                                                                   | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     236000 | PA      | $238529.57    | 0.01%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                           | Union Electric Co                                                                           | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     496000 | PA      | $372595.45    | 0.02%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                            | Bank of New York Mellon Corp/The                                                            | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5588000 | PA      | $5452770.40   | 0.22%             | N/A             | Variable      | 3.70%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     200000 | PA      | $112321.29    | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                     | Booz Allen Hamilton Inc                                                                     | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     515000 | PA      | $511731.50    | 0.02%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                                         | Cardinal Health Inc                                                                         | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    2021000 | PA      | $1695802.61   | 0.07%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                                   | Bank of Ireland Group PLC                                                                   | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $119077.18    | 0.00%             | 2029-11-13      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                           | General Mills Inc                                                                           | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99740.91     | 0.00%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                                      | CU Inc                                                                                      | CUSIP: 22944CAA4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $58129.62     | 0.00%             | 2053-09-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                                       | Ukraine Government International Bond                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     389381 | PA      | $194184.30    | 0.01%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2022-A                                            | Navient Private Education Refi Loan Trust 2022-A                                            | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     871455 | PA      | $782175.06    | 0.03%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                                | GM Financial Automobile Leasing Trust 2024-1                                                | CUSIP: 36269FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     510868 | PA      | $511344.91    | 0.02%             | 2026-06-22      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc Term Loan L                                                                   | TransDigm Inc Term Loan L                                                                   | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |     307455 | PA      | $304060.70    | 0.01%             | 2032-01-19      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   14290000 | NC      | $28669.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CQP Holdco LP / BIP-V Chinook Holdco LLC                                                    | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                    | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2005000 | PA      | $1924062.32   | 0.08%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $18142.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                                                                           | Waste Pro USA Inc                                                                           | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2754758.70   | 0.11%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc Term Loan B1                                                            | Applied Systems Inc Term Loan B1                                                            | CUSIP: N/A<br>LEI: 549300NSKGF0SY5SWQ62       | Long             | LON              | CORP              | US        |    2700000 | PA      | $2756538.00   | 0.11%             | 2032-02-24      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12508.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                                  | Schlumberger Holdings Corp                                                                  | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98581.02     | 0.00%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                           | Store Capital LLC                                                                           | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98520.14     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                                   | Legal & General Group PLC                                                                   | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $125821.34    | 0.01%             | 2050-11-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                          | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $116995.88    | 0.00%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                                  | Mizuho Financial Group Inc                                                                  | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $115805.63    | 0.00%             | 2034-05-21      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc Term Loan                                                    | AMC Entertainment Holdings Inc Term Loan                                                    | CUSIP: N/A<br>LEI: 549300ZO77UNR6NRBR11       | Long             | LON              | CORP              | US        |     947531 | PA      | $931148.35    | 0.04%             | 2029-01-04      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     647000 | PA      | $661330.38    | 0.03%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                                      | Colombia Government International Bond                                                      | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2875000 | PA      | $2798706.84   | 0.11%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1578000 | PA      | $1457093.61   | 0.06%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial Finance BV                                                                 | Rentokil Initial Finance BV                                                                 | CUSIP: N/A<br>LEI: 2549005WL1W9GJ5TM121       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115569.09    | 0.00%             | 2027-06-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     908000 | PA      | $831805.76    | 0.03%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99383.25     | 0.00%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                              | Commonwealth Bank of Australia                                                              | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     200000 | PA      | $137127.52    | 0.01%             | 2038-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc                                                               | Concentra Health Services Inc                                                               | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1100581.29   | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-2 Class AA Pass Through Trust                                        | American Airlines 2017-2 Class AA Pass Through Trust                                        | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      62114 | PA      | $58197.74     | 0.00%             | 2031-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2006-4                                                       | Bayview Commercial Asset Trust 2006-4                                                       | CUSIP: 07325BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     607383 | PA      | $576165.40    | 0.02%             | 2036-12-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                                          | Voya Financial Inc                                                                          | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     341000 | PA      | $326112.90    | 0.01%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $70577.02     | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101342.35    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Axian Telecom                                                                               | Axian Telecom                                                                               | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |    1775000 | PA      | $1758134.00   | 0.07%             | 2027-02-16      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| University of Miami                                                                         | University of Miami                                                                         | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |      50000 | PA      | $38849.85     | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179TXW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2310957 | PA      | $2243587.93   | 0.09%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                                    | Constellation Brands Inc                                                                    | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     399000 | PA      | $398478.12    | 0.02%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                                  | Fiserv Inc                                                                                  | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1134000 | PA      | $890532.60    | 0.04%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     529000 | PA      | $351395.70    | 0.01%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RingCentral Inc                                                                             | RingCentral Inc                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1419226.65   | 0.06%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91753.72     | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOI Finance BV                                                                              | BOI Finance BV                                                                              | CUSIP: N/A<br>LEI: 724500ZH3H2YACBUNF38       | Long             | DBT              | CORP              | NL        |    3100000 | PA      | $3443379.97   | 0.14%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     340000 | PA      | $343926.46    | 0.01%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                                       | MidAmerican Energy Co                                                                       | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50549.99     | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      25200 | NS      | $475776.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Group Finance Ltd                                                                  | Ardonagh Group Finance Ltd                                                                  | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    7075000 | PA      | $7216623.11   | 0.29%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                                       | Pembina Pipeline Corp                                                                       | CUSIP: 70632ZAL5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $66172.20     | 0.00%             | 2048-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                                     | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     370000 | PA      | $372866.45    | 0.02%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| West Technology Group LLC Term Loan B3                                                      | West Technology Group LLC Term Loan B3                                                      | CUSIP: N/A<br>LEI: 5493005Z5DB0O5S30R71       | Long             | LON              | CORP              | US        |     774295 | PA      | $551445.34    | 0.02%             | 2027-04-09      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                            | Bank of New York Mellon Corp/The                                                            | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99345.09     | 0.00%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                                       | Aon North America Inc                                                                       | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     736000 | PA      | $711697.39    | 0.03%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                               | Transurban Finance Co Pty Ltd                                                               | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $113446.01    | 0.00%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co             | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co             | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     950000 | PA      | $958521.50    | 0.04%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                                    | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118971.83    | 0.00%             | 2033-05-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133BGDZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     918857 | PA      | $863352.85    | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                                 | Discover Financial Services                                                                 | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198161.47    | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                                   | Rogers Communications Inc                                                                   | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $49282.07     | 0.00%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC Term Loan B1                                                                 | GBT US III LLC Term Loan B1                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     199278 | PA      | $197147.22    | 0.01%             | 2031-07-28      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                                          | UBS AG/Stamford CT                                                                          | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     873000 | PA      | $944786.44    | 0.04%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings Inc Term Loan B                                                            | Amentum Holdings Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 2549009FJIBLW40CU216       | Long             | LON              | CORP              | US        |     138652 | PA      | $136703.05    | 0.01%             | 2031-07-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                           | Allstate Corp/The                                                                           | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101207.27    | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96322.77     | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| IHS Netherlands Holdco BV                                                                   | IHS Netherlands Holdco BV                                                                   | CUSIP: N/A<br>LEI: 5493006Z6YQYCCN2XI74       | Long             | DBT              | CORP              | NL        |    1684314 | PA      | $1683839.29   | 0.07%             | 2027-09-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc                                                                       | Ellucian Holdings Inc                                                                       | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1223794.48   | 0.05%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XK3J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5465268 | PA      | $4353471.31   | 0.18%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4841942.50   | 0.20%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                | Thermo Fisher Scientific Inc                                                                | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     548000 | PA      | $563501.80    | 0.02%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corp                                                                        | Lockheed Martin Corp                                                                        | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     705000 | PA      | $712050.27    | 0.03%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                            | Wheels Fleet Lease Funding 1 LLC                                                            | CUSIP: 96328GCF2<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    2110000 | PA      | $2100689.63   | 0.09%             | 2040-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                         | Sumitomo Mitsui Financial Group Inc                                                         | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $210113.87    | 0.01%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: —       |
| Consumers Energy Co                                                                         | Consumers Energy Co                                                                         | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92267.91     | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                             | BAE Systems PLC                                                                             | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $189349.06    | 0.01%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                           | Healthpeak OP LLC                                                                           | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95116.52     | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                                 | Heineken NV                                                                                 | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $107715.16    | 0.00%             | 2029-10-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                              | Transocean Inc                                                                              | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    1875000 | PA      | $1449448.31   | 0.06%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                                 | Swedbank AB                                                                                 | CUSIP: 87020PAP2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    1805000 | PA      | $1732822.08   | 0.07%             | 2026-11-16      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Bravo Mortgage Asset Trust                                                                  | Bravo Mortgage Asset Trust                                                                  | CUSIP: 105667AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     296123 | PA      | $261144.70    | 0.01%             | 2036-07-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1821000 | PA      | $1955789.56   | 0.08%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                               | Santander Drive Auto Receivables Trust 2025-1                                               | CUSIP: 80288DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1212692 | PA      | $1212724.17   | 0.05%             | 2027-08-16      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                                 | STERIS Irish FinCo UnLtd Co                                                                 | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    1394000 | PA      | $969384.00    | 0.04%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc - Class A                                                    | Sound Inpatient Physicians Inc - Class A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    4565306 | NS      | $627318.64    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Engie SA                                                                                    | Engie SA                                                                                    | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     498000 | PA      | $509054.84    | 0.02%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     784000 | PA      | $736430.42    | 0.03%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $2005343.90   | 0.08%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                                    | Engie SA                                                                                    | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     562000 | PA      | $544339.03    | 0.02%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                                  | Fidelity National Information Services Inc                                                  | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     100000 | PA      | $71159.66     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: N/A<br>LEI: 51M0QTTNCGUN7KFCFZ59       | Long             | DBT              | CORP              | US        |     200000 | PA      | $238451.41    | 0.01%             | 2029-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                                     | SSE PLC                                                                                     | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $113488.84    | 0.00%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SBL Holdings Inc                                                                            | SBL Holdings Inc                                                                            | CUSIP: 78432MAA3<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99161.40     | 0.00%             | 2026-11-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                         | Abbott Laboratories                                                                         | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93494.03     | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                  | Humana Inc                                                                                  | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     974000 | PA      | $973132.84    | 0.04%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                                | Bread Financial Holdings Inc                                                                | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    4925000 | PA      | $5181216.97   | 0.21%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                              | Open Text Corp                                                                              | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     450000 | PA      | $414629.33    | 0.02%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                              | Northumbrian Water Finance PLC                                                              | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $137879.15    | 0.01%             | 2034-10-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Variant Alternative Income Fund                                                             | Variant Alternative Income Fund                                                             | CUSIP: 92220Q103<br>LEI: 549300VKWK774XXSGI69 | Long             | EC               | RF                | US        |     307605 | NS      | $8265335.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                                                           | GXO Logistics Inc                                                                           | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     569000 | PA      | $578717.77    | 0.02%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc Term Loan A                                                          | Lumen Technologies Inc Term Loan A                                                          | CUSIP: N/A<br>LEI: 8M3THTGWLTYZVE6BBY25       | Long             | LON              | CORP              | US        |     457524 | PA      | $455236.48    | 0.02%             | 2028-06-01      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     964000 | PA      | $970627.50    | 0.04%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp                         | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     529000 | PA      | $529066.44    | 0.02%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3078000 | PA      | $2744409.90   | 0.11%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     517000 | PA      | $523398.27    | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                      | Consolidated Edison Co of New York Inc                                                      | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     100000 | PA      | $82440.40     | 0.00%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                                   | Aetna Inc                                                                                   | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     100000 | PA      | $83327.20     | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                               | Intercontinental Exchange Inc                                                               | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     816000 | PA      | $732392.64    | 0.03%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                                       | Dominican Republic International Bond                                                       | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   30250000 | PA      | $520026.36    | 0.02%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                                        | Lockheed Martin Corp                                                                        | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101721.42    | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |     100000 | PA      | $110698.63    | 0.00%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                            | American International Group Inc                                                            | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99899.89     | 0.00%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                                      | CenterPoint Energy Inc                                                                      | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88234.96     | 0.00%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2005-3                                                       | Bayview Commercial Asset Trust 2005-3                                                       | CUSIP: 07324SCC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     385644 | PA      | $366258.71    | 0.01%             | 2035-11-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                                      | Sun Life Financial Inc                                                                      | CUSIP: 86682ZAS5<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $75202.38     | 0.00%             | 2034-08-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| EG America LLC Term Loan B2                                                                 | EG America LLC Term Loan B2                                                                 | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |     273729 | PA      | $273288.68    | 0.01%             | 2028-02-07      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                            | Ventas Realty LP                                                                            | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47893.95     | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                                   | Dick's Sporting Goods Inc                                                                   | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      50000 | PA      | $34258.84     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaptions                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    4611000 | OU      | $-6852.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                                 | GlaxoSmithKline Capital Inc                                                                 | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99489.21     | 0.00%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     805000 | PA      | $787643.40    | 0.03%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cloverie PLC for Zurich Insurance Co Ltd                                                    | Cloverie PLC for Zurich Insurance Co Ltd                                                    | CUSIP: N/A<br>LEI: 5493002N598MXOKUEF55       | Long             | DBT              | CORP              | IE        |     200000 | PA      | $216511.50    | 0.01%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund - Institutional Class                                           | BlackRock Liquidity FedFund - Institutional Class                                           | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |    3642667 | NS      | $3642667.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     282000 | PA      | $290022.91    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1232860 | PA      | $1216295.07   | 0.05%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                                   | Aviva PLC                                                                                   | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      50000 | PA      | $66716.38     | 0.00%             | 2058-05-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     972000 | PA      | $628214.02    | 0.03%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC Term Loan B1                                                | ABG Intermediate Holdings 2 LLC Term Loan B1                                                | CUSIP: N/A<br>LEI: 54930020NXD0RJB64985       | Long             | LON              | CORP              | US        |     283212 | PA      | $277443.42    | 0.01%             | 2028-12-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      50000 | PA      | $38032.26     | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                             | CMS Energy Corp                                                                             | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     828000 | PA      | $775460.49    | 0.03%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                                                                      | SCIH Salt Holdings Inc                                                                      | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7910000 | PA      | $7682813.33   | 0.31%             | 2029-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                       | Uber Technologies Inc                                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96880.17     | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1484000 | PA      | $1091569.38   | 0.04%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2811594.80   | 0.11%             | N/A             | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     200000 | PA      | $185761.74    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                       | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     387000 | PA      | $405888.32    | 0.02%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                              | Blackstone Private Credit Fund                                                              | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192639.92    | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                              | Salesforce Inc                                                                              | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     150000 | PA      | $130808.55    | 0.01%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                             | Chevron USA Inc                                                                             | CUSIP: 166756AX4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     540000 | PA      | $416601.51    | 0.02%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2400000 | PA      | $2614447.20   | 0.11%             | N/A             | Variable      | 9.63%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                                        | Woolworths Group Ltd                                                                        | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $65555.10     | 0.00%             | 2034-11-29      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101193.15    | 0.00%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $55963.52     | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                                         | Columbia Pipelines Operating Co LLC                                                         | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $102733.04    | 0.00%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| High Ridge Brands - Escrow                                                                  | High Ridge Brands - Escrow                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   15607000 | PA      | $0.00         | 0.00%             | 2025-03-15      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Shell International Finance BV                                                              | Shell International Finance BV                                                              | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      75000 | PA      | $47339.20     | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP/Scientific Games US FinCo Inc                                  | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                  | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2198636.75   | 0.09%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Intermediate Capital Group PLC                                                              | Intermediate Capital Group PLC                                                              | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $110721.29    | 0.00%             | 2027-02-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                               | Westlake Corp                                                                               | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     100000 | PA      | $65945.98     | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC Term Loan B6                                                                   | Acrisure LLC Term Loan B6                                                                   | CUSIP: N/A<br>LEI: 549300R0Z1Q47XRTGO22       | Long             | LON              | CORP              | US        |     457940 | PA      | $451931.98    | 0.02%             | 2030-11-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                              | American Electric Power Co Inc                                                              | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     600000 | PA      | $603558.00    | 0.02%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc Term Loan B4                                                              | Nexstar Media Inc Term Loan B4                                                              | CUSIP: N/A<br>LEI: 5493006PK6I4I2OOT688       | Long             | LON              | CORP              | US        |     264756 | PA      | $264631.90    | 0.01%             | 2026-09-18      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Puma International Financing SA                                                             | Puma International Financing SA                                                             | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    2175000 | PA      | $2158687.50   | 0.09%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     100000 | PA      | $110637.00    | 0.00%             | 2029-04-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                                   | Ivory Coast Government International Bond                                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    2625000 | PA      | $2709959.44   | 0.11%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                                   | Tyco Electronics Group SA                                                                   | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     752000 | PA      | $743791.48    | 0.03%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                                       | Iberdrola Finanzas SA                                                                       | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $109491.01    | 0.00%             | 2029-11-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                                      | Radiology Partners Inc                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     468623 | PA      | $452338.45    | 0.02%             | 2029-01-31      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                             | MPT Operating Partnership LP / MPT Finance Corp                                             | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2363392.83   | 0.10%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101392.27    | 0.00%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                               | Colombian TES                                                                               | CUSIP: YP3932751<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 9076000000 | PA      | $2137136.53   | 0.09%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                                   | Northwestern Mutual Life Insurance Co/The                                                   | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      50000 | PA      | $33309.17     | 0.00%             | 2059-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                         | Lightning Power LLC                                                                         | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1942558.74   | 0.08%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1071000 | PA      | $1079302.66   | 0.04%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-3                                                           | Verus Securitization Trust 2025-3                                                           | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |     580000 | PA      | $582487.62    | 0.02%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                                       | Hungary Government International Bond                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    2300000 | PA      | $2171890.00   | 0.09%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $204504.25    | 0.01%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                                    | President and Fellows of Harvard College                                                    | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     100000 | PA      | $75904.54     | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                                       | Pfizer Investment Enterprises Pte Ltd                                                       | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     531000 | PA      | $481869.56    | 0.02%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     200000 | PA      | $191815.19    | 0.01%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                                                                | Prologis Inc                                                                                | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               | CORP              | US        |      65775 | NS      | $3553823.25   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FinThrive Software Intermediate Holdings Inc Term Loan B                                    | FinThrive Software Intermediate Holdings Inc Term Loan B                                    | CUSIP: N/A<br>LEI: 25490077VXHBSKJ52J14       | Long             | LON              | CORP              | US        |     206482 | PA      | $198353.28    | 0.01%             | 2028-12-17      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Repurchase Agreement                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               |  | US        |   19045810 | PA      | $19045810.00  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasus Bidco BV Term Loan B                                                                | Pegasus Bidco BV Term Loan B                                                                | CUSIP: N/A<br>LEI: 254900U303DPAFR7MA71       | Long             | LON              | CORP              | NL        |     196662 | PA      | $195678.41    | 0.01%             | 2029-07-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      11085 | NS      | $189996.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                                                                 | Target Corp                                                                                 | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $62552.03     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC Term Loan                                                                      | MH Sub I LLC Term Loan                                                                      | CUSIP: N/A<br>LEI: 2549005VFKP807SR8N49       | Long             | LON              | CORP              | US        |    7550000 | PA      | $6681750.00   | 0.27%             | 2029-02-12      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| Informatica LLC Term Loan B                                                                 | Informatica LLC Term Loan B                                                                 | CUSIP: N/A<br>LEI: 5493007SV33RZV7RPS40       | Long             | LON              | CORP              | US        |     515038 | PA      | $513750.00    | 0.02%             | 2028-10-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc Term Loan B1                                                            | Churchill Downs Inc Term Loan B1                                                            | CUSIP: N/A<br>LEI: 529900FODTBQC8MIS994       | Long             | LON              | CORP              | US        |     576557 | PA      | $572232.70    | 0.02%             | 2028-03-17      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc PIK Term Loan B                                                               | NEP Group Inc PIK Term Loan B                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        454 | PA      | $406.11       | 0.00%             | 2026-08-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                                          | Roche Holdings Inc                                                                          | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    3341000 | PA      | $3530169.63   | 0.14%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $516369.50    | 0.02%             | N/A             | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                                   | Serbia International Bond                                                                   | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    1925000 | PA      | $1984209.05   | 0.08%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                                | US Foods Inc                                                                                | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95248.13     | 0.00%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $983670.72    | 0.04%             | N/A             | Variable      | 5.63%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     595000 | PA      | $582363.74    | 0.02%             | 2035-08-15      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     529000 | PA      | $508477.22    | 0.02%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DM4H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1986479 | PA      | $1675974.08   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     100000 | PA      | $119757.12    | 0.00%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                            | Duke Energy Corp                                                                            | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      50000 | PA      | $36120.66     | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       8000 | NC      | $-3734.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HTA Group Ltd/Mauritius                                                                     | HTA Group Ltd/Mauritius                                                                     | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    1375000 | PA      | $1378822.50   | 0.06%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136ATTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    1896387 | PA      | $223310.01    | 0.01%             | 2046-09-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                                        | Blue Owl Finance LLC                                                                        | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87341.26     | 0.00%             | 2031-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                                          | Qantas Airways Ltd                                                                          | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $58295.11     | 0.00%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                                 | GlaxoSmithKline Capital Inc                                                                 | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     626000 | PA      | $628911.79    | 0.03%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority Term Loan B                                                 | Catawba Nation Gaming Authority Term Loan B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     145000 | PA      | $143792.15    | 0.01%             | 2032-03-29      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc Term Loan C                                                    | National Mentor Holdings Inc Term Loan C                                                    | CUSIP: N/A<br>LEI: 5493004QULJVJP3CNZ62       | Long             | LON              | CORP              | US        |      13578 | PA      | $12919.20     | 0.00%             | 2028-03-02      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     200000 | PA      | $115001.67    | 0.00%             | 2030-05-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                                     | Sherwin-Williams Co/The                                                                     | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     393000 | PA      | $393447.42    | 0.02%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc Term Loan B                                                          | Penn Entertainment Inc Term Loan B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     187585 | PA      | $186647.02    | 0.01%             | 2029-05-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                               | CommScope LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1978775 | PA      | $1939812.78   | 0.08%             | 2029-12-18      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W461<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      83560 | NS      | $1343644.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Bidco - 4A2 Shares                                                                   | Bright Bidco - 4A2 Shares                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |      14600 | NS      | $4423.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                                | Canadian National Railway Co                                                                | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $93679.70     | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                                   | Fresenius Medical Care AG                                                                   | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | DBT              | CORP              | DE        |      57000 | PA      | $63675.18     | 0.00%             | 2026-05-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare Inc                                                                          | AMN Healthcare Inc                                                                          | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2227835.00   | 0.09%             | 2027-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     972037 | PA      | $974891.32    | 0.04%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                                        | BA Credit Card Trust                                                                        | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    1850000 | PA      | $1854489.21   | 0.08%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                         | Gilead Sciences Inc                                                                         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     476000 | PA      | $477714.68    | 0.02%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                         | Medline Borrower LP                                                                         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1115824.20   | 0.05%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                      | Consolidated Edison Co of New York Inc                                                      | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     528000 | PA      | $446791.22    | 0.02%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $281063.76    | 0.01%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                                    | Liberty Mutual Group Inc                                                                    | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $1516966.38   | 0.06%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                                  | Ecolab Inc                                                                                  | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     609000 | PA      | $628604.86    | 0.03%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3065000 | PA      | $2723187.13   | 0.11%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc Term Loan B                                                        | Zelis Payments Buyer Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300U8NGLZN5R1Y309       | Long             | LON              | CORP              | US        |     249375 | PA      | $243881.27    | 0.01%             | 2031-10-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                               | UniCredit SpA                                                                               | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $98991.08     | 0.00%             | 2031-01-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2007-A                                                | SLM Private Credit Student Loan Trust 2007-A                                                | CUSIP: 78443DAD4<br>LEI: 549300T563MF7L069881 | Long             | ABS-O            | CORP              | US        |    1616470 | PA      | $1576666.80   | 0.06%             | 2041-12-16      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                                      | Mercedes-Benz Group AG                                                                      | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $218680.68    | 0.01%             | 2028-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 29336TAD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     778000 | PA      | $821971.78    | 0.03%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bond                                                        | Zambia Government International Bond                                                        | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |    3850000 | PA      | $2193345.00   | 0.09%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                                 | San Diego Gas & Electric Co                                                                 | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101961.40    | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                                    | Marsh & McLennan Cos Inc                                                                    | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     656000 | PA      | $662826.45    | 0.03%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                              | Western Midstream Operating LP                                                              | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     279000 | PA      | $224139.11    | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                               | Medtronic Global Holdings SCA                                                               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $110710.30    | 0.00%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                           | Cisco Systems Inc                                                                           | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98157.69     | 0.00%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                                           | Transcanada Trust                                                                           | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    3800000 | PA      | $3506199.96   | 0.14%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                                      | General Motors Financial of Canada Ltd                                                      | CUSIP: 37045YAK0<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $74551.72     | 0.00%             | 2028-02-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp                                                      | Mavis Tire Express Services Topco Corp                                                      | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1267850.79   | 0.05%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    2000000 | OU      | $-21714.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                            | AusNet Services Holdings Pty Ltd                                                            | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $58578.24     | 0.00%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                    | Florida Power & Light Co                                                                    | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $78159.35     | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DNQ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1264716 | PA      | $1216117.06   | 0.05%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     100000 | PA      | $66142.87     | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust 2020-1                                                | Harvest Commercial Capital Loan Trust 2020-1                                                | CUSIP: 41754FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270000 | PA      | $267919.95    | 0.01%             | 2052-04-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC Term Loan B                                                      | Camelot US Acquisition LLC Term Loan B                                                      | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |     169664 | PA      | $167260.01    | 0.01%             | 2031-01-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  914790086 | NC      | $-17417.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EZCORP Inc                                                                                  | EZCORP Inc                                                                                  | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1067827.89   | 0.04%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                                | Discovery Communications LLC                                                                | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     451000 | PA      | $399958.99    | 0.02%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                                    | FMC Corp                                                                                    | CUSIP: 302491AW5<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150186.08    | 0.01%             | 2026-05-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC Term Loan B                                                                 | Goat Holdco LLC Term Loan B                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     581000 | PA      | $571076.52    | 0.02%             | 2031-12-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XLUB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1020603 | PA      | $923071.95    | 0.04%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                                 | Avolon Holdings Funding Ltd                                                                 | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $187776.31    | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     621000 | PA      | $593041.00    | 0.02%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                           | Cisco Systems Inc                                                                           | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101215.09    | 0.00%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                                 | United States Treasury Bill                                                                 | CUSIP: 912797PT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4435000 | PA      | $4406893.19   | 0.18%             | 2025-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                                          | BMW US Capital LLC                                                                          | CUSIP: 05565EAH8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196840.98    | 0.01%             | 2026-04-11      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQDP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1383940 | PA      | $1393800.06   | 0.06%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                                    | Fox Corp                                                                                    | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     100000 | PA      | $106374.81    | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                            | Markel Group Inc                                                                            | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49529.81     | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                                       | Becton Dickinson & Co                                                                       | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     323000 | PA      | $308453.65    | 0.01%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $141665.73    | 0.01%             | 2032-11-14      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                              | Carmax Auto Owner Trust 2024-3                                                              | CUSIP: 14319GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1157433 | PA      | $1160280.12   | 0.05%             | 2027-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $133200.73    | 0.01%             | 2028-08-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     450000 | PA      | $453079.47    | 0.02%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        193 | NC      | $-187592.04   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank NA                                                                      | Morgan Stanley Bank NA                                                                      | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     300000 | PA      | $301057.55    | 0.01%             | 2026-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                            | Genuine Parts Co                                                                            | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     796000 | PA      | $842595.59    | 0.03%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $206638.14    | 0.01%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                                 | Swedbank AB                                                                                 | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     200000 | PA      | $205000.00    | 0.01%             | N/A             | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower Inc                                                                       | Capstone Borrower Inc                                                                       | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    5325000 | PA      | $5439956.10   | 0.22%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89272.88     | 0.00%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P Mortgage Trust                                                               | COMM 2024-277P Mortgage Trust                                                               | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1484000 | PA      | $1554128.20   | 0.06%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                            | Duke Energy Corp                                                                            | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50105.10     | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                       | Athene Global Funding                                                                       | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     830000 | PA      | $833285.16    | 0.03%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                         | Buckeye Partners LP                                                                         | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     375000 | PA      | $307241.25    | 0.01%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                                        | Telecom Argentina SA                                                                        | CUSIP: 879273AU4<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    1200000 | PA      | $1256400.00   | 0.05%             | 2031-07-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                                       | HUB International Ltd                                                                       | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    8520000 | PA      | $8777661.16   | 0.36%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC Term Loan B                                                      | Cornerstone Generation LLC Term Loan B                                                      | CUSIP: N/A<br>LEI: 254900JBGAU2N55LVN75       | Long             | LON              | CORP              | US        |     484000 | PA      | $483898.36    | 0.02%             | 2031-10-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     500000 | OU      | $77500.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Pvt Ltd                                              | Adani International Container Terminal Pvt Ltd                                              | CUSIP: N/A<br>LEI: 335800J4SLERP6S94P28       | Long             | DBT              | CORP              | IN        |    2680000 | PA      | $2285134.96   | 0.09%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $206595.68    | 0.01%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5010200.00   | 0.20%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                                  | Biogen Inc                                                                                  | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     100000 | PA      | $60910.87     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                              | Mondelez International Holdings Netherlands BV                                              | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $101731.67    | 0.00%             | 2029-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd                                                                   | MAF Global Securities Ltd                                                                   | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |    2375000 | PA      | $2440260.25   | 0.10%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                                       | Ukraine Government International Bond                                                       | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     872527 | PA      | $434911.08    | 0.02%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                                     | AEP Transmission Co LLC                                                                     | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     357000 | PA      | $295414.42    | 0.01%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                          | Walt Disney Co/The                                                                          | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91312.32     | 0.00%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Entain PLC Term Loan B                                                                      | Entain PLC Term Loan B                                                                      | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | LON              | CORP              | IM        |     520328 | PA      | $519459.49    | 0.02%             | 2029-10-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                                       | Houston Galleria Mall Trust 2025-HGLR                                                       | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1084000 | PA      | $1102839.38   | 0.04%             | 2045-02-05      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                                       | Texas Instruments Inc                                                                       | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101281.32    | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Holdings Inc Term Loan B                                                    | Mister Car Wash Holdings Inc Term Loan B                                                    | CUSIP: N/A<br>LEI: 549300BARUQU0U2GQE05       | Long             | LON              | CORP              | US        |     398598 | PA      | $395173.91    | 0.02%             | 2031-03-27      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                                     | Eni SpA                                                                                     | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $101987.47    | 0.00%             | 2030-01-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                    | Florida Power & Light Co                                                                    | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $81723.72     | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88392.64     | 0.00%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                       | Quikrete Holdings Inc                                                                       | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1430330.70   | 0.06%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                            | ABN AMRO Bank NV                                                                            | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $116155.56    | 0.00%             | 2026-12-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                                       | Allianz Finance II BV                                                                       | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $99715.31     | 0.00%             | 2031-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                         | Georgia-Pacific LLC                                                                         | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     960000 | PA      | $926380.90    | 0.04%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                                                       | Clover Holdings 2 LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     830000 | PA      | $817550.00    | 0.03%             | 2031-12-09      | Fixed         | 7.64%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98332.43     | 0.00%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87382.59     | 0.00%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                         | Elevance Health Inc                                                                         | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     150000 | PA      | $104840.51    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance LLC Term Loan B                                                           | Rackspace Finance LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     318189 | PA      | $314676.10    | 0.01%             | 2028-05-15      | Floating      | 10.69%                | No            |                  2 | On Loan: No      |
| Ceska sporitelna AS                                                                         | Ceska sporitelna AS                                                                         | CUSIP: N/A<br>LEI: 9KOGW2C2FCIOJQ7FF485       | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $118026.35    | 0.00%             | 2031-07-03      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                                          | FS Luxembourg Sarl                                                                          | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    1475000 | PA      | $1482798.33   | 0.06%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100332.95    | 0.00%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                                  | TELUS Corp                                                                                  | CUSIP: 87971MBE2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $67334.25     | 0.00%             | 2048-03-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC Term Loan                                                        | Weber-Stephen Products LLC Term Loan                                                        | CUSIP: N/A<br>LEI: 549300XU8TJBBGLK8V26       | Long             | LON              | CORP              | US        |      93530 | PA      | $86904.81     | 0.00%             | 2027-10-30      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                                    | Lennox International Inc                                                                    | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     946000 | PA      | $970869.00    | 0.04%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2959000 | PA      | $2448488.94   | 0.10%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc Term Loan B4                                                       | BroadStreet Partners Inc Term Loan B4                                                       | CUSIP: N/A<br>LEI: 549300BS9N54G8DD0R75       | Long             | LON              | CORP              | US        |    1396012 | PA      | $1388277.68   | 0.06%             | 2031-06-14      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1548000 | PA      | $1171707.18   | 0.05%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100346.23    | 0.00%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     630000 | PA      | $636002.29    | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                       | Time Warner Cable LLC                                                                       | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1036000 | PA      | $1019371.81   | 0.04%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                                    | Constellation Brands Inc                                                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48790.04     | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Occidental Petroleum Corp                                                                   | Occidental Petroleum Corp                                                                   | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      50000 | PA      | $43134.74     | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Aragvi Finance International DAC                                                            | Aragvi Finance International DAC                                                            | CUSIP: 03851RAD6<br>LEI: 635400VKAYT1VT6VBF50 | Long             | DBT              | CORP              | IE        |     575000 | PA      | $571001.45    | 0.02%             | 2029-11-20      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance PLC / Vista Management Holding Inc                                   | VistaJet Malta Finance PLC / Vista Management Holding Inc                                   | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1925000 | PA      | $1880322.29   | 0.08%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Packaging Corp of America                                                                   | Packaging Corp of America                                                                   | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     912000 | PA      | $939384.03    | 0.04%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                                   | L3Harris Technologies Inc                                                                   | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91202.98     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                           | Covivio SA/France                                                                           | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $105301.73    | 0.00%             | 2030-06-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                             | Madison IAQ LLC                                                                             | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    9018000 | PA      | $8527766.19   | 0.35%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Co Ltd                                                              | Arctic Canadian Diamond Co Ltd                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |       6589 | NS      | $548305.41    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Asurion LLC Term Loan B4                                                                    | Asurion LLC Term Loan B4                                                                    | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |   10227000 | PA      | $9360875.37   | 0.38%             | 2029-01-20      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                                       | Tenet Healthcare Corp                                                                       | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $3042705.41   | 0.12%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                                   | Wyeth LLC                                                                                   | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     474000 | PA      | $499425.67    | 0.02%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                              | GE HealthCare Technologies Inc                                                              | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    1773000 | PA      | $1823802.74   | 0.07%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hyde Housing Association Ltd                                                                | Hyde Housing Association Ltd                                                                | CUSIP: N/A<br>LEI: 213800WOZ2BUYBVOGK96       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $53885.60     | 0.00%             | 2055-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                            | Cinemark USA Inc                                                                            | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $4001306.48   | 0.16%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7176246.68   | 0.29%             | N/A             | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC / Victra Finance Corp                                                   | Victra Holdings LLC / Victra Finance Corp                                                   | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2968336.80   | 0.12%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QRKE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2953160 | PA      | $2975802.88   | 0.12%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                                 | Prologis LP                                                                                 | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99276.22     | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                                      | Darden Restaurants Inc                                                                      | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     458000 | PA      | $457638.23    | 0.02%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                             | Genesis Energy LP / Genesis Energy Finance Corp                                             | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1333629.41   | 0.05%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV Term Loan B                                                            | Flutter Financing BV Term Loan B                                                            | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |     608499 | PA      | $598233.40    | 0.02%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Barentz International BV                                                                    | Barentz International BV                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     189733 | PA      | $187124.45    | 0.01%             | 2031-03-03      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                                   | Arizona Public Service Co                                                                   | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84003.79     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                                | Magnera Corp                                                                                | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1773056.25   | 0.07%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     200000 | PA      | $191803.22    | 0.01%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Acef Holding SCA                                                                            | Acef Holding SCA                                                                            | CUSIP: N/A<br>LEI: 213800KW7LHVG5QUS111       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $101770.64    | 0.00%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| American Airlines Group Inc                                                                 | American Airlines Group Inc                                                                 | CUSIP: 023771S66<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $739145.10    | 0.03%             | 2026-02-15      | Variable      | 10.75%                | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $173509.28    | 0.01%             | 2032-11-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1861282.56   | 0.08%             | N/A             | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                           | Union Electric Co                                                                           | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     100000 | PA      | $68220.31     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| 1011778 BC ULC / New Red Finance Inc                                                        | 1011778 BC ULC / New Red Finance Inc                                                        | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    5350000 | PA      | $4868673.50   | 0.20%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                                        | Southern Copper Corp                                                                        | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107153.50    | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                                 | Eurobank SA                                                                                 | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     100000 | PA      | $119883.54    | 0.00%             | 2031-04-30      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      50000 | PA      | $40291.43     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Carnival Corp Term Loan B                                                                   | Carnival Corp Term Loan B                                                                   | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |     222286 | PA      | $221869.97    | 0.01%             | 2027-08-08      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainment                                                                        | Merlin Entertainment                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     135387 | PA      | $127602.27    | 0.01%             | 2029-11-12      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117026.61    | 0.00%             | 2034-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                                       | Senegal Government International Bond                                                       | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    4450000 | PA      | $4252279.21   | 0.17%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                          | Walt Disney Co/The                                                                          | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89270.61     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                   | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     402000 | PA      | $281110.50    | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $203143.64    | 0.01%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Syniverse Holdings LLC/DE Term Loan                                                         | Syniverse Holdings LLC/DE Term Loan                                                         | CUSIP: N/A<br>LEI: 549300CYZBHMZC8VLL59       | Long             | LON              | CORP              | US        |     225832 | PA      | $214775.31    | 0.01%             | 2027-05-13      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89424.28     | 0.00%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1045000 | PA      | $1065001.95   | 0.04%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1311000 | PA      | $1284165.47   | 0.05%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                                    | Willis North America Inc                                                                    | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1189628.68   | 0.05%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC Term Loan B                                                      | Weber-Stephen Products LLC Term Loan B                                                      | CUSIP: N/A<br>LEI: 549300XU8TJBBGLK8V26       | Long             | LON              | CORP              | US        |     649033 | PA      | $607656.89    | 0.02%             | 2027-10-30      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-25.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                                      | AXA SA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114103.97    | 0.00%             | 2047-07-06      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     492000 | PA      | $357881.76    | 0.01%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                                                | Jacobs Engineering Group Inc                                                                | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52231.83     | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     200000 | PA      | $193734.46    | 0.01%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     200000 | PA      | $199361.30    | 0.01%             | 2031-02-07      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                          | Walt Disney Co/The                                                                          | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      50000 | PA      | $36313.87     | 0.00%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1374000 | PA      | $1405185.06   | 0.06%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                                   | AGCO Corp                                                                                   | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    1069000 | PA      | $1078278.85   | 0.04%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                                       | GLP Capital LP / GLP Financing II Inc                                                       | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $48882.10     | 0.00%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FRESB 2020-SB77 Mortgage Trust                                                              | FRESB 2020-SB77 Mortgage Trust                                                              | CUSIP: 30316AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18523395 | PA      | $592087.35    | 0.02%             | 2040-06-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC Term Loan B                                       | Oryx Midstream Services Permian Basin LLC Term Loan B                                       | CUSIP: N/A<br>LEI: 254900YYHRDANYFAHC43       | Long             | LON              | CORP              | US        |     200877 | PA      | $198649.62    | 0.01%             | 2028-10-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                              | Phillips 66 Co                                                                              | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87380.67     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                                  | Southern California Gas Co                                                                  | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      25000 | PA      | $18603.94     | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                                 | United States Treasury Bill                                                                 | CUSIP: 912797NN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6150000 | PA      | $6129815.27   | 0.25%             | 2025-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2006-3                                                       | Bayview Commercial Asset Trust 2006-3                                                       | CUSIP: 07324NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     121983 | PA      | $115775.76    | 0.00%             | 2036-10-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                                          | Essex Portfolio LP                                                                          | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84270.25     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                           | Hormel Foods Corp                                                                           | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     793000 | PA      | $801539.12    | 0.03%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192988.87    | 0.01%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| London & Quadrant Housing Trust                                                             | London & Quadrant Housing Trust                                                             | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $108906.66    | 0.00%             | 2032-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB Term Loan B6                                                            | Anticimex Global AB Term Loan B6                                                            | CUSIP: N/A<br>LEI: 54930005SBU6WYFBEB41       | Long             | LON              | CORP              | SE        |      55859 | PA      | $55597.02     | 0.00%             | 2028-11-16      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                                | Oklahoma Gas and Electric Co                                                                | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94451.79     | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2005-3                                                       | Bayview Commercial Asset Trust 2005-3                                                       | CUSIP: 07324SCB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     501718 | PA      | $474466.25    | 0.02%             | 2035-11-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Daimler Truck International Finance BV                                                      | Daimler Truck International Finance BV                                                      | CUSIP: N/A<br>LEI: 724500G15MVL6UCWXF95       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115066.67    | 0.00%             | 2026-06-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $110875.13    | 0.00%             | 2035-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                    | Visa Inc                                                                                    | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90637.59     | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                         | Georgia-Pacific LLC                                                                         | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90104.69     | 0.00%             | 2030-04-30      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Real Hero Merger Sub 2 Inc                                                                  | Real Hero Merger Sub 2 Inc                                                                  | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7135000 | PA      | $5322806.32   | 0.22%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                                   | Qorvo Inc                                                                                   | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95580.07     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88178.17     | 0.00%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC Term Loan B                                                         | Belron Finance 2019 LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     299495 | PA      | $298288.04    | 0.01%             | 2031-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     892000 | PA      | $1050675.11   | 0.04%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                               | Videotron Ltd                                                                               | CUSIP: 92660FAS3<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $74572.03     | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC Term Loan B                                                             | Conair Holdings LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 549300804G00T34FLV17       | Long             | LON              | CORP              | US        |      71814 | PA      | $36266.04     | 0.00%             | 2028-05-17      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| MLN US Holdco LLC Term Loan                                                                 | MLN US Holdco LLC Term Loan                                                                 | CUSIP: N/A<br>LEI: 549300QKU7NPW6O86862       | Long             | LON              | CORP              | US        |     823548 | PA      | $2100.05      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / DIFL US             | Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / DIFL US             | CUSIP: G27753AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    4229188 | PA      | $4239422.63   | 0.17%             | 2027-05-25      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     200000 | PA      | $220129.14    | 0.01%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $202448.86    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                            | Evergy Metro Inc                                                                            | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     100000 | PA      | $78989.35     | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                                        | Appalachian Power Co                                                                        | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     100000 | PA      | $79324.51     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     558000 | PA      | $490011.65    | 0.02%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| National Bank of Uzbekistan                                                                 | National Bank of Uzbekistan                                                                 | CUSIP: N/A<br>LEI: 253400TZJ7T1YULTGN68       | Long             | DBT              | CORP              | UZ        |    2200000 | PA      | $2244614.15   | 0.09%             | 2029-07-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136AAKC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    1693770 | PA      | $255126.67    | 0.01%             | 2042-12-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $2449075.50   | 0.10%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com Inc                                                                      | EquipmentShare.com Inc                                                                      | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2782031.53   | 0.11%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                                          | Realty Income Corp                                                                          | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84195.66     | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95984.45     | 0.00%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                               | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115861.72    | 0.00%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                                      | TotalEnergies Capital International SA                                                      | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      50000 | PA      | $32025.76     | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101480.44    | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power & Light Co                                                               | Indianapolis Power & Light Co                                                               | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48576.95     | 0.00%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| La Mondiale SAM                                                                             | La Mondiale SAM                                                                             | CUSIP: N/A<br>LEI: 969500L0T16HX3R78P61       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $194470.00    | 0.01%             | 2048-01-18      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $133559.89    | 0.01%             | 2029-10-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99760.66     | 0.00%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $1157417.24   | 0.05%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                          | Conagra Brands Inc                                                                          | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100672.05    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust 2019-1                                                | Harvest Commercial Capital Loan Trust 2019-1                                                | CUSIP: 41753CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1873747.00   | 0.08%             | 2046-09-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Guardian Life Insurance Co of America/The                                                   | Guardian Life Insurance Co of America/The                                                   | CUSIP: 401378AB0<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |      50000 | PA      | $42930.23     | 0.00%             | 2064-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                      | Diamondback Energy Inc                                                                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44677.61     | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Delta Topco Inc Term Loan B                                                                 | Delta Topco Inc Term Loan B                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     877130 | PA      | $869946.13    | 0.04%             | 2029-11-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                                   | South Bow USA Infrastructure Holdings LLC                                                   | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48345.09     | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MillerKnoll Inc Term Loan B                                                                 | MillerKnoll Inc Term Loan B                                                                 | CUSIP: N/A<br>LEI: U98HXD3PNK7HYU2MU887       | Long             | LON              | CORP              | US        |     383454 | PA      | $373771.39    | 0.02%             | 2028-07-19      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     291000 | PA      | $214259.96    | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PCI Gaming Authority Term Loan B                                                            | PCI Gaming Authority Term Loan B                                                            | CUSIP: N/A<br>LEI: 549300KPXAJ1LRW5LP59       | Long             | LON              | CORP              | US        |     213831 | PA      | $211844.47    | 0.01%             | 2031-07-18      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                         | Petroleos Mexicanos                                                                         | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     775000 | PA      | $716343.04    | 0.03%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     624000 | PA      | $635083.33    | 0.03%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Public Service Electric and Gas Co                                                          | Public Service Electric and Gas Co                                                          | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99240.52     | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                             | Santander UK Group Holdings PLC                                                             | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $208362.21    | 0.01%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc / CDK Global Inc                                                         | Central Parent Inc / CDK Global Inc                                                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1071931.38   | 0.04%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                       | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     627000 | PA      | $648269.19    | 0.03%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2276432.74   | 0.09%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                                      | Cox Communications Inc                                                                      | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98245.72     | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |      17597 | NS      | $429718.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103654.60    | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                               | Santander Drive Auto Receivables Trust 2023-6                                               | CUSIP: 80287DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     342222 | PA      | $342487.14    | 0.01%             | 2027-05-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                                    | Outfront Media Capital LLC / Outfront Media Capital Corp                                    | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $325065.44    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                                      | Puget Sound Energy Inc                                                                      | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     502000 | PA      | $485827.77    | 0.02%             | 2054-06-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     580686 | PA      | $556374.93    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103359.42    | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                                         | Vulcan Materials Co                                                                         | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94772.57     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1231271 | PA      | $1127531.14   | 0.05%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     487000 | PA      | $463132.48    | 0.02%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Red Electrica Financiaciones SA                                                             | Red Electrica Financiaciones SA                                                             | CUSIP: N/A<br>LEI: 9598006P00EGK6U2SG18       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $111374.60    | 0.00%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property Financing BV                                                   | Akelius Residential Property Financing BV                                                   | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $107110.55    | 0.00%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    7025072 | PA      | $1044078.13   | 0.04%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                  | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     100000 | PA      | $96469.74     | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                                     | BASF SE                                                                                     | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $121334.38    | 0.00%             | 2035-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     100000 | PA      | $106249.93    | 0.00%             | 2030-05-09      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                                 | Ameren Corp                                                                                 | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     378000 | PA      | $384595.85    | 0.02%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                                   | GATX Corp                                                                                   | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     402000 | PA      | $398499.15    | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synechron Inc Term Loan B                                                                   | Synechron Inc Term Loan B                                                                   | CUSIP: N/A<br>LEI: 549300MUU3E8J6UT8E60       | Long             | LON              | CORP              | US        |     250000 | PA      | $246250.00    | 0.01%             | 2031-10-03      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                              | Microsoft Corp                                                                              | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     200000 | PA      | $189892.29    | 0.01%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85128.13     | 0.00%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                     | Booz Allen Hamilton Inc                                                                     | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100776.58    | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |    1575000 | PA      | $1360632.26   | 0.06%             | N/A             | Variable      | 4.75%                 | No            |                  2 | On Loan: —       |
| Siemens Financieringsmaatschappij NV                                                        | Siemens Financieringsmaatschappij NV                                                        | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $108611.69    | 0.00%             | 2044-02-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp                                                                         | Select Medical Corp                                                                         | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1042601.28   | 0.04%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     626000 | PA      | $634003.30    | 0.03%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77292.35     | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47768.46     | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Altice France SA TERM B14-Exit                                                              | Altice France SA TERM B14-Exit                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |      71817 | PA      | $64491.48     | 0.00%             | 2028-08-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Merck Financial Services GmbH                                                               | Merck Financial Services GmbH                                                               | CUSIP: N/A<br>LEI: 549300OELEN3ZS5RB682       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $100126.88    | 0.00%             | 2031-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     733000 | PA      | $725552.97    | 0.03%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $82796.92     | 0.00%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| SRAM LLC Term Loan B                                                                        | SRAM LLC Term Loan B                                                                        | CUSIP: N/A<br>LEI: 5493005GYDYQG38FCT53       | Long             | LON              | CORP              | US        |     202739 | PA      | $195643.10    | 0.01%             | 2032-02-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                   | Caesars Entertainment Inc                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1869385.64   | 0.08%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1782.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1496000 | PA      | $997439.18    | 0.04%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                                   | Clarios Global LP / Clarios US Finance Co                                                   | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     775000 | PA      | $788407.50    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    2389000 | PA      | $2375017.85   | 0.10%             | 2026-07-01      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                                  | Eaton Corp                                                                                  | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84687.89     | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Burgan Bank SAK                                                                             | Burgan Bank SAK                                                                             | CUSIP: N/A<br>LEI: 558600NC81HKXMFSTY52       | Long             | DBT              | CORP              | KW        |    2550000 | PA      | $2400195.15   | 0.10%             | 2031-12-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Hayward Industries Inc Term Loan B                                                          | Hayward Industries Inc Term Loan B                                                          | CUSIP: N/A<br>LEI: 549300NV8ZMMEDUHQ091       | Long             | LON              | CORP              | US        |     277642 | PA      | $276370.35    | 0.01%             | 2028-05-28      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Provincia de Buenos Aires/Government Bonds                                                  | Provincia de Buenos Aires/Government Bonds                                                  | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | AR        |    3740078 | PA      | $2505851.93   | 0.10%             | 2037-09-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90910.78     | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                            | Altria Group Inc                                                                            | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     150000 | PA      | $141057.36    | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                | Citizens Financial Group Inc                                                                | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2084200.86   | 0.08%             | N/A             | Variable      | 5.65%                 | No            |                  2 | On Loan: —       |
| Navient Student Loan Trust                                                                  | Navient Student Loan Trust                                                                  | CUSIP: 63942TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     720456 | PA      | $744551.30    | 0.03%             | 2072-03-15      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                                    | Willis North America Inc                                                                    | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99927.63     | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNZ USA FinCo LLC Term Loan B                                                               | FNZ USA FinCo LLC Term Loan B                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     222000 | PA      | $183150.00    | 0.01%             | 2031-11-05      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia SA                                                                   | Naturgy Finance Iberia SA                                                                   | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $110336.12    | 0.00%             | 2028-01-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427MMB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1187796 | PA      | $1169747.07   | 0.05%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTI Holdco Inc Term Loan B                                                                  | DTI Holdco Inc Term Loan B                                                                  | CUSIP: N/A<br>LEI: 549300QQVMUL3P8XVJ27       | Long             | LON              | CORP              | US        |     140553 | PA      | $137917.87    | 0.01%             | 2029-04-26      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp                       | Triton Container International Ltd / TAL International Container Corp                       | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     697000 | PA      | $581399.20    | 0.02%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |     100000 | PA      | $111312.07    | 0.00%             | 2026-03-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd                                                                          | Ardonagh Finco Ltd                                                                          | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     200000 | PA      | $203560.82    | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                                | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99292.01     | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $924804.02    | 0.04%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        |     920000 | PA      | $-933258.29   | -0.04%            | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                       | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $207621.39    | 0.01%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                           | FortisAlberta Inc                                                                           | CUSIP: 34957ZAU8<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $68568.11     | 0.00%             | 2045-09-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                           | Toyota Motor Corp                                                                           | CUSIP: 892331AP4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $101253.07    | 0.00%             | 2026-07-13      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                 | MetLife Inc                                                                                 | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93260.14     | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                          | Conagra Brands Inc                                                                          | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     705000 | PA      | $627046.39    | 0.03%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                              | Fairfax Financial Holdings Ltd                                                              | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $103901.55    | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                                                | MKT 2020-525M Mortgage Trust                                                                | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1229406.08   | 0.05%             | 2040-02-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94673.69     | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JOANN Inc                                                                                   | JOANN Inc                                                                                   | CUSIP: 47768J200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3755 | NS      | $37.55        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Apollo Global Management Inc                                                                | Apollo Global Management Inc                                                                | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46831.32     | 0.00%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                                       | Gray Oak Pipeline LLC                                                                       | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1119000 | PA      | $1091047.46   | 0.04%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50420.90     | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                          | Burford Capital Global Finance LLC                                                          | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    5675000 | PA      | $5978867.88   | 0.24%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                                   | Rogers Communications Inc                                                                   | CUSIP: 775109CT6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $83510.81     | 0.00%             | 2039-11-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                                       | Senegal Government International Bond                                                       | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    1175000 | PA      | $719288.00    | 0.03%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                         | International Bank for Reconstruction & Development                                         | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |    1857000 | PA      | $1726418.86   | 0.07%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                                       | Becton Dickinson & Co                                                                       | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $73770.64     | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC Term Loan B                                                            | INEOS US Finance LLC Term Loan B                                                            | CUSIP: N/A<br>LEI: 5493008MHJ4R367SNK31       | Long             | LON              | CORP              | US        |      73295 | PA      | $67614.31     | 0.00%             | 2031-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320805<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |       5000 | NS      | $115550.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52702.66     | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                                    | Corebridge Financial Inc                                                                    | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92071.07     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2761541.27   | 0.11%             | N/A             | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC Term Loan B2                                                        | Brown Group Holding LLC Term Loan B2                                                        | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |     516110 | PA      | $510422.10    | 0.02%             | 2031-07-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                                      | International Flavors & Fragrances Inc                                                      | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      75000 | PA      | $56524.26     | 0.00%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                           | Amcor Flexibles North America Inc                                                           | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     319000 | PA      | $321534.37    | 0.01%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                              | Albemarle Corp                                                                              | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92077.04     | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| PointClickCare Technologies Inc Term Loan B                                                 | PointClickCare Technologies Inc Term Loan B                                                 | CUSIP: N/A<br>LEI: 5493001Z0LHHBZLVDX36       | Long             | LON              | CORP              | CA        |     224438 | PA      | $223876.41    | 0.01%             | 2031-10-10      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                             | Inter-American Development Bank                                                             | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | XX        |  131000000 | PA      | $1572922.60   | 0.06%             | 2029-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                                    | Republic of South Africa Government Bond                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   76150000 | PA      | $3671167.54   | 0.15%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                               | Chase Auto Owner Trust 2024-4                                                               | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1017312 | PA      | $1019418.68   | 0.04%             | 2027-09-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                          | BX Trust 2019-OC11                                                                          | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1622847.80   | 0.07%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                            | CSC Holdings LLC                                                                            | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1676000 | PA      | $775197.46    | 0.03%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                                    | Acadia Healthcare Co Inc                                                                    | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1630747.55   | 0.07%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     325000 | PA      | $238515.29    | 0.01%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC                                    | Fortress Transportation and Infrastructure Investors LLC                                    | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1114633.30   | 0.05%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                                           | CI Financial Corp                                                                           | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $87263.81     | 0.00%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2260666.73   | 0.09%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                                  | Anheuser-Busch InBev SA/NV                                                                  | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $113773.41    | 0.00%             | 2026-03-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     797000 | PA      | $794965.56    | 0.03%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust 2024-1                                                | Harvest Commercial Capital Loan Trust 2024-1                                                | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1962861 | PA      | $2033985.48   | 0.08%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5061710.00   | 0.21%             | N/A             | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XJ4S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1800496 | PA      | $1441558.34   | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC Term Loan B                                                      | Amneal Pharmaceuticals LLC Term Loan B                                                      | CUSIP: N/A<br>LEI: 54930037VIXE7LRZ1M66       | Long             | LON              | CORP              | US        |     222812 | PA      | $222910.54    | 0.01%             | 2028-05-04      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                             | DTE Electric Co                                                                             | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $813569.47    | 0.03%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                                 | Enbridge Energy Partners LP                                                                 | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     150000 | PA      | $167470.93    | 0.01%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     430000 | PA      | $412891.95    | 0.02%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                                    | Cooperatieve Rabobank UA                                                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $109597.50    | 0.00%             | 2028-05-05      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                                          | Saavi Energia Sarl                                                                          | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2175000 | PA      | $2185875.00   | 0.09%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1813421.28   | 0.07%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                          | Ally Financial Inc                                                                          | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2184648.62   | 0.09%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Italgas SpA                                                                                 | Italgas SpA                                                                                 | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $98935.35     | 0.00%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC Term Loan B                                                    | First Advantage Holdings LLC Term Loan B                                                    | CUSIP: N/A<br>LEI: 549300MRQE5MQEH3BI02       | Long             | LON              | CORP              | US        |     255360 | PA      | $253204.76    | 0.01%             | 2031-09-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2006-B                                                | SLM Private Credit Student Loan Trust 2006-B                                                | CUSIP: 78443CCY8<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |     494633 | PA      | $480043.82    | 0.02%             | 2039-12-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| MLN US Holdco LLC                                                                           | MLN US Holdco LLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     537371 | PA      | $53.74        | 0.00%             | 2027-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                                       | MidAmerican Energy Co                                                                       | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46613.43     | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B1FY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    1916676 | PA      | $271047.52    | 0.01%             | 2048-03-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98086.65     | 0.00%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Grace Trust 2020-GRCE                                                                       | Grace Trust 2020-GRCE                                                                       | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1072000 | PA      | $934873.51    | 0.04%             | 2040-12-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                                     | Equitable Financial Life Global Funding                                                     | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    1458000 | PA      | $1407381.51   | 0.06%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                              | Constellium SE                                                                              | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    1575000 | PA      | $1447334.75   | 0.06%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1636625.48   | 0.07%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                                  | Southern Gas Corridor CJSC                                                                  | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |    1425000 | PA      | $1439250.00   | 0.06%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     200000 | PA      | $172370.71    | 0.01%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $106034.69    | 0.00%             | 2029-05-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136BAML5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    1917894 | PA      | $249922.47    | 0.01%             | 2050-06-25      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Burgundy Diamond Mines Ltd                                                                  | Burgundy Diamond Mines Ltd                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |   11967877 | NS      | $277003.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1503529 | PA      | $1479342.53   | 0.06%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: 853254DF4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1967184.64   | 0.08%             | N/A             | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1086000 | PA      | $1091576.19   | 0.04%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| XPLOR T1 LLC Term Loan B                                                                    | XPLOR T1 LLC Term Loan B                                                                    | CUSIP: N/A<br>LEI: 254900GF3CVSREM2EJ05       | Long             | LON              | CORP              | US        |     233825 | PA      | $233240.44    | 0.01%             | 2031-06-24      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    2600000 | PA      | $2557501.44   | 0.10%             | N/A             | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     330000 | PA      | $403307.83    | 0.02%             | 2033-11-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc Term Loan B                                                           | ClubCorp Holdings Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: 549300XWSO7KBICXNW37       | Long             | LON              | CORP              | US        |    1569234 | PA      | $1568841.67   | 0.06%             | 2026-09-18      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                             | Genesis Energy LP / Genesis Energy Finance Corp                                             | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1326544.14   | 0.05%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                       | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                       | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1064959.52   | 0.04%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc Term Loan B                                                          | AI Aqua Merger Sub Inc Term Loan B                                                          | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |     821916 | PA      | $811403.71    | 0.03%             | 2028-07-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                               | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1036000 | PA      | $1095605.07   | 0.04%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1698000 | PA      | $1673922.89   | 0.07%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Vanguard Intermediate-Term Corporate Bond ETF                                               | Vanguard Intermediate-Term Corporate Bond ETF                                               | CUSIP: 92206C870<br>LEI: N/A                  | Long             | EC               | RF                | US        |     131080 | NS      | $10719722.40  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC Term Loan B6                                                               | CSC Holdings LLC Term Loan B6                                                               | CUSIP: N/A<br>LEI: 3HG2WD2W22M120IUNG49       | Long             | LON              | CORP              | US        |     699273 | PA      | $679651.06    | 0.03%             | 2028-01-18      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                                   | Rio Tinto Finance USA Ltd                                                                   | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $59171.14     | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     316000 | PA      | $311181.56    | 0.01%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W446<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       6422 | NS      | $102495.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                                                       | General Dynamics Corp                                                                       | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20834.30     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC Term Loan B                                                         | Talen Energy Supply LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: K5K33XN0PQAU1XF7NN66       | Long             | LON              | CORP              | US        |    1386525 | PA      | $1380091.52   | 0.06%             | 2031-12-11      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $108950.03    | 0.00%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198018.65    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INEOS US Petrochem LLC Term Loan B                                                          | INEOS US Petrochem LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     241915 | PA      | $205627.74    | 0.01%             | 2029-04-02      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co International Ltd                                                 | Tengizchevroil Finance Co International Ltd                                                 | CUSIP: N/A<br>LEI: 5493001VEV2XTJIBZH31       | Long             | DBT              | CORP              | BM        |    1075000 | PA      | $1054064.38   | 0.04%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                            | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    1400000 | PA      | $1386000.00   | 0.06%             | N/A             | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XHA49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3950475 | PA      | $3602079.30   | 0.15%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $908270.75    | 0.04%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                                       | Chobani Holdco II LLC                                                                       | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1120105 | PA      | $1186945.16   | 0.05%             | 2029-10-01      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                                                      | Massachusetts Mutual Life Insurance Co                                                      | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48288.70     | 0.00%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                               | Banner Health                                                                               | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |      50000 | PA      | $45728.02     | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Egypt Government Bond                                                                       | Egypt Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   53500000 | PA      | $1085713.96   | 0.04%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     685000 | PA      | $687796.57    | 0.03%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp                                                                         | Africa Finance Corp                                                                         | CUSIP: 00832XAA9<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | CORP              | XX        |    1525000 | PA      | $1488888.00   | 0.06%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                           | Johnson & Johnson                                                                           | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93781.82     | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| South32 Treasury Ltd                                                                        | South32 Treasury Ltd                                                                        | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |    1185000 | PA      | $1090471.25   | 0.04%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                               | Owens Corning                                                                               | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     396000 | PA      | $403916.48    | 0.02%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                                   | Ivory Coast Government International Bond                                                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    2325000 | PA      | $2149104.33   | 0.09%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                                | Huntington National Bank/The                                                                | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249562.40    | 0.01%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                     | MPLX LP                                                                                     | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      50000 | PA      | $38713.43     | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                                     | Republic of Cameroon International Bond                                                     | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |    1700000 | PA      | $1500250.00   | 0.06%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LABL Inc Term Loan B                                                                        | LABL Inc Term Loan B                                                                        | CUSIP: N/A<br>LEI: 5493004FUZN8R6Y3VB98       | Long             | LON              | CORP              | US        |    3234009 | PA      | $2779372.43   | 0.11%             | 2028-10-27      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |     100000 | PA      | $104788.37    | 0.00%             | 2043-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Telstra Corp Ltd                                                                            | Telstra Corp Ltd                                                                            | CUSIP: N/A<br>LEI: PCTXNQGRJVR3OG33JG65       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $107938.33    | 0.00%             | 2029-03-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                           | General Motors Co                                                                           | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     124000 | PA      | $124464.06    | 0.01%             | 2025-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                          | Vodafone Group PLC                                                                          | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     311000 | PA      | $236470.16    | 0.01%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                                          | F&G Global Funding                                                                          | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1034622.02   | 0.04%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 Mortgage Trust                                                               | COMM 2018-COR3 Mortgage Trust                                                               | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2106730 | PA      | $2060025.06   | 0.08%             | 2051-05-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                              | Mastercard Inc                                                                              | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     877000 | PA      | $868028.70    | 0.04%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1369464.04   | 0.06%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $708026.37    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                                  | Allianz SE                                                                                  | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $114661.33    | 0.00%             | 2052-07-05      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| USALCO LLC Term Loan B                                                                      | USALCO LLC Term Loan B                                                                      | CUSIP: N/A<br>LEI: 5493006WBYB0CYPCSG20       | Long             | LON              | CORP              | US        |     203474 | PA      | $202625.07    | 0.01%             | 2031-09-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                                       | RPM International Inc                                                                       | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     244000 | PA      | $211502.57    | 0.01%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1739000 | PA      | $1506500.01   | 0.06%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc Term Loan B                                                        | Zelis Payments Buyer Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300U8NGLZN5R1Y309       | Long             | LON              | CORP              | US        |     592076 | PA      | $577273.62    | 0.02%             | 2029-09-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     275000 | PA      | $228022.94    | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                                       | Becton Dickinson & Co                                                                       | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     923000 | PA      | $929495.38    | 0.04%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                                     | E.ON SE                                                                                     | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $111266.51    | 0.00%             | 2037-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     200000 | PA      | $194553.71    | 0.01%             | 2031-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4380418.64   | 0.18%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc Term Loan B4                                                            | Cincinnati Bell Inc Term Loan B4                                                            | CUSIP: N/A<br>LEI: 549300JYVZOCUJOHL272       | Long             | LON              | CORP              | US        |     720058 | PA      | $715017.99    | 0.03%             | 2028-11-22      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2658000 | PA      | $2855918.83   | 0.12%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                         | Synchrony Financial                                                                         | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84728.75     | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                                 | Coastal Gaslink Pipeline LP                                                                 | CUSIP: 19046FAM4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $75876.25     | 0.00%             | 2029-09-30      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196164.60    | 0.01%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                               | Heimstaden Bostad Treasury BV                                                               | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $104895.04    | 0.00%             | 2028-07-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     354000 | PA      | $335930.09    | 0.01%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                                        | Westpac Banking Corp                                                                        | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $206693.97    | 0.01%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: —       |
| Grupo Televisa SAB                                                                          | Grupo Televisa SAB                                                                          | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      50000 | PA      | $43980.49     | 0.00%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                                                   | Stellantis Finance US Inc                                                                   | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     795000 | PA      | $780692.57    | 0.03%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XHK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1318466 | PA      | $1271729.06   | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     796000 | PA      | $690281.50    | 0.03%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: YV7107100<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   49700000 | PA      | $886827.15    | 0.04%             | 2025-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1041160 | PA      | $1023930.82   | 0.04%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                            | FirstEnergy Corp                                                                            | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     100000 | PA      | $65832.87     | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                               | Southern California Edison Co                                                               | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $68345.65     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                                    | Cooperatieve Rabobank UA                                                                    | CUSIP: 74977RDJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2701000 | PA      | $2660829.24   | 0.11%             | 2026-09-24      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                                      | Cie de Saint-Gobain SA                                                                      | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113257.05    | 0.00%             | 2027-10-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2025421.45   | 0.08%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                            | Kilroy Realty LP                                                                            | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97446.39     | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                                     | Entergy Mississippi LLC                                                                     | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     415000 | PA      | $302849.74    | 0.01%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                          | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    1500000 | PA      | $1615504.50   | 0.07%             | N/A             | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                         | Gilead Sciences Inc                                                                         | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     717000 | PA      | $729588.29    | 0.03%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc - 4A2 Shares                                                           | Crown Finance US Inc - 4A2 Shares                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      67963 | NS      | $1385969.46   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Teranet Holdings LP                                                                         | Teranet Holdings LP                                                                         | CUSIP: 880789AS1<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $71800.38     | 0.00%             | 2029-02-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                              | BP Capital Markets America Inc                                                              | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98248.66     | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Sovcombank Via Sovcom Capital DAC - Escrow                                                  | Sovcombank Via Sovcom Capital DAC - Escrow                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |     230000 | PA      | $0.00         | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                                  | Fiserv Inc                                                                                  | CUSIP: N/A<br>LEI: GI7UBEJLXYLGR2C7GV83       | Long             | DBT              | CORP              | US        |     100000 | PA      | $117817.05    | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ascensus Holdings Inc Term Loan B                                                           | Ascensus Holdings Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      84775 | PA      | $84224.20     | 0.00%             | 2028-08-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                                  | Mizuho Financial Group Inc                                                                  | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $118279.43    | 0.00%             | 2028-05-20      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico                   | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico                   | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    1850000 | PA      | $1859250.00   | 0.08%             | 2035-02-11      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                                          | Discover Card Execution Note Trust                                                          | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1995387.80   | 0.08%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC Term Loan B2                                            | Cushman & Wakefield US Borrower LLC Term Loan B2                                            | CUSIP: N/A<br>LEI: 549300870CMN3WI5IF97       | Long             | LON              | CORP              | US        |     255261 | PA      | $253346.34    | 0.01%             | 2030-01-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                            | Zions Bancorp NA                                                                            | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    1042000 | PA      | $1027695.32   | 0.04%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                             | Genesis Energy LP / Genesis Energy Finance Corp                                             | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $482747.05    | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 1200000000 | NC      | $-45732.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc Term Loan B                                                        | TK Elevator US Newco Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |    1392332 | PA      | $1385370.29   | 0.06%             | 2030-04-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $213639.59    | 0.01%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                            | TotalEnergies SE                                                                            | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $96549.57     | 0.00%             | N/A             | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                                       | Haleon US Capital LLC                                                                       | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1215726.35   | 0.05%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                                         | Ghana Government International Bond                                                         | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    2020995 | PA      | $1536158.30   | 0.06%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                             | Nordea Bank Abp                                                                             | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     100000 | PA      | $109649.45    | 0.00%             | 2032-08-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                                       | Banque Federative du Credit Mutuel SA                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118454.34    | 0.00%             | 2030-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Resonetics LLC Term Loan B                                                                  | Resonetics LLC Term Loan B                                                                  | CUSIP: N/A<br>LEI: 5493007F3QX6Z23QGO95       | Long             | LON              | CORP              | US        |     271635 | PA      | $268842.59    | 0.01%             | 2031-06-18      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co                                                                  | New York Life Insurance Co                                                                  | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     100000 | PA      | $72271.49     | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     341011 | OU      | $18489.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                                        | Westpac Banking Corp                                                                        | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $86294.54     | 0.00%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      50000 | PA      | $36270.97     | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                              | Oncor Electric Delivery Co LLC                                                              | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     200000 | PA      | $209156.27    | 0.01%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     609000 | PA      | $608083.44    | 0.02%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: —       |
| Metropolitan Life Global Funding I                                                          | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GFT1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152798.94    | 0.01%             | 2030-01-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC Term Loan B3                                            | Cushman & Wakefield US Borrower LLC Term Loan B3                                            | CUSIP: N/A<br>LEI: 549300870CMN3WI5IF97       | Long             | LON              | CORP              | US        |     242820 | PA      | $242618.79    | 0.01%             | 2030-01-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     593000 | PA      | $613222.17    | 0.02%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                       | Entergy Louisiana LLC                                                                       | CUSIP: 29364W108<br>LEI: 0V5453U14HDZO63CGH17 | Long             | EP               | CORP              | US        |       9359 | NS      | $190362.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviation Capital Group LLC                                                                  | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103477.58    | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                       | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1069000 | PA      | $1110513.92   | 0.05%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                              | BMW Finance NV                                                                              | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      50000 | PA      | $56454.66     | 0.00%             | 2035-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                                 | Exelon Corp                                                                                 | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98895.69     | 0.00%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QP2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3109028 | PA      | $2915437.48   | 0.12%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes 2024-SFR1 Trust                                                            | Invitation Homes 2024-SFR1 Trust                                                            | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1497435 | PA      | $1449348.66   | 0.06%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc PIK Term Loan B                                              | Sound Inpatient Physicians Inc PIK Term Loan B                                              | CUSIP: N/A<br>LEI: 54930047QBMPL027P218       | Long             | LON              | CORP              | US        |     263939 | PA      | $237545.00    | 0.01%             | 2028-06-28      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                                      | Harvest Midstream I LP                                                                      | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1195822.18   | 0.05%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                             | CMS Energy Corp                                                                             | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     502000 | PA      | $434143.61    | 0.02%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                        | Booking Holdings Inc                                                                        | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |     100000 | PA      | $111867.16    | 0.00%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC Term Loan B                                                       | Madison Safety & Flow LLC Term Loan B                                                       | CUSIP: N/A<br>LEI: 5493007D2J7BBIFYBY65       | Long             | LON              | CORP              | US        |     169150 | PA      | $167669.94    | 0.01%             | 2031-09-26      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KNLB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3275234 | PA      | $2753250.05   | 0.11%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cometa Energia SA de CV                                                                     | Cometa Energia SA de CV                                                                     | CUSIP: N/A<br>LEI: 5493007L8UH7TYXKI505       | Long             | DBT              | CORP              | MX        |    2122400 | PA      | $2117003.80   | 0.09%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                                | Holcim Finance Luxembourg SA                                                                | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |     175000 | PA      | $192727.20    | 0.01%             | 2026-11-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1033839.30   | 0.04%             | 2082-10-27      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| Barrick PD Australia Finance Pty Ltd                                                        | Barrick PD Australia Finance Pty Ltd                                                        | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |      50000 | PA      | $50809.30     | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                                                        | Cantor Fitzgerald LP                                                                        | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99318.13     | 0.00%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                                     | Marathon Petroleum Corp                                                                     | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     926000 | PA      | $905485.41    | 0.04%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     858945 | PA      | $715574.03    | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     100000 | PA      | $79265.47     | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Co Ltd                                                              | Arctic Canadian Diamond Co Ltd                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    4510443 | PA      | $4076808.85   | 0.17%             | 2026-06-30      | Fixed         | 9.89%                 | No            |                  3 | On Loan: No      |
| Republic of Uzbekistan International Bond                                                   | Republic of Uzbekistan International Bond                                                   | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    1875000 | PA      | $1874812.50   | 0.08%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp Term Loan B                                                       | Gainwell Acquisition Corp Term Loan B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     394932 | PA      | $366485.26    | 0.01%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                              | Virginia Electric and Power Co                                                              | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     150000 | PA      | $127989.86    | 0.01%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                                | Southern Co Gas Capital Corp                                                                | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      75000 | PA      | $63803.98     | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                                 | Vancouver Airport Authority                                                                 | CUSIP: 92157WAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     250000 | PA      | $166718.05    | 0.01%             | 2030-09-20      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53452.14     | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2746000 | PA      | $2545627.81   | 0.10%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     547000 | PA      | $456659.53    | 0.02%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                                       | Jackson Financial Inc                                                                       | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100827.03    | 0.00%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                                      | SAP SE                                                                                      | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $110170.83    | 0.00%             | 2028-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     100000 | PA      | $106749.29    | 0.00%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                                   | Invitation Homes Operating Partnership LP                                                   | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100014.16    | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                                         | Volkswagen International Finance NV                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $110784.72    | 0.00%             | 2038-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                         | Elevance Health Inc                                                                         | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     100000 | PA      | $82802.40     | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                               | Hydro One Inc                                                                               | CUSIP: 44810ZCS7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $73753.81     | 0.00%             | 2035-01-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                                          | Diageo Finance PLC                                                                          | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $109107.88    | 0.00%             | 2032-03-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     800000 | PA      | $814327.20    | 0.03%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                                | Continental Resources Inc/OK                                                                | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     100000 | PA      | $80088.92     | 0.00%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                                                                            | Enel Americas SA                                                                            | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |     100000 | PA      | $99097.68     | 0.00%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                              | Protective Life Global Funding                                                              | CUSIP: 74368CBS2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201488.33    | 0.01%             | 2026-04-14      | Fixed         | 5.21%                 | No            |                  2 | On Loan: —       |
| Team Health Holdings Inc Term Loan B                                                        | Team Health Holdings Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300PVTQ4UDTTMQT11       | Long             | LON              | CORP              | US        |    1029070 | PA      | $999103.11    | 0.04%             | 2027-03-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $193505.27    | 0.01%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                                                                                  | MasTec Inc                                                                                  | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     560000 | PA      | $572336.80    | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC Term Loan B                                                              | CHG PPC Parent LLC Term Loan B                                                              | CUSIP: N/A<br>LEI: 54930019XJQNJAGXQ664       | Long             | LON              | CORP              | US        |     229232 | PA      | $228659.37    | 0.01%             | 2028-12-08      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                                | Takeda Pharmaceutical Co Ltd                                                                | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $147100.23    | 0.01%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                                         | Cardinal Health Inc                                                                         | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     445000 | PA      | $454601.45    | 0.02%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KRE34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4153516 | PA      | $4095623.16   | 0.17%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                                   | Orange SA                                                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $94111.68     | 0.00%             | 2032-09-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Finance Subsidiary LLC                                                              | Carlyle Finance Subsidiary LLC                                                              | CUSIP: 14314DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $95985.32     | 0.00%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp                                                                            | Boyd Gaming Corp                                                                            | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2330712.50   | 0.09%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $93144.57     | 0.00%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100236.71    | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                                         | CRH SMW Finance DAC                                                                         | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $203850.87    | 0.01%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                                       | Unilever Capital Corp                                                                       | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     535000 | PA      | $493172.83    | 0.02%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BrewCo Borrower LLC Term Loan                                                               | BrewCo Borrower LLC Term Loan                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     374004 | PA      | $138381.65    | 0.01%             | 2028-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                          | Vodafone Group PLC                                                                          | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1946000 | PA      | $1837510.03   | 0.07%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                             | Unilever Finance Netherlands BV                                                             | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $105547.56    | 0.00%             | 2030-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                                 | Asbury Automotive Group Inc                                                                 | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     600000 | PA      | $546798.36    | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3075480.00   | 0.13%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                               | Affiliated Managers Group Inc                                                               | CUSIP: 008252843<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |       4319 | NS      | $73120.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $203446.58    | 0.01%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                           | National Rural Utilities Cooperative Finance Corp                                           | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     983000 | PA      | $983566.61    | 0.04%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Knife River Corp Term Loan B                                                                | Knife River Corp Term Loan B                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35000 | PA      | $34956.25     | 0.00%             | 2032-02-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ROCK Trust 2024-CNTR                                                                        | ROCK Trust 2024-CNTR                                                                        | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     225000 | PA      | $229179.33    | 0.01%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     649000 | PA      | $611809.26    | 0.02%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NWD MTN Ltd                                                                                 | NWD MTN Ltd                                                                                 | CUSIP: G6681PAR1<br>LEI: 254900STSWBVJ5FV9O74 | Long             | DBT              | CORP              | VG        |    1150000 | PA      | $697311.68    | 0.03%             | 2029-07-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     941000 | PA      | $960154.60    | 0.04%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                                      | Credit Acceptance Corp                                                                      | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4475000 | PA      | $4729220.28   | 0.19%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     200000 | PA      | $155887.37    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                                          | Sonoco Products Co                                                                          | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     593000 | PA      | $567128.07    | 0.02%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1207000 | PA      | $1027720.57   | 0.04%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     929034 | PA      | $952774.91    | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc Term Loan B2                                                       | Cloud Software Group Inc Term Loan B2                                                       | CUSIP: N/A<br>LEI: 04EEB871XLHVNY4RZJ65       | Long             | LON              | CORP              | US        |      60000 | PA      | $59268.60     | 0.00%             | 2031-03-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1464136.13   | 0.06%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                                  | Hasbro Inc                                                                                  | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196502.90    | 0.01%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     150000 | PA      | $112373.34    | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                            | Exxon Mobil Corp                                                                            | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197981.54    | 0.01%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      59100 | NS      | $1341570.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group LP                                                                     | Simon Property Group LP                                                                     | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97987.89     | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                                          | Sonoco Products Co                                                                          | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    1213000 | PA      | $1195494.82   | 0.05%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                         | Constellation Energy Generation LLC                                                         | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103608.39    | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                               | E.ON International Finance BV                                                               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $133562.56    | 0.01%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    1000000 | OU      | $77968.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                                    | ASTM SpA                                                                                    | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |     200000 | PA      | $221839.52    | 0.01%             | 2026-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |     100000 | PA      | $117644.81    | 0.00%             | 2031-02-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     355000 | PA      | $360857.99    | 0.01%             | 2046-01-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc Term Loan                                                                      | Cotiviti Inc Term Loan                                                                      | CUSIP: N/A<br>LEI: 254900YAQHVRTG4IFI64       | Long             | LON              | CORP              | US        |     250000 | PA      | $244062.50    | 0.01%             | 2032-02-13      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                                     | Eni SpA                                                                                     | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118496.03    | 0.00%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                                       | Dominican Republic International Bond                                                       | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1300000 | PA      | $1246895.00   | 0.05%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| UKG Inc                                                                                     | UKG Inc                                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $3009222.45   | 0.12%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Hldgs LLC                                                                   | Aspire Bakeries Hldgs LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     139296 | PA      | $138948.24    | 0.01%             | 2030-12-13      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $70802.26     | 0.00%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179VHU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     592881 | PA      | $556765.54    | 0.02%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                                   | GM Financial Consumer Automobile Receivables Trust 2024-1                                   | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1810543.32   | 0.07%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                                | Alimentation Couche-Tard Inc                                                                | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |     100000 | PA      | $112664.35    | 0.00%             | 2026-05-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $138949.47    | 0.01%             | 2041-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BMC Software Inc Term Loan B                                                                | BMC Software Inc Term Loan B                                                                | CUSIP: N/A<br>LEI: 549300TEWK6ENMZQLF18       | Long             | LON              | CORP              | US        |    1252328 | PA      | $1225853.59   | 0.05%             | 2031-07-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                                   | United Parcel Service Inc                                                                   | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     200000 | PA      | $186820.28    | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                                        | Notting Hill Genesis                                                                        | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $123982.62    | 0.01%             | 2029-01-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                               | Santander Drive Auto Receivables Trust 2023-5                                               | CUSIP: 80286PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      57350 | PA      | $57387.39     | 0.00%             | 2027-07-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                                      | International Paper Co                                                                      | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |      75000 | PA      | $59679.36     | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90672.01     | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                                          | Anheuser-Busch InBev Worldwide Inc                                                          | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      80000 | PA      | $71074.66     | 0.00%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                                    | Grand City Properties SA                                                                    | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $116527.59    | 0.00%             | 2030-01-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                            | Pernod Ricard SA                                                                            | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $106943.01    | 0.00%             | 2030-04-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                         | Egypt Government International Bond                                                         | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     575000 | PA      | $548504.00    | 0.02%             | 2030-02-04      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp                                                            | Algonquin Power & Utilities Corp                                                            | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     316000 | PA      | $318052.31    | 0.01%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     500000 | PA      | $474909.85    | 0.02%             | N/A             | Variable      | 3.95%                 | No            |                  2 | On Loan: —       |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50999.06     | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                                    | Willis North America Inc                                                                    | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     931000 | PA      | $901802.29    | 0.04%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                                 | Abertis Infraestructuras SA                                                                 | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $117463.32    | 0.00%             | 2028-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                                         | Kimco Realty OP LLC                                                                         | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24126.04     | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1913385 | PA      | $1751998.07   | 0.07%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                        | LifePoint Health Inc                                                                        | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     775000 | PA      | $824385.33    | 0.03%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                 | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1373000 | PA      | $1251761.81   | 0.05%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                                    | Granite REIT Holdings LP                                                                    | CUSIP: 387427AH0<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $71831.57     | 0.00%             | 2027-06-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                                | KBC Group NV                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $116175.27    | 0.00%             | 2027-11-23      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                                       | Tesco Corporate Treasury Services PLC                                                       | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $119966.68    | 0.00%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     877000 | PA      | $875416.66    | 0.04%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2024-A LLC                                                       | ELFI Graduate Loan Program 2024-A LLC                                                       | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1675590 | PA      | $1703008.17   | 0.07%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                                       | 3M Co                                                                                       | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97857.21     | 0.00%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                            | Brixmor Operating Partnership LP                                                            | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96006.35     | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                            | Zions Bancorp NA                                                                            | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    2884000 | PA      | $2583041.71   | 0.11%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                           | Cisco Systems Inc                                                                           | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1081000 | PA      | $1108553.28   | 0.05%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                               | Transurban Finance Co Pty Ltd                                                               | CUSIP: 89400PAJ2<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $73940.95     | 0.00%             | 2028-11-14      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                                     | M&G PLC                                                                                     | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $128378.64    | 0.01%             | 2051-10-20      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                               | Colombian TES                                                                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 8825000000 | PA      | $2227961.88   | 0.09%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                             | Berkshire Hathaway Finance Corp                                                             | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     150000 | PA      | $88697.99     | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                           | Post Holdings Inc                                                                           | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     990000 | PA      | $981781.95    | 0.04%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                                         | Kimco Realty OP LLC                                                                         | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85545.63     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                    | Svenska Handelsbanken AB                                                                    | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     200000 | PA      | $219762.33    | 0.01%             | 2026-11-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                                      | TotalEnergies Capital International SA                                                      | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $71569.12     | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                                   | Rogers Communications Inc                                                                   | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $97785.01     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     300000 | PA      | $289638.17    | 0.01%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                              | Loblaw Cos Ltd                                                                              | CUSIP: 539481AP6<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $76892.50     | 0.00%             | 2032-09-13      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                               | Aroundtown SA                                                                               | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $116255.13    | 0.00%             | 2029-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coherent Corp Term Loan B2                                                                  | Coherent Corp Term Loan B2                                                                  | CUSIP: N/A<br>LEI: 549300O5C25A0MMHHU33       | Long             | LON              | CORP              | US        |     174379 | PA      | $172199.40    | 0.01%             | 2029-07-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                               | Kroger Co/The                                                                               | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      50000 | PA      | $41471.05     | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2600000 | PA      | $2385374.84   | 0.10%             | 2084-11-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                                    | Liberty Mutual Group Inc                                                                    | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2239257.42   | 0.09%             | 2087-03-07      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co                                                              | Meiji Yasuda Life Insurance Co                                                              | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |     300000 | PA      | $295862.73    | 0.01%             | 2055-06-11      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                      | Roper Technologies Inc                                                                      | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198493.07    | 0.01%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XH3J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2487734 | PA      | $2178754.36   | 0.09%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $193247.15    | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions Inc Term Loan B                                                | 8th Avenue Food & Provisions Inc Term Loan B                                                | CUSIP: N/A<br>LEI: 549300PBCACU45IZ2V05       | Long             | LON              | CORP              | US        |      89607 | PA      | $83334.66     | 0.00%             | 2025-10-01      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                  | Humana Inc                                                                                  | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     302000 | PA      | $309268.56    | 0.01%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                | Thermo Fisher Scientific Inc                                                                | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |      50000 | PA      | $64553.22     | 0.00%             | 2036-03-07      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc                                                   | Fresenius Medical Care US Finance III Inc                                                   | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     150000 | PA      | $142634.75    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                              | Microsoft Corp                                                                              | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     150000 | PA      | $88552.11     | 0.00%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                             | American Airlines Inc/AAdvantage Loyalty IP Ltd                                             | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1250000 | PA      | $1212378.88   | 0.05%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                                  | Vmed O2 UK Financing I PLC                                                                  | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    3450000 | PA      | $3009946.64   | 0.12%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                               | Ford Motor Co                                                                               | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     298000 | PA      | $222835.68    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                                                        | Smithfield Foods Inc                                                                        | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85014.78     | 0.00%             | 2031-09-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                                   | Credit Agricole SA/London                                                                   | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $108179.40    | 0.00%             | 2029-03-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                               | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                               | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3807170.12   | 0.15%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                                | LYB International Finance BV                                                                | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |      50000 | PA      | $41289.45     | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding VII Ltd                                                                  | Alpha Star Holding VII Ltd                                                                  | CUSIP: N/A<br>LEI: 54930009KEU618VJFE06       | Long             | DBT              | CORP              | AE        |    2200000 | PA      | $2224750.00   | 0.09%             | 2026-04-27      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QMRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2344249 | PA      | $1883017.60   | 0.08%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114563.23    | 0.00%             | 2035-07-16      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                              | Halliburton Co                                                                              | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     200000 | PA      | $188233.68    | 0.01%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     800000 | PA      | $824076.09    | 0.03%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XR3G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1580163 | PA      | $1555663.76   | 0.06%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                        | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                        | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1392611.40   | 0.06%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Greenpoint Manufactured Housing                                                             | Greenpoint Manufactured Housing                                                             | CUSIP: 395383AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1338637 | PA      | $1335470.72   | 0.05%             | 2029-12-15      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                                       | Massachusetts Institute of Technology                                                       | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     100000 | PA      | $66826.94     | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                                   | Adobe Inc                                                                                   | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     371000 | PA      | $377487.76    | 0.02%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                           | National Rural Utilities Cooperative Finance Corp                                           | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     673000 | PA      | $683514.47    | 0.03%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                              | British Telecommunications PLC                                                              | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118794.18    | 0.00%             | 2031-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1626000 | PA      | $1610413.96   | 0.07%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2875792 | PA      | $2703521.35   | 0.11%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                                          | Cadent Finance PLC                                                                          | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $132912.20    | 0.01%             | 2034-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc                                                                | Texas Capital Bancshares Inc                                                                | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     511000 | PA      | $486118.88    | 0.02%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                                    | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99200.45     | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                                       | Republic Services Inc                                                                       | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100527.34    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                           | LEG Immobilien SE                                                                           | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $96407.74     | 0.00%             | 2031-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| QXO Inc Term Loan B                                                                         | QXO Inc Term Loan B                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     320000 | PA      | $319715.20    | 0.01%             | 2032-04-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: 05578QAG8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     950000 | PA      | $662840.45    | 0.03%             | 2042-10-19      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1353506 | PA      | $1304517.66   | 0.05%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                                 | Netflix Inc                                                                                 | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |     100000 | PA      | $117398.53    | 0.00%             | 2030-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC Term Loan B                                                 | Traverse Midstream Partners LLC Term Loan B                                                 | CUSIP: N/A<br>LEI: 549300DHTM8B2X5QMJ22       | Long             | LON              | CORP              | US        |     251182 | PA      | $249926.40    | 0.01%             | 2028-02-16      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| ASGN Inc                                                                                    | ASGN Inc                                                                                    | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2450480.73   | 0.10%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Champions Financing Inc                                                                     | Champions Financing Inc                                                                     | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2421142.19   | 0.10%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Steel Dynamics Inc                                                                          | Steel Dynamics Inc                                                                          | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     513000 | PA      | $487022.58    | 0.02%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                | Citizens Financial Group Inc                                                                | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     885000 | PA      | $899889.77    | 0.04%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co/The                                                                   | Brooklyn Union Gas Co/The                                                                   | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     447000 | PA      | $457142.43    | 0.02%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     100000 | PA      | $78390.98     | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F062655<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4200000 | PA      | $4325032.15   | 0.18%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 1088000000 | NC      | $35254.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                                      | CenterPoint Energy Inc                                                                      | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49926.32     | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                                  | Mizuho Financial Group Inc                                                                  | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $206455.33    | 0.01%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Carnival Corp Term Loan B                                                                   | Carnival Corp Term Loan B                                                                   | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |     255448 | PA      | $254332.10    | 0.01%             | 2028-10-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                                         | Equinix Europe 2 Financing Corp LLC                                                         | CUSIP: N/A<br>LEI: 254900FSZR46BPMCKI50       | Long             | DBT              | CORP              | US        |     100000 | PA      | $110358.77    | 0.00%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                          | Metropolitan Life Global Funding I                                                          | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |     100000 | PA      | $115428.61    | 0.00%             | 2034-03-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102304.73    | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                        | Booking Holdings Inc                                                                        | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |     100000 | PA      | $121279.73    | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                          | Royalty Pharma PLC                                                                          | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     498000 | PA      | $468770.49    | 0.02%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                                        | Prologis International Funding II SA                                                        | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |     125000 | PA      | $137952.71    | 0.01%             | 2030-11-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $75512.86     | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                            | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                            | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1007000 | PA      | $1022383.13   | 0.04%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                                | Ford Credit Canada Co/Canada                                                                | CUSIP: 34527ACJ7<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $70726.82     | 0.00%             | 2026-09-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QMT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4431730 | PA      | $3737539.74   | 0.15%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                                     | Telefonica Emisiones SA                                                                     | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $182431.66    | 0.01%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc Term Loan B                                                            | Crown Finance US Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 254900ABTWPQTCKKR839       | Long             | LON              | CORP              | US        |     735158 | PA      | $727578.03    | 0.03%             | 2031-10-31      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202053.29    | 0.01%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                  | Leidos Inc                                                                                  | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     829000 | PA      | $805152.56    | 0.03%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                                         | Quanta Services Inc                                                                         | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     823000 | PA      | $811920.01    | 0.03%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM7 Trust                                                                         | OBX 2025-NQM7 Trust                                                                         | CUSIP: 67121DAA2<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |     857000 | PA      | $859156.47    | 0.03%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                                     | O'Reilly Automotive Inc                                                                     | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    1149000 | PA      | $1130444.65   | 0.05%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                                | Amprion GmbH                                                                                | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $117697.82    | 0.00%             | 2034-09-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3832706.00   | 0.16%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: —       |
| Emera US Finance LP                                                                         | Emera US Finance LP                                                                         | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $86876.60     | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96600.18     | 0.00%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                                        | Westpac Banking Corp                                                                        | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      50000 | PA      | $36445.77     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                            | HF Sinclair Corp                                                                            | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     501000 | PA      | $481353.07    | 0.02%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2240832.73   | 0.09%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                                          | Discover Card Execution Note Trust                                                          | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |    2165000 | PA      | $2169460.98   | 0.09%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198418.02    | 0.01%             | 2029-12-03      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                          | Walt Disney Co/The                                                                          | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     887000 | PA      | $810359.08    | 0.03%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196609.93    | 0.01%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                          | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GFQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155354.45    | 0.01%             | 2028-09-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     725000 | PA      | $520987.58    | 0.02%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                                   | Kering SA                                                                                   | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115565.35    | 0.00%             | 2027-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC Term Loan B                                                          | First Brands Group LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2645146 | PA      | $2451019.15   | 0.10%             | 2027-03-30      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC Term Loan B                                                                   | GFL ES US LLC Term Loan B                                                                   | CUSIP: N/A<br>LEI: 254900PGDQWC19PRP053       | Long             | LON              | CORP              | US        |     294000 | PA      | $289590.00    | 0.01%             | 2032-02-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     100000 | PA      | $108839.47    | 0.00%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                                  | Pfizer Inc                                                                                  | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97588.46     | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-431.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1632000 | PA      | $1509271.67   | 0.06%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Insulet Corp Term Loan B                                                                    | Insulet Corp Term Loan B                                                                    | CUSIP: N/A<br>LEI: 549300TZTYD2PYN92D43       | Long             | LON              | CORP              | US        |     238144 | PA      | $237787.10    | 0.01%             | 2031-08-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $180710.22    | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     200000 | PA      | $173378.94    | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Dye & Durham Ltd                                                                            | Dye & Durham Ltd                                                                            | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    5025000 | PA      | $5109840.94   | 0.21%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                                | DNB Bank ASA                                                                                | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     100000 | PA      | $105666.63    | 0.00%             | 2029-02-23      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| RALI Series 2006-QS12 Trust                                                                 | RALI Series 2006-QS12 Trust                                                                 | CUSIP: 751151AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2611974 | PA      | $1870585.69   | 0.08%             | 2036-09-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                      | Arsenal AIC Parent LLC                                                                      | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3568483.75   | 0.15%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                    | Vistra Operations Co LLC                                                                    | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107379.20    | 0.00%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd Term Loan B                                                       | AAdvantage Loyalty IP Ltd Term Loan B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |     646750 | PA      | $632198.13    | 0.03%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco Inc Term Loan B                                                               | Phoenix Newco Inc Term Loan B                                                               | CUSIP: N/A<br>LEI: 254900PHGVI5379Z9791       | Long             | LON              | CORP              | US        |     997759 | PA      | $991154.15    | 0.04%             | 2028-11-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                                  | Heidelberg Materials Finance Luxembourg SA                                                  | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $112503.71    | 0.00%             | 2026-04-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp                                                                          | Tecta America Corp                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1300000 | PA      | $1285102.00   | 0.05%             | 2032-02-12      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                                 | Thomas Jefferson University                                                                 | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |      50000 | PA      | $34802.50     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $391969.56    | 0.02%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QNS29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3932245 | PA      | $3448493.70   | 0.14%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                                      | Cox Communications Inc                                                                      | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     350000 | PA      | $319356.43    | 0.01%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101725.87    | 0.00%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc Term Loan B1                                                          | Quikrete Holdings Inc Term Loan B1                                                          | CUSIP: N/A<br>LEI: 5493007KIN86DIZWZT22       | Long             | LON              | CORP              | US        |     138603 | PA      | $135779.28    | 0.01%             | 2031-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2892000 | PA      | $2069111.68   | 0.08%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                                     | Duke Energy Florida LLC                                                                     | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     342000 | PA      | $345998.62    | 0.01%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIT Education Loan Trust 2007-1                                                             | CIT Education Loan Trust 2007-1                                                             | CUSIP: 17284LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1297137 | PA      | $1269816.75   | 0.05%             | 2042-03-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                                  | Nasdaq Inc                                                                                  | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |     100000 | PA      | $92138.03     | 0.00%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                | American Express Credit Account Master Trust                                                | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    1535000 | PA      | $1531234.18   | 0.06%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                                   | Packaging Corp of America                                                                   | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97992.90     | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                                        | Anglian Water Services Financing PLC                                                        | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $126038.10    | 0.01%             | 2027-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                              | Fairfax Financial Holdings Ltd                                                              | CUSIP: 303901BD3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $73862.61     | 0.00%             | 2029-06-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| X Corp Term Loan B1                                                                         | X Corp Term Loan B1                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     393148 | PA      | $380272.35    | 0.02%             | 2029-10-26      | Floating      | 10.95%                | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                                      | Chubb INA Holdings LLC                                                                      | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86050.72     | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                              | Hershey Co/The                                                                              | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     502000 | PA      | $510610.63    | 0.02%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QMRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3184749 | PA      | $2681564.84   | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding PLC                                                             | WE Soda Investments Holding PLC                                                             | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |    1775000 | PA      | $1815381.25   | 0.07%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       7900 | NS      | $193787.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368DW26<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $73198.17     | 0.00%             | 2027-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     100000 | PA      | $76067.56     | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc Term Loan B3                                                          | Quikrete Holdings Inc Term Loan B3                                                          | CUSIP: N/A<br>LEI: 5493007KIN86DIZWZT22       | Long             | LON              | CORP              | US        |     403000 | PA      | $394573.27    | 0.02%             | 2032-01-31      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                 | Honeywell International Inc                                                                 | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96629.43     | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McAfee Corp Term Loan B1                                                                    | McAfee Corp Term Loan B1                                                                    | CUSIP: N/A<br>LEI: 2549009UKR8UEZYVCR93       | Long             | LON              | CORP              | US        |     570688 | PA      | $534307.01    | 0.02%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd/Sydney                                                             | United Overseas Bank Ltd/Sydney                                                             | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |     200000 | PA      | $128719.67    | 0.01%             | 2026-03-16      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                                   | Cablevision Lightpath LLC                                                                   | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1321216.68   | 0.05%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                             | Southern Co/The                                                                             | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1936392.42   | 0.08%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                                  | Allegion US Holding Co Inc                                                                  | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     591000 | PA      | $598367.24    | 0.02%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                                        | Parker-Hannifin Corp                                                                        | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      50000 | PA      | $39866.85     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                                        | Matador Resources Co                                                                        | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2619317.78   | 0.11%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1003139.12   | 0.04%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                                       | Lincoln National Corp                                                                       | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89081.51     | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2014000 | PA      | $1133504.38   | 0.05%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Asurion LLC Term Loan B8                                                                    | Asurion LLC Term Loan B8                                                                    | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |     826984 | PA      | $819615.36    | 0.03%             | 2026-12-23      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                            | ABN AMRO Bank NV                                                                            | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121635.15    | 0.00%             | 2034-11-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2105387.42   | 0.09%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                        | Kraft Heinz Foods Co                                                                        | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     451000 | PA      | $457644.85    | 0.02%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                                | FirstEnergy Transmission LLC                                                                | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    1298000 | PA      | $1085980.72   | 0.04%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Northeast PLC                                                            | Northern Powergrid Northeast PLC                                                            | CUSIP: N/A<br>LEI: 21380072EMKFDZSTLD28       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $52387.92     | 0.00%             | 2062-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                         | Synchrony Financial                                                                         | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1174000 | PA      | $1160836.02   | 0.05%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                                 | Autostrade per l'Italia SpA                                                                 | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $120979.01    | 0.00%             | 2033-06-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                                        | WEC Energy Group Inc                                                                        | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92638.64     | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $108292.00    | 0.00%             | 2032-06-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Opal US LLC Term Loan B                                                                     | Opal US LLC Term Loan B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     330000 | PA      | $326907.90    | 0.01%             | 2032-03-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                                 | Swedbank AB                                                                                 | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     200000 | PA      | $211290.43    | 0.01%             | 2028-01-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                                     | Procter & Gamble Co/The                                                                     | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196140.53    | 0.01%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1936730 | PA      | $1859889.36   | 0.08%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc Term Loan B                                                    | National Mentor Holdings Inc Term Loan B                                                    | CUSIP: N/A<br>LEI: 5493004QULJVJP3CNZ62       | Long             | LON              | CORP              | US        |     473345 | PA      | $450368.85    | 0.02%             | 2028-03-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                                     | UDR Inc                                                                                     | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     100000 | PA      | $82380.08     | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    1890460 | OU      | $-138826.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Yinson Production Financial Services Pte Ltd                                                | Yinson Production Financial Services Pte Ltd                                                | CUSIP: N/A<br>LEI: 254900TYMSC94RS33U73       | Long             | DBT              | CORP              | SG        |    2125000 | PA      | $2139569.19   | 0.09%             | 2029-05-03      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                     | Sasol Financing USA LLC                                                                     | CUSIP: U8035UAA0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     600000 | PA      | $529500.00    | 0.02%             | 2027-11-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Everi Holdings Inc                                                                          | Everi Holdings Inc                                                                          | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3285519.30   | 0.13%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                             | Nevada Power Co                                                                             | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     100000 | PA      | $63608.99     | 0.00%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                                   | WRKCo Inc                                                                                   | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85416.82     | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                          | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607LKJ1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $75681.13     | 0.00%             | 2033-04-20      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc Term Loan B                                              | Klockner Pentaplast of America Inc Term Loan B                                              | CUSIP: N/A<br>LEI: 5299004QDA11QZOG5N31       | Long             | LON              | CORP              | US        |     579696 | PA      | $517957.99    | 0.02%             | 2026-02-12      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51576.84     | 0.00%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                                        | Boston Properties LP                                                                        | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     150000 | PA      | $123424.07    | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                               | CommScope LLC                                                                               | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     597000 | PA      | $610714.28    | 0.02%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| ERP Operating LP                                                                            | ERP Operating LP                                                                            | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195551.03    | 0.01%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                                 | National Australia Bank Ltd                                                                 | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     250000 | PA      | $218266.08    | 0.01%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     926000 | PA      | $797637.50    | 0.03%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                              | Transocean Inc                                                                              | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    2350000 | PA      | $1447762.71   | 0.06%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2932.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1733597.10   | 0.07%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                           | CF Industries Inc                                                                           | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    1167000 | PA      | $1047610.45   | 0.04%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                                  | Nucor Corp                                                                                  | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     823000 | PA      | $807493.90    | 0.03%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     394000 | PA      | $343599.73    | 0.01%             | 2032-11-08      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC Term Loan B1                                                        | Brown Group Holding LLC Term Loan B1                                                        | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |     222446 | PA      | $219971.91    | 0.01%             | 2031-07-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                          | Conagra Brands Inc                                                                          | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     773000 | PA      | $830551.40    | 0.03%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B64Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    4386899 | PA      | $531948.40    | 0.02%             | 2049-11-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                           | Johnson & Johnson                                                                           | CUSIP: N/A<br>LEI: 549300G0CFPGEF6X2043       | Long             | DBT              | CORP              | US        |     100000 | PA      | $108432.93    | 0.00%             | 2028-11-20      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                               | Public Service Co of Colorado                                                               | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1816000 | PA      | $1049314.98   | 0.04%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      14712 | NS      | $277909.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                                       | Hyundai Auto Receivables Trust 2024-A                                                       | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1010336.10   | 0.04%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc Term Loan B                                                            | Cengage Learning Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 549300BYGM0FWUSVXJ88       | Long             | LON              | CORP              | US        |     618393 | PA      | $615091.20    | 0.03%             | 2031-03-22      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     751000 | PA      | $745811.66    | 0.03%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119184.58    | 0.00%             | 2035-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                              | Microsoft Corp                                                                              | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196199.60    | 0.01%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676AE5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     100000 | PA      | $80300.18     | 0.00%             | 2044-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                             | WEA Finance LLC                                                                             | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94896.97     | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sophos Holdings LLC Term Loan B                                                             | Sophos Holdings LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     174542 | PA      | $174269.88    | 0.01%             | 2027-03-05      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| FRESB 2019-SB63 Mortgage Trust                                                              | FRESB 2019-SB63 Mortgage Trust                                                              | CUSIP: 30298BAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9914465 | PA      | $376214.28    | 0.02%             | 2039-04-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Centuri Group Inc Term Loan B                                                               | Centuri Group Inc Term Loan B                                                               | CUSIP: N/A<br>LEI: 254900H4HY0IHK5J9N53       | Long             | LON              | CORP              | US        |     255990 | PA      | $255624.43    | 0.01%             | 2028-08-18      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Energo-Pro AS                                                                               | Energo-Pro AS                                                                               | CUSIP: N/A<br>LEI: 315700IQCL9IX158RO36       | Long             | DBT              | CORP              | CZ        |    1300000 | PA      | $1304868.03   | 0.05%             | 2027-02-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     560000 | PA      | $579925.71    | 0.02%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc Term Loan B1                                                               | Ingram Micro Inc Term Loan B1                                                               | CUSIP: N/A<br>LEI: 549300KJMEWPKRQZHX63       | Long             | LON              | CORP              | US        |     161834 | PA      | $161631.31    | 0.01%             | 2031-09-17      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3                                   | GM Financial Consumer Automobile Receivables Trust 2023-3                                   | CUSIP: 36267KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      13799 | PA      | $13806.47     | 0.00%             | 2026-09-16      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99237.65     | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $208385.29    | 0.01%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Clo 36m Ltd                                                          | Golub Capital Partners Clo 36m Ltd                                                          | CUSIP: 38175BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     586000 | PA      | $585483.73    | 0.02%             | 2031-02-05      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp                                                          | New York State Electric & Gas Corp                                                          | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     591000 | PA      | $613810.29    | 0.02%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                                  | VMware LLC                                                                                  | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99091.57     | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                                    | Cooperatieve Rabobank UA                                                                    | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $247272.64    | 0.01%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance Plc                                                                    | Azule Energy Finance Plc                                                                    | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    3125000 | PA      | $3012500.00   | 0.12%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      50000 | PA      | $38937.95     | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                          | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                          | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1767013.55   | 0.07%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                                       | Banque Federative du Credit Mutuel SA                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $223791.65    | 0.01%             | 2026-11-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                      | Sempra                                                                                      | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      50000 | PA      | $45528.96     | 0.00%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                                  | MSD Netherlands Capital BV                                                                  | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $108396.11    | 0.00%             | 2044-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Gabon Government International Bond                                                         | Gabon Government International Bond                                                         | CUSIP: V36283AE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     225000 | PA      | $158940.00    | 0.01%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116170.18    | 0.00%             | 2035-01-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                           | Devon Energy Corp                                                                           | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     100000 | PA      | $111102.31    | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9935000 | PA      | $9913552.52   | 0.40%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                            | Vedanta Resources Finance II PLC                                                            | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    2325000 | PA      | $2136769.88   | 0.09%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                            | Burlington Northern Santa Fe LLC                                                            | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     867000 | PA      | $755040.74    | 0.03%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                 | Honeywell International Inc                                                                 | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94646.86     | 0.00%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL Term Loan B                                                              | Connect Finco SARL Term Loan B                                                              | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |      74000 | PA      | $66276.62     | 0.00%             | 2029-09-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100785.56    | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2320000 | PA      | $2052961.46   | 0.08%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp Term Loan B                                                             | CNT Holdings I Corp Term Loan B                                                             | CUSIP: N/A<br>LEI: 254900SYIEHMSB69WT08       | Long             | LON              | CORP              | US        |     666060 | PA      | $662083.50    | 0.03%             | 2032-11-08      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                               | AIB Group PLC                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $118558.90    | 0.00%             | 2029-07-23      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                  | Sysco Corp                                                                                  | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     969000 | PA      | $793383.17    | 0.03%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $100883.94    | 0.00%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97076.38     | 0.00%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                                         | Public Service Enterprise Group Inc                                                         | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86941.74     | 0.00%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC Term Loan                                                                 | Leia Finco US LLC Term Loan                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4100000 | PA      | $3895000.00   | 0.16%             | 2032-10-11      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                      | Consolidated Edison Co of New York Inc                                                      | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     365000 | PA      | $310098.55    | 0.01%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                         | Global Payments Inc                                                                         | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86776.97     | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance LLC Term Loan B                                                           | Rackspace Finance LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     733381 | PA      | $294269.14    | 0.01%             | 2028-05-15      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                                               | AIA Group Ltd                                                                               | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $201265.53    | 0.01%             | 2033-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Scientific Games Holdings LP Term Loan B                                                    | Scientific Games Holdings LP Term Loan B                                                    | CUSIP: N/A<br>LEI: 549300W5GPFXXB6TQ330       | Long             | LON              | CORP              | US        |     562235 | PA      | $556691.01    | 0.02%             | 2029-04-04      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Six LLC                                                                  | Goodman US Finance Six LLC                                                                  | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     357000 | PA      | $350978.13    | 0.01%             | 2034-10-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                           | ConocoPhillips Co                                                                           | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      75000 | PA      | $70112.76     | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                                          | Regal Rexnord Corp                                                                          | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     150000 | PA      | $154923.55    | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc Term Loan B5                                                            | AssuredPartners Inc Term Loan B5                                                            | CUSIP: N/A<br>LEI: 549300HNDSDQWQ3L2P80       | Long             | LON              | CORP              | US        |     692068 | PA      | $691888.04    | 0.03%             | 2031-02-14      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                       | Entergy Louisiana LLC                                                                       | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85003.67     | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                                                        | Reworld Holding Corp                                                                        | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1751958.94   | 0.07%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     413000 | PA      | $382675.14    | 0.02%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp Term Loan B                                                              | Bausch + Lomb Corp Term Loan B                                                              | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |    1247126 | PA      | $1232484.89   | 0.05%             | 2027-05-10      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: N/A<br>LEI: ZUE8T73ROZOF6FLBAR73       | Long             | DBT              | CORP              | US        |     100000 | PA      | $106374.54    | 0.00%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC Term Loan B4                                                               | UFC Holdings LLC Term Loan B4                                                               | CUSIP: N/A<br>LEI: 549300JEOTH7UMZ3C491       | Long             | LON              | CORP              | US        |     423338 | PA      | $422719.43    | 0.02%             | 2031-11-14      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                         | Egypt Government International Bond                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1600000 | PA      | $1200000.00   | 0.05%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                                        | Targa Resources Corp                                                                        | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     100000 | PA      | $80528.84     | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        253 | NC      | $483876.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                         | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3141105.67   | 0.13%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                           | ITC Holdings Corp                                                                           | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97169.95     | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DTP61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1399444 | PA      | $1264280.20   | 0.05%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                                 | Federation des Caisses Desjardins du Quebec                                                 | CUSIP: 31430WZM9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $154447.99    | 0.01%             | 2028-08-16      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                   | Occidental Petroleum Corp                                                                   | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153943.35    | 0.01%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                           | Entergy Texas Inc                                                                           | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47266.75     | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101447.60    | 0.00%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP Term Loan B                                                               | Clarios Global LP Term Loan B                                                               | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |     480000 | PA      | $469401.60    | 0.02%             | 2032-01-14      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co/The                                                                | Narragansett Electric Co/The                                                                | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     606000 | PA      | $610043.23    | 0.02%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                                   | Orange SA                                                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $215978.61    | 0.01%             | 2030-09-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy Inc                                                                          | SunCoke Energy Inc                                                                          | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4455550.47   | 0.18%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                                        | Duke Energy Ohio Inc                                                                        | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     260000 | PA      | $249989.85    | 0.01%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     311000 | PA      | $215178.81    | 0.01%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                                     | Illinois Tool Works Inc                                                                     | CUSIP: N/A<br>LEI: 76NA4I14SZCFAYMNSV04       | Long             | DBT              | CORP              | US        |     100000 | PA      | $101203.09    | 0.00%             | 2031-06-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd PIK Term Loan B                                           | Digicel International Finance Ltd PIK Term Loan B                                           | CUSIP: N/A<br>LEI: 5493007V023VOEW4FK27       | Long             | LON              | CORP              | LC        |     736848 | PA      | $722244.10    | 0.03%             | 2027-05-25      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                           | Amcor Flexibles North America Inc                                                           | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    1088000 | PA      | $964391.41    | 0.04%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Inc                                                                 | Sammons Financial Group Inc                                                                 | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104446.64    | 0.00%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                     | MPLX LP                                                                                     | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96606.66     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202941.29    | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd                                                          | Triton Container International Ltd                                                          | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    1077000 | PA      | $1046040.93   | 0.04%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                           | Vale Overseas Ltd                                                                           | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     100000 | PA      | $103126.10    | 0.00%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-4                                               | Santander Drive Auto Receivables Trust 2024-4                                               | CUSIP: 802919AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1102946 | PA      | $1104311.17   | 0.04%             | 2027-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC Term Loan                                                                   | Nexus Buyer LLC Term Loan                                                                   | CUSIP: N/A<br>LEI: 254900PILSANV8WOOF24       | Long             | LON              | CORP              | US        |    7600000 | PA      | $7479692.00   | 0.30%             | 2029-11-05      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     709000 | PA      | $685606.51    | 0.03%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                               | Public Service Co of Colorado                                                               | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     681000 | PA      | $670552.37    | 0.03%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| X Corp Term Loan B3                                                                         | X Corp Term Loan B3                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     345000 | PA      | $336302.55    | 0.01%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1845000 | PA      | $1867918.37   | 0.08%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                            | Blue Owl Technology Finance Corp                                                            | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100216.30    | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Viasat Inc Term Loan B                                                                      | Viasat Inc Term Loan B                                                                      | CUSIP: N/A<br>LEI: UFC8NYMNFSYIHNSM2I38       | Long             | LON              | CORP              | US        |     127000 | PA      | $115288.06    | 0.00%             | 2030-05-30      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                                          | Anheuser-Busch InBev Worldwide Inc                                                          | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100839.35    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Real Alloy Holding Inc                                                                      | Real Alloy Holding Inc                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        362 | NS      | $27639133.94  | 1.12%             |  |  |  | No            |                  3 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1126000 | PA      | $1112976.49   | 0.05%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                         | Egypt Government International Bond                                                         | CUSIP: M1487WDG7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     950000 | PA      | $808621.00    | 0.03%             | 2032-05-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                           | Enterprise Products Operating LLC                                                           | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     439000 | PA      | $309357.99    | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                    | Lamb Weston Holdings Inc                                                                    | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $939020.75    | 0.04%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                                     | National Bank of Canada                                                                     | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $75461.34     | 0.00%             | 2032-08-16      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                                          | Anheuser-Busch InBev Worldwide Inc                                                          | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101206.69    | 0.00%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                                        | Heathrow Funding Ltd                                                                        | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |     100000 | PA      | $97304.53     | 0.00%             | 2036-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104191.78    | 0.00%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                            | Georgia Power Co                                                                            | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $709965.64    | 0.03%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                    | Service Properties Trust                                                                    | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2360889.65   | 0.10%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                                      | Boston Scientific Corp                                                                      | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91920.29     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                               | Medtronic Inc                                                                               | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95912.23     | 0.00%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                                | Discovery Communications LLC                                                                | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88152.23     | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance II Inc                                                                   | Brookfield Finance II Inc                                                                   | CUSIP: 11271ZAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     100000 | PA      | $77587.41     | 0.00%             | 2032-12-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                                  | Mizuho Financial Group Inc                                                                  | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1443000 | PA      | $1240736.25   | 0.05%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Specialty Steel Holdings, Inc.                                                              | Specialty Steel Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         87 | NS      | $12618472.75  | 0.51%             |  |  |  | No            |                  3 | On Loan: No      |
| Coca-Cola Co/The                                                                            | Coca-Cola Co/The                                                                            | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47804.68     | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                                      | AthenaHealth Group Inc                                                                      | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   15970000 | PA      | $15264946.06  | 0.62%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                                    | Agilent Technologies Inc                                                                    | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    1322000 | PA      | $1154575.27   | 0.05%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Altice France SA Term Loan B12                                                              | Altice France SA Term Loan B12                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |     151250 | PA      | $131965.67    | 0.01%             | 2026-01-31      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XHB97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2720462 | PA      | $2473521.87   | 0.10%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                                   | Alibaba Group Holding Ltd                                                                   | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     350000 | PA      | $302180.40    | 0.01%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                                       | 3M Co                                                                                       | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      50000 | PA      | $36561.80     | 0.00%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $379.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3928656.80   | 0.16%             | N/A             | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                | Citizens Financial Group Inc                                                                | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1713000 | PA      | $1388826.26   | 0.06%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                                   | AvalonBay Communities Inc                                                                   | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89277.36     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                 | Nationwide Building Society                                                                 | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $112405.38    | 0.00%             | 2036-01-27      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     100000 | PA      | $128094.78    | 0.01%             | 2029-10-29      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                                     | Vier Gas Transport GmbH                                                                     | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $121103.17    | 0.00%             | 2032-09-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                            | HF Sinclair Corp                                                                            | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     566000 | PA      | $560147.04    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                                       | Great-West Lifeco Inc                                                                       | CUSIP: 39138CAK2<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $69005.51     | 0.00%             | 2030-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                                    | Toyota Motor Credit Corp                                                                    | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95255.69     | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    1000000 | OU      | $11940.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                                      | Memorial Sloan-Kettering Cancer Center                                                      | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     100000 | PA      | $65019.51     | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Viant Medical Holdings Inc                                                                  | Viant Medical Holdings Inc                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     387828 | PA      | $387021.34    | 0.02%             | 2031-10-17      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                                   | Linde PLC                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $90890.76     | 0.00%             | 2033-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     400000 | PA      | $395470.50    | 0.02%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     100000 | PA      | $113742.59    | 0.00%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                                        | BA Credit Card Trust                                                                        | CUSIP: 05522RDE5<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1997347.40   | 0.08%             | 2027-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                             | Inter-American Development Bank                                                             | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | XX        |    2279000 | PA      | $2104343.14   | 0.09%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                     | MPLX LP                                                                                     | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     473000 | PA      | $460471.64    | 0.02%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                                     | KeyBank NA/Cleveland OH                                                                     | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1039907.05   | 0.04%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    1350000 | PA      | $1350000.00   | 0.05%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96814.97     | 0.00%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89117GTQ0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $149611.20    | 0.01%             | 2028-01-18      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                                          | Diageo Finance PLC                                                                          | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $99819.69     | 0.00%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     287000 | PA      | $289432.49    | 0.01%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                                 | Canadian Pacific Railway Co                                                                 | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $93603.63     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP/Suburban Energy Finance Corp                                   | Suburban Propane Partners LP/Suburban Energy Finance Corp                                   | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $914094.80    | 0.04%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Holding d'Infrastructures de Transport SASU                                                 | Holding d'Infrastructures de Transport SASU                                                 | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $106475.48    | 0.00%             | 2029-09-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     962000 | PA      | $739349.61    | 0.03%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1111000 | PA      | $817986.29    | 0.03%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                                          | Trans-Allegheny Interstate Line Co                                                          | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $483192.40    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                               | Interstate Power and Light Co                                                               | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     714000 | PA      | $494379.28    | 0.02%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     200000 | PA      | $234162.20    | 0.01%             | 2028-03-17      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                            | Crown Castle Inc                                                                            | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86328.68     | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc Term Loan B                                             | Clydesdale Acquisition Holdings Inc Term Loan B                                             | CUSIP: N/A<br>LEI: 254900QKSDYFR3K5YD98       | Long             | LON              | CORP              | US        |     737113 | PA      | $730575.20    | 0.03%             | 2032-03-26      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                                           | Robert Bosch GmbH                                                                           | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $116578.12    | 0.00%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     527000 | PA      | $469404.96    | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                           | ConocoPhillips Co                                                                           | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100074.31    | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                        | Kraft Heinz Foods Co                                                                        | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     461000 | PA      | $394130.37    | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC Term Loan B                                                            | INEOS US Finance LLC Term Loan B                                                            | CUSIP: N/A<br>LEI: 5493008MHJ4R367SNK31       | Long             | LON              | CORP              | US        |     177365 | PA      | $165570.68    | 0.01%             | 2030-02-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc Term Loan B                                                                  | Froneri US Inc Term Loan B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     230075 | PA      | $228176.40    | 0.01%             | 2031-09-17      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2252000 | PA      | $2277349.89   | 0.09%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                                       | Northrop Grumman Corp                                                                       | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48115.18     | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                                    | APA Corp                                                                                    | CUSIP: 03743QAN8<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    2893000 | PA      | $2228043.05   | 0.09%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                                         | Carrier Global Corp                                                                         | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $71627.31     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                 | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                 | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    5100000 | PA      | $4439081.46   | 0.18%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     447000 | PA      | $446234.76    | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                                         | Alexandria Real Estate Equities Inc                                                         | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99586.70     | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                                       | OP Corporate Bank plc                                                                       | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     150000 | PA      | $166521.02    | 0.01%             | 2026-03-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |     100000 | PA      | $102985.62    | 0.00%             | 2030-02-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                                     | Astrazeneca Finance LLC                                                                     | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    1071000 | PA      | $1094792.48   | 0.04%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PROG Holdings Inc                                                                           | PROG Holdings Inc                                                                           | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4607954.50   | 0.19%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust 2008-4                                                               | SLM Student Loan Trust 2008-4                                                               | CUSIP: 78445AAD8<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |     233999 | PA      | $234583.60    | 0.01%             | 2028-01-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     398804 | PA      | $339934.72    | 0.01%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $215578.00    | 0.01%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                              | British Telecommunications PLC                                                              | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $204799.11    | 0.01%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: N/A<br>LEI: FR5LCKFTG8054YNNRU85       | Long             | DBT              | CORP              | US        |     200000 | PA      | $217323.08    | 0.01%             | 2027-11-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                            | Burlington Northern Santa Fe LLC                                                            | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     886000 | PA      | $714740.92    | 0.03%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                            | Paramount Global                                                                            | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     495000 | PA      | $377901.83    | 0.02%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC               | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC               | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    2225000 | PA      | $2257047.19   | 0.09%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                                       | Schneider Electric SE                                                                       | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114600.39    | 0.00%             | 2034-04-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                          | Mitsubishi UFJ Financial Group Inc                                                          | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $201654.20    | 0.01%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd                                                          | Triton Container International Ltd                                                          | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     933000 | PA      | $802679.00    | 0.03%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                                          | Leviathan Bond Ltd                                                                          | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    1175000 | PA      | $1155154.25   | 0.05%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    1000000 | OU      | $77968.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                           | National Grid PLC                                                                           | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $104636.75    | 0.00%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     257000 | PA      | $214240.75    | 0.01%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     633000 | PA      | $541756.13    | 0.02%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                              | S&P Global Inc                                                                              | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     100000 | PA      | $74655.07     | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                               | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     384000 | PA      | $390887.60    | 0.02%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     399000 | PA      | $351445.23    | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $78152.73     | 0.00%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                           | Hyatt Hotels Corp                                                                           | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     285000 | PA      | $276837.05    | 0.01%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl Term Loan B2                                                        | Jazz Financing Lux Sarl Term Loan B2                                                        | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |     110937 | PA      | $110481.40    | 0.00%             | 2028-05-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                                  | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    1125000 | PA      | $1194801.92   | 0.05%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                                    | EQT Corp                                                                                    | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91577.46     | 0.00%             | 2031-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                           | Southern Power Co                                                                           | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92721.56     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                                    | Liberty Mutual Group Inc                                                                    | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     100000 | PA      | $66256.43     | 0.00%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                              | Mastercard Inc                                                                              | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     200000 | PA      | $176022.70    | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc Term Loan B1                                                      | Caesars Entertainment Inc Term Loan B1                                                      | CUSIP: N/A<br>LEI: 549300FA4CTCW903Y781       | Long             | LON              | CORP              | US        |     616888 | PA      | $606221.54    | 0.02%             | 2031-02-06      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Kentucky Power Co                                                                           | Kentucky Power Co                                                                           | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |    1243000 | PA      | $1329602.02   | 0.05%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                               | Public Service Co of Colorado                                                               | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     888000 | PA      | $678636.99    | 0.03%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25121.99     | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc Term Loan                                                                      | Cloudera Inc Term Loan                                                                      | CUSIP: N/A<br>LEI: 549300PGONC4JOI0RG62       | Long             | LON              | CORP              | US        |    1120000 | PA      | $1049070.40   | 0.04%             | 2029-10-08      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                             | IHS Holding Ltd                                                                             | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $1446025.50   | 0.06%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1418743.89   | 0.06%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B34 Mortgage Trust                                                           | Benchmark 2022-B34 Mortgage Trust                                                           | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2641000 | PA      | $2416226.34   | 0.10%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| NIC Acquisition Corp Term Loan B                                                            | NIC Acquisition Corp Term Loan B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     125000 | PA      | $105781.25    | 0.00%             | 2027-12-29      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                               | Public Service Co of Colorado                                                               | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86226.07     | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                                         | Southern Water Services Finance Ltd                                                         | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |      50000 | PA      | $68948.10     | 0.00%             | 2029-03-31      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     243000 | PA      | $207450.26    | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                                        | Duke Energy Ohio Inc                                                                        | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47553.09     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo Sarl Term Loan B                                                           | PG Polaris BidCo Sarl Term Loan B                                                           | CUSIP: N/A<br>LEI: 254900XMCCB3IEZ2A005       | Long             | LON              | CORP              | LU        |     242682 | PA      | $241589.71    | 0.01%             | 2031-03-26      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     886000 | PA      | $739132.36    | 0.03%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                            | Duke Energy Corp                                                                            | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202961.46    | 0.01%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96526.80     | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                                                   | Honda Auto Receivables 2023-2 Owner Trust                                                   | CUSIP: 437927AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      20739 | PA      | $20746.79     | 0.00%             | 2026-04-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                            | Cinemark USA Inc                                                                            | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     825000 | PA      | $843623.55    | 0.03%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                             | Danske Bank A/S                                                                             | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |    3000000 | PA      | $2932500.00   | 0.12%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Aster Treasury Plc                                                                          | Aster Treasury Plc                                                                          | CUSIP: N/A<br>LEI: 213800P9VSYTW2S14R80       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $90397.68     | 0.00%             | 2036-01-27      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2007-4                                                       | Bayview Commercial Asset Trust 2007-4                                                       | CUSIP: 07326BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     596772 | PA      | $551687.58    | 0.02%             | 2037-09-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Bright Bidco - 1145 Shares                                                                  | Bright Bidco - 1145 Shares                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |      10688 | NS      | $3238.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oregon Tool Lux LP Term Loan                                                                | Oregon Tool Lux LP Term Loan                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      25000 | PA      | $24922.00     | 0.00%             | 2029-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                            | AmWINS Group Inc                                                                            | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    5925000 | PA      | $5656760.44   | 0.23%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                                       | Pfizer Investment Enterprises Pte Ltd                                                       | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     488000 | PA      | $458408.46    | 0.02%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                                | Stryker Corp                                                                                | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101880.85    | 0.00%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                                         | Sirius XM Radio LLC                                                                         | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1319758.76   | 0.05%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                                       | Ecuador Government International Bond                                                       | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    1100000 | PA      | $573518.00    | 0.02%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                             | AstraZeneca PLC                                                                             | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $65449.77     | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                                    | Baxter International Inc                                                                    | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96411.22     | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     507000 | PA      | $375982.26    | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                                     | Swiss Life Finance I AG                                                                     | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |     100000 | PA      | $115013.08    | 0.00%             | 2029-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                 | Honeywell International Inc                                                                 | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88717.46     | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     664000 | PA      | $665876.79    | 0.03%             | 2028-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     798000 | PA      | $745682.81    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Advancion Holdings LLC Term Loan                                                            | Advancion Holdings LLC Term Loan                                                            | CUSIP: N/A<br>LEI: 254900GMIYFF4FZ0A357       | Long             | LON              | CORP              | US        |    8680000 | PA      | $8059380.00   | 0.33%             | 2028-10-27      | Floating      | 12.17%                | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51770.58     | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                                         | Otis Worldwide Corp                                                                         | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      50000 | PA      | $33687.45     | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                           | Ares Capital Corp                                                                           | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205503.53    | 0.01%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                                        | Freeport-McMoRan Inc                                                                        | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46228.24     | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sagen MI Canada Inc                                                                         | Sagen MI Canada Inc                                                                         | CUSIP: 786688AA9<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $66909.18     | 0.00%             | 2031-03-05      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                           | Devon Energy Corp                                                                           | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100421.26    | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                            | CSC Holdings LLC                                                                            | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1135219.85   | 0.05%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC Term Loan B2                                                       | Boost Newco Borrower LLC Term Loan B2                                                       | CUSIP: N/A<br>LEI: 254900S8RE1OL7TTCU64       | Long             | LON              | CORP              | US        |    1056352 | PA      | $1053711.62   | 0.04%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87312.88     | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $123199.17    | 0.01%             | 2034-01-29      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                       | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202532.91    | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                                | Bread Financial Holdings Inc                                                                | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1589945.74   | 0.06%             | 2035-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                 | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $96674.28     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOCAR Turkey Enerji AS via Steas Funding 1 DAC                                              | SOCAR Turkey Enerji AS via Steas Funding 1 DAC                                              | CUSIP: N/A<br>LEI: 213800EHE74BZ15ING86       | Long             | DBT              | CORP              | IE        |    1800000 | PA      | $1776347.80   | 0.07%             | 2026-03-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                             | Japan Government Five Year Bond                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  150000000 | PA      | $1036749.90   | 0.04%             | 2028-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                                      | Credit Mutuel Arkea SA                                                                      | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $219478.66    | 0.01%             | 2027-05-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                              | Smurfit Westrock Financing DAC                                                              | CUSIP: 83272YAA0<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |     355000 | PA      | $355419.48    | 0.01%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| INEOS US Petrochem LLC Term Loan B                                                          | INEOS US Petrochem LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      79000 | PA      | $65965.00     | 0.00%             | 2031-10-01      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc Term Loan B8                                                          | SS&C Technologies Inc Term Loan B8                                                          | CUSIP: N/A<br>LEI: 549300KY09TR3J12JU49       | Long             | LON              | CORP              | US        |     269925 | PA      | $269419.95    | 0.01%             | 2031-05-09      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: 58013MFY5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102309.02    | 0.00%             | 2034-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                                   | Sanofi SA                                                                                   | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $107860.16    | 0.00%             | 2029-04-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                                       | Micron Technology Inc                                                                       | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100020.59    | 0.00%             | 2027-02-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                                  | Pfizer Inc                                                                                  | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $171099.25    | 0.01%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                                  | Southern California Gas Co                                                                  | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     371000 | PA      | $354285.44    | 0.01%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91715.85     | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| iShares Core U.S. Aggregate Bond ETF                                                        | iShares Core U.S. Aggregate Bond ETF                                                        | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |      27168 | NS      | $2690175.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                           | Blackstone Property Partners Europe Holdings Sarl                                           | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $110528.47    | 0.00%             | 2026-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RALI Series 2005-QS17 Trust                                                                 | RALI Series 2005-QS17 Trust                                                                 | CUSIP: 761118PU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     604716 | PA      | $519543.04    | 0.02%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                                   | Orange SA                                                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $103843.30    | 0.00%             | N/A             | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     444000 | PA      | $448321.42    | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC Term Loan B                                                        | Proampac PG Borrower LLC Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300ZI6LTXYFEY1578       | Long             | LON              | CORP              | US        |     458883 | PA      | $450623.48    | 0.02%             | 2028-09-15      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Letra Del Tesoro Nacional Capitalizable En Pesos                                            | Letra Del Tesoro Nacional Capitalizable En Pesos                                            | CUSIP: YU0839370<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |  878200000 | PA      | $775585.67    | 0.03%             | 2025-07-31      | Fixed         | 62.76%                | No            |                  2 | On Loan: No      |
| Garda World Security Corp Term Loan B                                                       | Garda World Security Corp Term Loan B                                                       | CUSIP: N/A<br>LEI: 549300ZF1NDXLMCHNO20       | Long             | LON              | CORP              | CA        |     540605 | PA      | $534523.03    | 0.02%             | 2029-02-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KRPQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1611809 | PA      | $1622437.92   | 0.07%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp Term Loan B                                                    | Topgolf Callaway Brands Corp Term Loan B                                                    | CUSIP: N/A<br>LEI: 5493005UB0KFRKBPCU72       | Long             | LON              | CORP              | US        |     141000 | PA      | $132246.72    | 0.01%             | 2030-03-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                                          | Aon Corp / Aon Global Holdings PLC                                                          | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     100000 | PA      | $73058.54     | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NWD MTN Ltd                                                                                 | NWD MTN Ltd                                                                                 | CUSIP: G6681PBD1<br>LEI: 254900STSWBVJ5FV9O74 | Long             | DBT              | CORP              | VG        |     275000 | PA      | $210649.96    | 0.01%             | 2028-02-08      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| American Water Capital Corp                                                                 | American Water Capital Corp                                                                 | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     100000 | PA      | $79233.05     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd Term Loan B                                                           | HUB International Ltd Term Loan B                                                           | CUSIP: N/A<br>LEI: 549300JQT6ATTUNS5E06       | Long             | LON              | CORP              | US        |     742612 | PA      | $737398.48    | 0.03%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4419955.26   | 0.18%             | N/A             | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                              | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                              | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3975000 | PA      | $3966850.06   | 0.16%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                            | Crown Castle Inc                                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     604000 | PA      | $609225.14    | 0.02%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     503000 | PA      | $534871.26    | 0.02%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                                   | Gecina SA                                                                                   | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $97787.89     | 0.00%             | 2034-05-29      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| StoneX Group Inc                                                                            | StoneX Group Inc                                                                            | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1925909.33   | 0.08%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85162.43     | 0.00%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96597.27     | 0.00%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding PLC                                                             | WE Soda Investments Holding PLC                                                             | CUSIP: N/A<br>LEI: 984500SE38C07DB47A90       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $409100.00    | 0.02%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                         | Sumitomo Mitsui Financial Group Inc                                                         | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     443000 | PA      | $441861.79    | 0.02%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2861000 | PA      | $2924473.57   | 0.12%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB Term Loan B1                                                            | Anticimex Global AB Term Loan B1                                                            | CUSIP: N/A<br>LEI: 54930005SBU6WYFBEB41       | Long             | LON              | CORP              | SE        |     741374 | PA      | $734516.32    | 0.03%             | 2028-11-16      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                          | Mitsubishi UFJ Financial Group Inc                                                          | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     451000 | PA      | $459271.80    | 0.02%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    5080000 | PA      | $4902269.09   | 0.20%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Farmers Insurance Exchange                                                                  | Farmers Insurance Exchange                                                                  | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |      50000 | PA      | $40908.49     | 0.00%             | 2057-11-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194425.97    | 0.01%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                                 | Viatris Inc                                                                                 | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     495000 | PA      | $347139.47    | 0.01%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                             | Eastern Energy Gas Holdings LLC                                                             | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103226.55    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GT2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1435234 | PA      | $1440471.99   | 0.06%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                         | Intesa Sanpaolo SpA                                                                         | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $192866.19    | 0.01%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                            | Bank of New York Mellon Corp/The                                                            | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201037.55    | 0.01%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc PIK Term Loan C                                              | Sound Inpatient Physicians Inc PIK Term Loan C                                              | CUSIP: N/A<br>LEI: 54930047QBMPL027P218       | Long             | LON              | CORP              | US        |    3172210 | PA      | $2228477.53   | 0.09%             | 2029-06-28      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                                    | Warnermedia Holdings Inc                                                                    | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194629.46    | 0.01%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Speedway Motorsports LLC / Speedway Funding II Inc                                          | Speedway Motorsports LLC / Speedway Funding II Inc                                          | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2802664.22   | 0.11%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1581165.78   | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                                                | SBNA Auto Lease Trust 2024-B                                                                | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     816784 | PA      | $818282.95    | 0.03%             | 2026-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $120846.69    | 0.00%             | 2031-09-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133ARQL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5898693 | PA      | $4692936.44   | 0.19%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DNZ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1215541 | PA      | $1140987.57   | 0.05%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                               | Intercontinental Exchange Inc                                                               | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $59945.90     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                               | Kroger Co/The                                                                               | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1302000 | PA      | $1209283.38   | 0.05%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     614000 | PA      | $556403.50    | 0.02%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC Term Loan B1                                                   | LS Group OpCo Acquistion LLC Term Loan B1                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     198031 | PA      | $196423.15    | 0.01%             | 2031-04-23      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                                  | Deere & Co                                                                                  | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $76998.91     | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                                      | NXP BV / NXP Funding LLC / NXP USA Inc                                                      | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     100000 | PA      | $96715.83     | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                           | Wolters Kluwer NV                                                                           | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $102035.84    | 0.00%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC Term Loan B                                                         | Talen Energy Supply LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: K5K33XN0PQAU1XF7NN66       | Long             | LON              | CORP              | US        |    1560011 | PA      | $1552648.07   | 0.06%             | 2030-05-17      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                           | Johnson & Johnson                                                                           | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     250000 | PA      | $170870.46    | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                                        | Woodside Finance Ltd                                                                        | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      50000 | PA      | $49316.09     | 0.00%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $111354.55    | 0.00%             | 2035-05-17      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Platform HG Financing PLC                                                                   | Platform HG Financing PLC                                                                   | CUSIP: N/A<br>LEI: 213800UCFCI3SEDD1530       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $80200.30     | 0.00%             | 2041-09-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc                                                                        | Loyalty Ventures Inc                                                                        | CUSIP: N/A<br>LEI: 549300Q3YKVWNY6JIJ44       | Long             | LON              | CORP              | US        |    1607877 | PA      | $12059.08     | 0.00%             | 2027-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Westpac Securities NZ Ltd/London                                                            | Westpac Securities NZ Ltd/London                                                            | CUSIP: N/A<br>LEI: 549300W0N3O6Q4RCKE25       | Long             | DBT              | CORP              | NZ        |     150000 | PA      | $164440.09    | 0.01%             | 2026-12-14      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Marcel Bidco LLC Term Loan B7                                                               | Marcel Bidco LLC Term Loan B7                                                               | CUSIP: N/A<br>LEI: 254900A6AL2000BPNS82       | Long             | LON              | CORP              | US        |     283577 | PA      | $282867.84    | 0.01%             | 2030-11-11      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                              | EDP Finance BV                                                                              | CUSIP: N/A<br>LEI: 5299007L43AQDFOW5739       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $117788.00    | 0.00%             | 2030-03-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                                 | American Honda Finance Corp                                                                 | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201833.67    | 0.01%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                                       | Iberdrola Finanzas SA                                                                       | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $117108.29    | 0.00%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     300000 | PA      | $271501.01    | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C21                                                    | WFRBS Commercial Mortgage Trust 2014-C21                                                    | CUSIP: 92939FAY5<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |     737117 | PA      | $702177.65    | 0.03%             | 2047-08-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                                           | Blend Funding PLC                                                                           | CUSIP: N/A<br>LEI: 213800Y8TMLUT9SN1E94       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $92542.25     | 0.00%             | 2049-09-21      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                             | Benefit Street Partners CLO Ltd                                                             | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $1987860.00   | 0.08%             | 2038-04-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                                   | TransCanada PipeLines Ltd                                                                   | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $90170.14     | 0.00%             | 2043-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                                          | Regency Centers LP                                                                          | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100095.04    | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                                    | Duke Energy Progress LLC                                                                    | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     100000 | PA      | $57138.55     | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lasership Inc PIK Term Loan E                                                               | Lasership Inc PIK Term Loan E                                                               | CUSIP: N/A<br>LEI: 254900NGHREGOQUFUT53       | Long             | LON              | CORP              | US        |    4867524 | PA      | $859117.93    | 0.03%             | 2029-08-10      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     150000 | PA      | $108726.78    | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                              | Sitios Latinoamerica SAB de CV                                                              | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    2025000 | PA      | $2031783.75   | 0.08%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                           | Brunswick Corp/DE                                                                           | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89749.86     | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Loan Trust 2005-2                                               | National Collegiate Student Loan Trust 2005-2                                               | CUSIP: 63543PBU9<br>LEI: 635400WP3MSHUIUNQS85 | Long             | ABS-O            | CORP              | US        |     705054 | PA      | $693164.92    | 0.03%             | 2033-06-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      50000 | PA      | $54330.93     | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Riverbed Technology                                                                         | Riverbed Technology                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     536922 | PA      | $286716.34    | 0.01%             | 2028-07-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Eyecare Partners LLC PIK Term Loan B                                                        | Eyecare Partners LLC PIK Term Loan B                                                        | CUSIP: N/A<br>LEI: 254900ZAACWK09RJ8W93       | Long             | LON              | CORP              | US        |    3729945 | PA      | $2873623.96   | 0.12%             | 2028-11-30      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2110119 | PA      | $1798624.00   | 0.07%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                                         | Cardinal Health Inc                                                                         | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     359000 | PA      | $343806.05    | 0.01%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                                        | Kyndryl Holdings Inc                                                                        | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     626000 | PA      | $549268.32    | 0.02%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co                                                              | Meiji Yasuda Life Insurance Co                                                              | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |     500000 | PA      | $484599.50    | 0.02%             | 2054-09-11      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                            | Exxon Mobil Corp                                                                            | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |     100000 | PA      | $96246.87     | 0.00%             | 2032-06-26      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                       | Time Warner Cable LLC                                                                       | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85662.92     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                                      | Global Atlantic Fin Co                                                                      | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     150000 | PA      | $144439.23    | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                                   | Deutsche Telekom International Finance BV                                                   | CUSIP: 25156PBB8<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     150000 | PA      | $150334.39    | 0.01%             | 2028-06-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       7070 | NS      | $131926.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                             | AmeriCredit Automobile Receivables Trust 2024-1                                             | CUSIP: 023947AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1355741 | PA      | $1354807.28   | 0.06%             | 2028-02-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                                   | Teledyne Technologies Inc                                                                   | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44544.58     | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                                    | Toyota Motor Credit Corp                                                                    | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |     100000 | PA      | $117424.35    | 0.00%             | 2030-07-24      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                                   | Sotheby's                                                                                   | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    7150000 | PA      | $6710716.87   | 0.27%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                                          | Discover Card Execution Note Trust                                                          | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |    2405000 | PA      | $2404179.65   | 0.10%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                                        | Progressive Corp/The                                                                        | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95022.10     | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     612000 | PA      | $586096.97    | 0.02%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                                  | Ecolab Inc                                                                                  | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    1038000 | PA      | $624343.14    | 0.03%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                                       | Micron Technology Inc                                                                       | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76554.55     | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions Inc Term Loan B                                                | 8th Avenue Food & Provisions Inc Term Loan B                                                | CUSIP: N/A<br>LEI: 549300PBCACU45IZ2V05       | Long             | LON              | CORP              | US        |     642906 | PA      | $604331.40    | 0.02%             | 2025-10-01      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204942.09    | 0.01%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     549000 | PA      | $549648.69    | 0.02%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                               | Amphenol Corp                                                                               | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     289000 | PA      | $296944.80    | 0.01%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                  | Vonovia SE                                                                                  | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $87718.78     | 0.00%             | 2034-09-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                              | Shell International Finance BV                                                              | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $97943.39     | 0.00%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     682000 | PA      | $697890.93    | 0.03%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc Term Loan B                                                                  | Proofpoint Inc Term Loan B                                                                  | CUSIP: N/A<br>LEI: 529900C5FODDK0WSR085       | Long             | LON              | CORP              | US        |     517955 | PA      | $514526.10    | 0.02%             | 2028-08-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                         | Buckeye Partners LP                                                                         | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1091505.03   | 0.04%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Avaya Holdings Corp                                                                         | Avaya Holdings Corp                                                                         | CUSIP: 05351X309<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |       7245 | NS      | $38941.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XHV38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2380183 | PA      | $2359618.38   | 0.10%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                                 | Cooperatieve Rabobank UA/NY                                                                 | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1263000 | PA      | $1288766.59   | 0.05%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $75925.05     | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                                 | Northern States Power Co/MN                                                                 | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     100000 | PA      | $59089.69     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                 | Honeywell International Inc                                                                 | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97480.48     | 0.00%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Inc Term Loan B3                                              | Foundation Building Materials Inc Term Loan B3                                              | CUSIP: N/A<br>LEI: 549300ZVE6MONHB01I28       | Long             | LON              | CORP              | US        |    2030000 | PA      | $1881140.10   | 0.08%             | 2031-01-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                                         | Alexandria Real Estate Equities Inc                                                         | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96195.93     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Zais Clo 13 Ltd                                                                             | Zais Clo 13 Ltd                                                                             | CUSIP: 98876NAW4<br>LEI: 549300GODB02F7ODZK39 | Long             | ABS-O            | CORP              | KY        |    1266058 | PA      | $1265845.61   | 0.05%             | 2032-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed              | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed              | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3110000 | PA      | $2889058.54   | 0.12%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88507.77     | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc Term Loan B                                                            | Chart Industries Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: EM7QGKC1GYOF3LSZSL80       | Long             | LON              | CORP              | US        |     180793 | PA      | $179550.73    | 0.01%             | 2030-03-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                             | Berkshire Hathaway Finance Corp                                                             | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |     100000 | PA      | $91563.78     | 0.00%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                                    | Estee Lauder Cos Inc/The                                                                    | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91457.13     | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Honeywell International Inc                                                                 | Honeywell International Inc                                                                 | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46137.02     | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98892.35     | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                                   | L3Harris Technologies Inc                                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     575000 | PA      | $584078.72    | 0.02%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                          | Walt Disney Co/The                                                                          | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98687.09     | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                                       | Ecuador Government International Bond                                                       | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    4280145 | PA      | $2566858.30   | 0.10%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     645000 | PA      | $633718.60    | 0.03%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    1000000 | OU      | $184375.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                               | Baltimore Gas and Electric Co                                                               | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93237.66     | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $382659.08    | 0.02%             | N/A             | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO IX Ltd                                                                    | Mountain View CLO IX Ltd                                                                    | CUSIP: 62432BAN3<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-O            | CORP              | KY        |    1013293 | PA      | $1013194.22   | 0.04%             | 2031-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                             | Genesis Energy LP / Genesis Energy Finance Corp                                             | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     875000 | PA      | $851389.26    | 0.03%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     250000 | PA      | $220160.20    | 0.01%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                                | SM Energy Co                                                                                | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2051168.47   | 0.08%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       8715 | NS      | $218659.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                                 | Mediobanca Banca di Credito Finanziario SpA                                                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $106242.00    | 0.00%             | 2029-07-17      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     102304 | NS      | $2346853.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     300000 | PA      | $291585.22    | 0.01%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     629000 | PA      | $645636.89    | 0.03%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                        | IHO Verwaltungs GmbH                                                                        | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    3400000 | PA      | $3255905.31   | 0.13%             | 2032-11-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2021-3                                   | GM Financial Consumer Automobile Receivables Trust 2021-3                                   | CUSIP: 380140AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3313725 | PA      | $3284382.34   | 0.13%             | 2027-08-16      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Eco Material Technologies Inc                                                               | Eco Material Technologies Inc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1275000 | PA      | $1260120.75   | 0.05%             | 2032-01-30      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89248.22     | 0.00%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY Term Loan D                                                                      | USI Inc/NY Term Loan D                                                                      | CUSIP: N/A<br>LEI: 2549006D7UF7072T7I27       | Long             | LON              | CORP              | US        |     819528 | PA      | $813635.70    | 0.03%             | 2029-11-22      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Envestnet Inc/BCPE Pequod Buyer Inc                                                         | Envestnet Inc/BCPE Pequod Buyer Inc                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     210000 | PA      | $209256.60    | 0.01%             | 2031-09-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                               | Eurogrid GmbH                                                                               | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $92800.06     | 0.00%             | 2033-04-21      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                         | Fifth Third Bancorp                                                                         | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51978.09     | 0.00%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                                       | Applied Materials Inc                                                                       | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     402000 | PA      | $411612.87    | 0.02%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC Term Loan                                                            | Aveanna Healthcare LLC Term Loan                                                            | CUSIP: N/A<br>LEI: 5493006D6JRLPIY8YV18       | Long             | LON              | CORP              | US        |    1980000 | PA      | $1862843.40   | 0.08%             | 2029-12-10      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL Mortgage Trust                                                              | BBCMS 2018-TALL Mortgage Trust                                                              | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1470000 | PA      | $1383642.20   | 0.06%             | 2037-03-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                                        | Lockheed Martin Corp                                                                        | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98720.33     | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Principal Government Money Market Fund - Class R-6                                          | Principal Government Money Market Fund - Class R-6                                          | CUSIP: 74257B639<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  125763716 | NS      | $125763715.58 | 5.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                               | Kroger Co/The                                                                               | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     405000 | PA      | $396948.46    | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     200000 | PA      | $209054.04    | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $198264.81    | 0.01%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV Term Loan B                                                              | Nouryon Finance BV Term Loan B                                                              | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |     718810 | PA      | $713117.32    | 0.03%             | 2028-04-03      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                        | Keurig Dr Pepper Inc                                                                        | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     100000 | PA      | $72731.91     | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                                 | Corning Inc                                                                                 | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     521000 | PA      | $382049.13    | 0.02%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                      | Diamondback Energy Inc                                                                      | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     611000 | PA      | $454401.72    | 0.02%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition Inc Term Loan B                                                           | Savor Acquisition Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: 25490051R6ZOBEBPQ519       | Long             | LON              | CORP              | US        |      91379 | PA      | $90950.74     | 0.00%             | 2032-02-04      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153999.78    | 0.01%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                                 | NVIDIA Corp                                                                                 | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88221.19     | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                         | Deutsche Telekom AG                                                                         | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $74448.80     | 0.00%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                           | Enterprise Products Operating LLC                                                           | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90850.30     | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1853000 | PA      | $1802255.74   | 0.07%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                         | Gilead Sciences Inc                                                                         | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102064.43    | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     640000 | PA      | $620448.78    | 0.03%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                                      | Cox Communications Inc                                                                      | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     592000 | PA      | $610203.28    | 0.02%             | 2028-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                                 | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93473.46     | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     502000 | PA      | $442983.85    | 0.02%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: YT9362948<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   22500000 | PA      | $380221.93    | 0.02%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1647000 | PA      | $1455254.68   | 0.06%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                                                       | Banco Santander Chile                                                                       | CUSIP: 05971WAD5<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |     150000 | PA      | $134948.25    | 0.01%             | 2031-10-26      | Fixed         | 3.18%                 | No            |                  2 | On Loan: —       |
| Home Depot Inc/The                                                                          | Home Depot Inc/The                                                                          | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51079.38     | 0.00%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                                  | Allegion US Holding Co Inc                                                                  | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     567000 | PA      | $576342.10    | 0.02%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                              | Phillips 66 Co                                                                              | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98285.00     | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     834465 | PA      | $663579.02    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware Inc Term Loan B                                                        | Restoration Hardware Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300H9H1H3OC7C3H47       | Long             | LON              | CORP              | US        |     204893 | PA      | $189884.86    | 0.01%             | 2028-10-20      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co LLC                                                               | Tennessee Gas Pipeline Co LLC                                                               | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $182935.37    | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                                                               | Freeport LNG Investments LLLP                                                               | CUSIP: N/A<br>LEI: 549300LR5YVRZH4YPQ33       | Long             | LON              | CORP              | US        |     918247 | PA      | $909643.03    | 0.04%             | 2026-11-17      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                                         | Carrier Global Corp                                                                         | CUSIP: N/A<br>LEI: 549300JE3W6CWY2NAN77       | Long             | DBT              | CORP              | US        |     100000 | PA      | $117902.76    | 0.00%             | 2028-05-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                                          | UBS AG/Stamford CT                                                                          | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     300000 | PA      | $288812.14    | 0.01%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                            | Burlington Northern Santa Fe LLC                                                            | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $46787.36     | 0.00%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Clo 17 Ltd                                                                | Anchorage Capital Clo 17 Ltd                                                                | CUSIP: 03332PAN7<br>LEI: 549300UNU854VTZYQ112 | Long             | ABS-O            | CORP              | KY        |     212000 | PA      | $210570.06    | 0.01%             | 2038-02-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     650000 | OU      | $86531.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viasat Inc Term Loan B                                                                      | Viasat Inc Term Loan B                                                                      | CUSIP: N/A<br>LEI: UFC8NYMNFSYIHNSM2I38       | Long             | LON              | CORP              | US        |      30000 | PA      | $28036.50     | 0.00%             | 2029-03-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                              | Microsoft Corp                                                                              | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     100000 | PA      | $80722.90     | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96174.51     | 0.00%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-34942.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                            | Benchmark 2019-B9 Mortgage Trust                                                            | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3460000 | PA      | $3357680.88   | 0.14%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                          | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607LPY3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $76550.85     | 0.00%             | 2028-01-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                                      | Nykredit Realkredit AS                                                                      | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $116587.97    | 0.00%             | 2028-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Netherlands BV                                                      | Imperial Brands Finance Netherlands BV                                                      | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $97288.19     | 0.00%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  914900000 | NC      | $-16403.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1330000 | PA      | $1328222.96   | 0.05%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                        | Kraft Heinz Foods Co                                                                        | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198092.60    | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC Term Loan                                                                | Infinite Bidco LLC Term Loan                                                                | CUSIP: N/A<br>LEI: 549300GLV0VRADA9LI65       | Long             | LON              | CORP              | US        |    4850000 | PA      | $3983062.50   | 0.16%             | 2029-02-24      | Floating      | 11.55%                | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     557000 | PA      | $570657.14    | 0.02%             | 2028-07-12      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115482.20    | 0.00%             | 2034-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                                | Newmont Corp                                                                                | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87261.57     | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Johnstone Supply LLC Term Loan B                                                            | Johnstone Supply LLC Term Loan B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     288550 | PA      | $285753.95    | 0.01%             | 2031-06-09      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                                | US Foods Inc                                                                                | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     675000 | PA      | $661167.77    | 0.03%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                                                          | Ally Auto Receivables Trust 2024-2                                                          | CUSIP: 02007NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     967319 | PA      | $966793.96    | 0.04%             | 2027-07-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                         | Elevance Health Inc                                                                         | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      89000 | PA      | $90153.43     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Forest City Enterprises LLC Term Loan B                                                     | Forest City Enterprises LLC Term Loan B                                                     | CUSIP: N/A<br>LEI: 54930078MCT017XXRD21       | Long             | LON              | CORP              | US        |     615000 | PA      | $590055.60    | 0.02%             | 2025-12-07      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1034000 | PA      | $997065.85    | 0.04%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW International Investment BV                                                             | BMW International Investment BV                                                             | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $229298.20    | 0.01%             | 2027-08-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                              | Greensaif Pipelines Bidco Sarl                                                              | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |    1525000 | PA      | $1511101.15   | 0.06%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                                    | Hilcorp Energy I LP / Hilcorp Finance Co                                                    | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1652757.56   | 0.07%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112576.89    | 0.00%             | 2029-05-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                                         | NuStar Logistics LP                                                                         | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     975000 | PA      | $989920.43    | 0.04%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC Term Loan B                                                      | MajorDrive Holdings IV LLC Term Loan B                                                      | CUSIP: N/A<br>LEI: 25490044R1FR5N8FIT62       | Long             | LON              | CORP              | US        |    1037306 | PA      | $960316.87    | 0.04%             | 2028-06-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                              | Halliburton Co                                                                              | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     702000 | PA      | $587314.58    | 0.02%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $1054462.01   | 0.04%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                                       | SS&C Technologies Inc                                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2382293.70   | 0.10%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Swiss Re Ltd                                                    | Argentum Netherlands BV for Swiss Re Ltd                                                    | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1496250.00   | 0.06%             | 2050-08-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                                        | LXP Industrial Trust                                                                        | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     487000 | PA      | $407712.03    | 0.02%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                                         | Northern Trust Corp                                                                         | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96027.83     | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                                         | Wells Fargo Bank NA                                                                         | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |     250000 | PA      | $273102.83    | 0.01%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                                  | Viasat Inc                                                                                  | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4549793.43   | 0.18%             | 2025-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B9ZB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    2847248 | PA      | $374096.17    | 0.02%             | 2050-05-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                            | Galaxy Pipeline Assets Bidco Ltd                                                            | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |     147430 | PA      | $129672.20    | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                           | ONEOK Partners LP                                                                           | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    1248000 | PA      | $1315840.54   | 0.05%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     986000 | PA      | $990948.54    | 0.04%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                                     | Telefonica Emisiones SA                                                                     | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    1007000 | PA      | $840282.48    | 0.03%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                                          | Union Pacific Corp                                                                          | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85932.31     | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                         | Synchrony Financial                                                                         | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     378000 | PA      | $376956.81    | 0.02%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Sharp Services LLC Term Loan D                                                              | Sharp Services LLC Term Loan D                                                              | CUSIP: N/A<br>LEI: 549300ZXMVUWBVXDAR03       | Long             | LON              | CORP              | US        |    1922270 | PA      | $1910255.98   | 0.08%             | 2028-12-31      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     408000 | PA      | $418809.66    | 0.02%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $115965.23    | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                                        | Peru Government Bond                                                                        | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    3900000 | PA      | $979814.08    | 0.04%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     130174 | OU      | $11959.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     929000 | PA      | $805119.51    | 0.03%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1711000 | PA      | $1572703.48   | 0.06%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99355.73     | 0.00%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                                  | Santander Holdings USA Inc                                                                  | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97865.86     | 0.00%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102114.22    | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                            | Coca-Cola Co/The                                                                            | CUSIP: N/A<br>LEI: UWJKFUJFZ02DKWI3RY53       | Long             | DBT              | CORP              | US        |     100000 | PA      | $87179.66     | 0.00%             | 2036-05-06      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Covetrus Inc Term Loan                                                                      | Covetrus Inc Term Loan                                                                      | CUSIP: N/A<br>LEI: 5493009S30DUFCF75V87       | Long             | LON              | CORP              | US        |    8932814 | PA      | $8378711.55   | 0.34%             | 2029-10-13      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    1199000 | PA      | $1177752.74   | 0.05%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                                      | North West Redwater Partnership / NWR Financing Co Ltd                                      | CUSIP: 663307AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     100000 | PA      | $70045.70     | 0.00%             | 2039-01-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    9221000 | OU      | $-135833.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                               | Marriott International Inc/MD                                                               | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     855000 | PA      | $760143.65    | 0.03%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1112545.21   | 0.05%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                                | NiSource Inc                                                                                | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1756083.60   | 0.07%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1523000 | PA      | $1438755.06   | 0.06%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                            | Wand NewCo 3 Inc                                                                            | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    6545000 | PA      | $6742554.28   | 0.27%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                              | Merck & Co Inc                                                                              | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194767.72    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Asurion LLC Term Loan B9                                                                    | Asurion LLC Term Loan B9                                                                    | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |     162594 | PA      | $158800.82    | 0.01%             | 2027-07-31      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     895000 | PA      | $611654.89    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                              | BP Capital Markets America Inc                                                              | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1776000 | PA      | $1756258.94   | 0.07%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                           | Suncor Energy Inc                                                                           | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $67038.78     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     453000 | PA      | $438884.37    | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                                          | Element Materials Technology Group US Holdings Inc                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     389916 | PA      | $387599.70    | 0.02%             | 2029-07-06      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                           | Kinross Gold Corp                                                                           | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $149738.20    | 0.01%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                                        | Samarco Mineracao SA                                                                        | CUSIP: P8405QAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     100000 | PA      | $94117.43     | 0.00%             | 2031-06-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                                         | Citibank Credit Card Issuance Trust                                                         | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1255076.63   | 0.05%             | 2027-12-08      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                                     | Manulife Financial Corp                                                                     | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $96790.75     | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                                       | Pfizer Investment Enterprises Pte Ltd                                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     833000 | PA      | $771372.61    | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                                       | Ukraine Government International Bond                                                       | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     648516 | PA      | $318966.11    | 0.01%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                                   | Keysight Technologies Inc                                                                   | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100136.14    | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140M7PW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4637127 | PA      | $3735112.33   | 0.15%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     200000 | PA      | $172677.65    | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132CW5Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     796705 | PA      | $758602.20    | 0.03%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $192157.08    | 0.01%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3890309.16   | 0.16%             | N/A             | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1021267.26   | 0.04%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Air Canada Term Loan B                                                                      | Air Canada Term Loan B                                                                      | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |     306900 | PA      | $302446.88    | 0.01%             | 2031-03-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                                   | GATX Corp                                                                                   | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     985000 | PA      | $966696.39    | 0.04%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc Term Loan B                                                                | AmWINS Group Inc Term Loan B                                                                | CUSIP: N/A<br>LEI: 549300SJE7MUB8NMRG61       | Long             | LON              | CORP              | US        |     312475 | PA      | $310668.89    | 0.01%             | 2032-01-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd Term Loan B                                                                 | SkyMiles IP Ltd Term Loan B                                                                 | CUSIP: N/A<br>LEI: 2549008L7P4I8VB90936       | Long             | LON              | CORP              | KY        |     245962 | PA      | $247755.13    | 0.01%             | 2027-10-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Altice France SA Term Loan B13                                                              | Altice France SA Term Loan B13                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |     711390 | PA      | $620687.56    | 0.03%             | 2026-08-14      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                          | Home Depot Inc/The                                                                          | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84742.46     | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QNLN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3093510 | PA      | $2521713.30   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Africell Holding Ltd                                                                        | Africell Holding Ltd                                                                        | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |    1875000 | PA      | $1758912.79   | 0.07%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                | American Express Credit Account Master Trust                                                | CUSIP: 02582JJT8<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    1900000 | PA      | $1899048.67   | 0.08%             | 2027-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $996213.60    | 0.04%             | N/A             | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                            | Crown Castle Inc                                                                            | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      50000 | PA      | $35115.26     | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                                       | Southwest Airlines Co                                                                       | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100271.78    | 0.00%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137B4AE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    3757433 | PA      | $451442.02    | 0.02%             | 2043-08-15      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                      | BP Capital Markets PLC                                                                      | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $112862.94    | 0.00%             | N/A             | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                       | Athene Global Funding                                                                       | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     880000 | PA      | $845704.58    | 0.03%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                             | MPT Operating Partnership LP / MPT Finance Corp                                             | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $795372.72    | 0.03%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                                       | Ecuador Government International Bond                                                       | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     700000 | PA      | $523145.00    | 0.02%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                                          | RWE Finance US LLC                                                                          | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    1126000 | PA      | $1090480.09   | 0.04%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1006000 | PA      | $696525.76    | 0.03%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1770921.18   | 0.07%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $356.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     200000 | PA      | $231613.06    | 0.01%             | 2028-09-22      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Asurion LLC Term Loan B11                                                                   | Asurion LLC Term Loan B11                                                                   | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |     206621 | PA      | $199909.91    | 0.01%             | 2028-08-19      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                                   | Panther Escrow Issuer LLC                                                                   | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2638074.63   | 0.11%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                                       | Ukraine Government International Bond                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    2042146 | PA      | $1030262.66   | 0.04%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     986000 | PA      | $571769.17    | 0.02%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101051.87    | 0.00%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-20184.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                                | Novelis Corp                                                                                | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    3239000 | PA      | $3011901.40   | 0.12%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                         | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $124610.72    | 0.01%             | 2031-08-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     100000 | PA      | $70415.11     | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                                     | Procter & Gamble Co/The                                                                     | CUSIP: N/A<br>LEI: 2572IBTT8CCZW6AU4141       | Long             | DBT              | CORP              | US        |     100000 | PA      | $114368.38    | 0.00%             | 2026-08-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                                    | Westinghouse Air Brake Technologies Corp                                                    | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50152.61     | 0.00%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                                     | Astrazeneca Finance LLC                                                                     | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     892000 | PA      | $912051.19    | 0.04%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                                    | Fox Corp                                                                                    | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     695000 | PA      | $633276.57    | 0.03%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                                       | Pfizer Investment Enterprises Pte Ltd                                                       | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     816000 | PA      | $805800.73    | 0.03%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                                                          | Wildfire Intermediate Holdings LLC                                                          | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3934500.00   | 0.16%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1268000 | PA      | $783980.63    | 0.03%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102593.70    | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust 2024-1                                                        | ECMC Group Student Loan Trust 2024-1                                                        | CUSIP: 26828PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     933227 | PA      | $934731.78    | 0.04%             | 2073-11-27      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                                         | CRH SMW Finance DAC                                                                         | CUSIP: N/A<br>LEI: 54930044475SH442C864       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $118167.71    | 0.00%             | 2035-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24045.80     | 0.00%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance LLC / Brookfield Finance Inc                                             | Brookfield Finance LLC / Brookfield Finance Inc                                             | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |      50000 | PA      | $32840.50     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                 | MetLife Inc                                                                                 | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $4144765.63   | 0.17%             | 2068-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $208983.25    | 0.01%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC Term Loan B                                                               | Leia Finco US LLC Term Loan B                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3000000 | PA      | $2978340.00   | 0.12%             | 2031-10-09      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc Term Loan B                                                                      | Kaseya Inc Term Loan B                                                                      | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |    1068000 | PA      | $1059605.52   | 0.04%             | 2032-03-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9797.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99217.81     | 0.00%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $115924.46    | 0.00%             | 2034-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc Term Loan B                                                                | Dexko Global Inc Term Loan B                                                                | CUSIP: N/A<br>LEI: 549300SMZ4OV1KBH1M19       | Long             | LON              | CORP              | US        |     155000 | PA      | $142406.25    | 0.01%             | 2028-10-04      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                                       | Republic Services Inc                                                                       | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     205000 | PA      | $208027.45    | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                                        | Siemens Financieringsmaatschappij NV                                                        | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $104951.46    | 0.00%             | 2029-02-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc Term Loan B                                                             | United Airlines Inc Term Loan B                                                             | CUSIP: N/A<br>LEI: K1OQBWM7XEOO08LDNP29       | Long             | LON              | CORP              | US        |     160006 | PA      | $159356.17    | 0.01%             | 2031-02-22      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                                 | Coastal Gaslink Pipeline LP                                                                 | CUSIP: 19046FAP7<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $77661.40     | 0.00%             | 2034-09-30      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      25000 | PA      | $17716.67     | 0.00%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC Term Loan B7                                                           | Berlin Packaging LLC Term Loan B7                                                           | CUSIP: N/A<br>LEI: 549300L1HNHO6QOXHH42       | Long             | LON              | CORP              | US        |     418019 | PA      | $414766.38    | 0.02%             | 2031-06-07      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1189000 | PA      | $741029.28    | 0.03%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1069000 | PA      | $1065790.71   | 0.04%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dechra Finance US LLC Term Loan B                                                           | Dechra Finance US LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     125000 | PA      | $123593.75    | 0.01%             | 2031-12-04      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368LNK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $151993.33    | 0.01%             | 2028-05-29      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                                         | Gatwick Funding Ltd                                                                         | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |     100000 | PA      | $76885.73     | 0.00%             | 2051-07-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co                                                                   | Pacific Life Insurance Co                                                                   | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |      50000 | PA      | $39886.33     | 0.00%             | 2067-10-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                                          | Sealed Air Corp/Sealed Air Corp US                                                          | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1978565.00   | 0.08%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     244000 | PA      | $203995.23    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                                    | Boost Newco Borrower LLC                                                                    | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1962776.16   | 0.08%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114609.79    | 0.00%             | 2026-04-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc Term Loan B                                                             | Rocket Software Inc Term Loan B                                                             | CUSIP: N/A<br>LEI: 549300PVG26ISP5X1556       | Long             | LON              | CORP              | US        |     693700 | PA      | $688303.49    | 0.03%             | 2028-11-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                               | Hydro One Inc                                                                               | CUSIP: 44810ZBX7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $61789.50     | 0.00%             | 2049-06-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc Term Loan B                                                   | CCC Intelligent Solutions Inc Term Loan B                                                   | CUSIP: N/A<br>LEI: 5493006JEEL9RIWY5T17       | Long             | LON              | CORP              | US        |     134515 | PA      | $134178.77    | 0.01%             | 2032-01-23      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2003-A                                                | SLM Private Credit Student Loan Trust 2003-A                                                | CUSIP: 78443CAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1939289 | PA      | $768293.64    | 0.03%             | 2032-06-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3609.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                           | Hormel Foods Corp                                                                           | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93094.86     | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2041600 | PA      | $1454480.51   | 0.06%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77507.75     | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     339000 | PA      | $292470.25    | 0.01%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382HGZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    7801511 | PA      | $953414.87    | 0.04%             | 2046-04-20      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XNCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1787866 | PA      | $1801879.55   | 0.07%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $126222.21    | 0.01%             | 2028-04-12      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                                       | Banque Federative du Credit Mutuel SA                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114850.07    | 0.00%             | 2034-02-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                                          | Union Pacific Corp                                                                          | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     100000 | PA      | $68118.49     | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3523324 | PA      | $3102941.44   | 0.13%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services LLC Term Loan B                                                     | Pacific Dental Services LLC Term Loan B                                                     | CUSIP: N/A<br>LEI: 549300SDH1NQDOZ2M105       | Long             | LON              | CORP              | US        |     389128 | PA      | $385116.07    | 0.02%             | 2031-03-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1251000 | PA      | $1259456.84   | 0.05%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                                 | Exelon Corp                                                                                 | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $74983.63     | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                        | Mexico Government International Bond                                                        | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     400000 | PA      | $350931.20    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     100000 | PA      | $113335.90    | 0.00%             | 2027-08-03      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                                        | Tencent Holdings Ltd                                                                        | CUSIP: 88032XAM6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $198220.70    | 0.01%             | 2026-04-11      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                                      | Chubb INA Holdings LLC                                                                      | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1233000 | PA      | $1253955.48   | 0.05%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     732000 | PA      | $721504.73    | 0.03%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                               | DTE Energy Co                                                                               | CUSIP: 233331818<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |       6005 | NS      | $104847.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $113964.63    | 0.00%             | 2030-09-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4331.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                                            | Paramount Global                                                                            | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84769.51     | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                  | Zimmer Biomet Holdings Inc                                                                  | CUSIP: N/A<br>LEI: 2P2YLDVPES3BXQ1FRB91       | Long             | DBT              | CORP              | US        |     100000 | PA      | $109258.78    | 0.00%             | 2027-11-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                         | Petroleos Mexicanos                                                                         | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1060000 | PA      | $944178.99    | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     708000 | PA      | $723799.76    | 0.03%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC Term Loan B                                                            | Signia Aerospace LLC Term Loan B                                                            | CUSIP: N/A<br>LEI: 254900S9ONE06XB1T251       | Long             | LON              | CORP              | US        |     173077 | PA      | $170697.11    | 0.01%             | 2031-11-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    9587000 | OU      | $-138048.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                              | Merck & Co Inc                                                                              | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92783.50     | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC Term Loan B1                                           | Prime Security Services Borrower LLC Term Loan B1                                           | CUSIP: N/A<br>LEI: 549300O6QPZVWXV2DC15       | Long             | LON              | CORP              | US        |     221573 | PA      | $220440.88    | 0.01%             | 2030-10-13      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1456000 | PA      | $1510600.00   | 0.06%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Man GLG US CLO                                                                              | Man GLG US CLO                                                                              | CUSIP: 26829CAY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     181024 | PA      | $181000.00    | 0.01%             | 2030-04-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100839.41    | 0.00%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                                      | WESCO Distribution Inc                                                                      | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1144373.55   | 0.05%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| American Airlines Group Inc                                                                 | American Airlines Group Inc                                                                 | CUSIP: 023771S82<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3794278.18   | 0.15%             | 2026-02-15      | Variable      | 10.75%                | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                           | Kinder Morgan Inc                                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     894000 | PA      | $902541.01    | 0.04%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     461000 | PA      | $473267.91    | 0.02%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                                  | Nucor Corp                                                                                  | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89715.94     | 0.00%             | 2032-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      47000 | PA      | $46937.76     | 0.00%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     100000 | PA      | $71855.66     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                                   | Bank of Ireland Group PLC                                                                   | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $110895.29    | 0.00%             | 2031-08-11      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC Term Loan B                                                            | Heartland Dental LLC Term Loan B                                                            | CUSIP: N/A<br>LEI: 5493008FRC0GRKBN1075       | Long             | LON              | CORP              | US        |     957582 | PA      | $945851.48    | 0.04%             | 2028-04-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                                | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $219222.87    | 0.01%             | 2028-01-21      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                                           | DISH Network Corp                                                                           | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3625773.05   | 0.15%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                            | Nestle Finance International Ltd                                                            | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $210727.53    | 0.01%             | 2031-03-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                  | Sysco Corp                                                                                  | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     896000 | PA      | $912539.27    | 0.04%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                        | Glencore Funding LLC                                                                        | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98897.11     | 0.00%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90691.43     | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                                         | Ghana Government International Bond                                                         | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    2075000 | PA      | $1771116.25   | 0.07%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                             | Repsol International Finance BV                                                             | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $215891.16    | 0.01%             | 2027-08-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                        | LifePoint Health Inc                                                                        | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3225250.00   | 0.13%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                               | Enel Finance International NV                                                               | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     283000 | PA      | $233317.78    | 0.01%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201839.60    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4974000 | PA      | $4640157.70   | 0.19%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                                               | Rentokil Terminix Funding LLC                                                               | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |     622000 | PA      | $624079.45    | 0.03%             | 2035-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies Sarl                                                               | ION Trading Technologies Sarl                                                               | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |     275000 | PA      | $266321.83    | 0.01%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98787.01     | 0.00%             | 2026-05-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1281000 | PA      | $1344303.61   | 0.05%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Specialty Steel                                                                             | Specialty Steel                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   38772000 | PA      | $38772000.00  | 1.58%             | 2026-11-15      | Fixed         | 14.44%                | Yes           |                  3 | On Loan: No      |
| Stryker Corp                                                                                | Stryker Corp                                                                                | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |     100000 | PA      | $104956.90    | 0.00%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                                    | KLA Corp                                                                                    | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89721.98     | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                                      | Commonwealth Edison Co                                                                      | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     100000 | PA      | $79003.17     | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                                    | Aptiv Swiss Holdings Ltd                                                                    | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     200000 | PA      | $187116.94    | 0.01%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                | Thermo Fisher Scientific Inc                                                                | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |     100000 | PA      | $83230.21     | 0.00%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com Inc                                                                      | EquipmentShare.com Inc                                                                      | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2048142.86   | 0.08%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                             | RELX Finance BV                                                                             | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $107196.42    | 0.00%             | 2028-03-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     655000 | PA      | $672942.55    | 0.03%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101431.31    | 0.00%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bond                                                   | El Salvador Government International Bond                                                   | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   33000000 | PA      | $674951.64    | 0.03%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     440000 | OU      | $34306.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aragvi Finance International DAC                                                            | Aragvi Finance International DAC                                                            | CUSIP: 03851RAC8<br>LEI: 635400VKAYT1VT6VBF50 | Long             | DBT              | CORP              | IE        |    2325000 | PA      | $2308831.95   | 0.09%             | 2029-11-20      | Fixed         | 11.13%                | No            |                  2 | On Loan: —       |
| Mercedes-Benz Finance North America LLC                                                     | Mercedes-Benz Finance North America LLC                                                     | CUSIP: 58769JAM9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147047.18    | 0.01%             | 2033-08-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Zais Clo 16 Ltd                                                                             | Zais Clo 16 Ltd                                                                             | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-O            | CORP              | KY        |     782000 | PA      | $776526.78    | 0.03%             | 2034-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                                | Takeda Pharmaceutical Co Ltd                                                                | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     432000 | PA      | $411953.48    | 0.02%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                             | Xcel Energy Inc                                                                             | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100367.22    | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                                         | Macquarie Group Ltd                                                                         | CUSIP: 55608JBG2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $100577.02    | 0.00%             | 2033-11-09      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                                    | Marsh & McLennan Cos Inc                                                                    | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205779.49    | 0.01%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                               | JDE Peet's NV                                                                               | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $106638.50    | 0.00%             | 2028-02-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                            | Deutsche Post AG                                                                            | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $111073.60    | 0.00%             | 2026-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |     100000 | PA      | $117302.91    | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                            | Volkswagen Financial Services AG                                                            | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $214258.95    | 0.01%             | 2028-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 21 Ltd                                                          | CK Hutchison Europe Finance 21 Ltd                                                          | CUSIP: N/A<br>LEI: 254900UIPWFKU7480958       | Long             | DBT              | CORP              | KY        |     100000 | PA      | $90388.45     | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                                          | Expand Energy Corp                                                                          | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     908000 | PA      | $851905.94    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                             | Gen Digital Inc                                                                             | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1853319.60   | 0.08%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                                      | Fresenius SE & Co KGaA                                                                      | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $113239.61    | 0.00%             | 2030-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Altar Bidco Inc Term Loan                                                                   | Altar Bidco Inc Term Loan                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3570000 | PA      | $3372150.60   | 0.14%             | 2030-02-01      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                                        | Banco de Sabadell SA                                                                        | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $118224.15    | 0.00%             | 2030-09-13      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                               | Akzo Nobel NV                                                                               | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $103201.21    | 0.00%             | 2032-03-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-107475.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aegea Finance Sarl                                                                          | Aegea Finance Sarl                                                                          | CUSIP: N/A<br>LEI: 213800V6WTKUT1XWIZ47       | Long             | DBT              | CORP              | LU        |     250000 | PA      | $260782.75    | 0.01%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DUNQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2624824 | PA      | $2642105.63   | 0.11%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                                           | Hannover Rueck SE                                                                           | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $127070.11    | 0.01%             | 2043-08-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                                        | Waste Management Inc                                                                        | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99559.38     | 0.00%             | 2033-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Welltower OP LLC                                                                            | Welltower OP LLC                                                                            | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197644.95    | 0.01%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101668.04    | 0.00%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                                      | Cox Communications Inc                                                                      | CUSIP: 224044CP0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $63995.34     | 0.00%             | 2051-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                                    | Cooperatieve Rabobank UA                                                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $112349.42    | 0.00%             | 2026-03-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                                          | Connecticut Light and Power Co/The                                                          | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98663.31     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                           | Kimco Realty Corp                                                                           | CUSIP: 49446R711<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |       5967 | NS      | $123397.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Student Loan Trust 2008-6                                                               | SLM Student Loan Trust 2008-6                                                               | CUSIP: 78445CAD4<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |    2024223 | PA      | $1994940.41   | 0.08%             | 2029-04-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107242.27    | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                                | NiSource Inc                                                                                | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95778.45     | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     666000 | PA      | $674269.42    | 0.03%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     304000 | PA      | $213034.34    | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                    | Florida Power & Light Co                                                                    | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50089.10     | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                              | Japan Government Ten Year Bond                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    5000000 | PA      | $33536.94     | 0.00%             | 2033-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                     | SMB Private Education Loan Trust 2021-A                                                     | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     256304 | PA      | $247590.54    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                                                           | Ivanhoe Mines Ltd                                                                           | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    3125000 | PA      | $3048227.66   | 0.12%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99636.93     | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     100000 | PA      | $96008.75     | 0.00%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                            | Bank of New York Mellon Corp/The                                                            | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100550.00    | 0.00%             | 2027-04-26      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                                       | Playtika Holding Corp                                                                       | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    6275000 | PA      | $5507367.45   | 0.22%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B33 Mortgage Trust                                                           | Benchmark 2022-B33 Mortgage Trust                                                           | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     405000 | PA      | $366807.85    | 0.01%             | 2055-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc                                                                                | VT Topco Inc                                                                                | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    5495000 | PA      | $5749843.26   | 0.23%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196612.73    | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Chubb Corp/The                                                                              | Chubb Corp/The                                                                              | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $110771.19    | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC Term Loan B5                                                               | CSC Holdings LLC Term Loan B5                                                               | CUSIP: N/A<br>LEI: 3HG2WD2W22M120IUNG49       | Long             | LON              | CORP              | US        |     646766 | PA      | $622065.82    | 0.03%             | 2027-04-15      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL2Trust                                                                         | CSMC 2021-RPL2Trust                                                                         | CUSIP: 12656TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     323445 | PA      | $273199.31    | 0.01%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1396000 | PA      | $975894.18    | 0.04%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23974.45     | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                                | Chevron Corp                                                                                | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $222139.89    | 0.01%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Skillsoft Corp                                                                              | Skillsoft Corp                                                                              | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Long             | EC               | CORP              | US        |      11541 | NS      | $220779.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     150000 | PA      | $112460.56    | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     100000 | PA      | $119042.95    | 0.00%             | 2028-03-24      | Fixed         | 0.19%                 | No            |                  2 | On Loan: No      |
| MITER Brands Acquisition Holdco Inc Term Loan B2                                            | MITER Brands Acquisition Holdco Inc Term Loan B2                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     127425 | PA      | $125151.74    | 0.01%             | 2031-03-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Gates Corp/DE Term Loan B5                                                                  | Gates Corp/DE Term Loan B5                                                                  | CUSIP: N/A<br>LEI: 984500F43C791F4C7894       | Long             | LON              | CORP              | US        |     273625 | PA      | $271145.96    | 0.01%             | 2031-06-04      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc                                                                        | Fiesta Purchaser Inc                                                                        | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4913051.71   | 0.20%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                          | Athene Holding Ltd                                                                          | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96888.10     | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89535.14     | 0.00%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1556000 | PA      | $1583945.17   | 0.06%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     703000 | PA      | $717880.18    | 0.03%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                                                                     | TK Elevator Holdco GmbH                                                                     | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    2590000 | PA      | $2594436.67   | 0.11%             | 2028-07-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                                    | Engie SA                                                                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112954.70    | 0.00%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     100000 | PA      | $78829.09     | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding Inc Term Loan B                                          | Project Alpha Intermediate Holding Inc Term Loan B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     335532 | PA      | $333948.24    | 0.01%             | 2030-10-28      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                               | Ford Motor Co                                                                               | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     100000 | PA      | $77810.22     | 0.00%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     775000 | PA      | $754673.75    | 0.03%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                                    | BHP Billiton Finance Ltd                                                                    | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $109939.23    | 0.00%             | 2042-09-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                           | Omnicom Group Inc                                                                           | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97787.30     | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90782.47     | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                                          | Plains All American Pipeline LP / PAA Finance Corp                                          | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     473000 | PA      | $361292.47    | 0.01%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                                       | Banque Federative du Credit Mutuel SA                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118653.38    | 0.00%             | 2033-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd Term Loan B                                             | Husky Injection Molding Systems Ltd Term Loan B                                             | CUSIP: N/A<br>LEI: 5493003ZDHRVP2N4C109       | Long             | LON              | CORP              | CA        |     280844 | PA      | $274325.81    | 0.01%             | 2029-02-01      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Javelin Buyer Inc                                                                           | Javelin Buyer Inc                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     444000 | PA      | $442197.36    | 0.02%             | 2031-10-08      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                              | AutoNation Inc                                                                              | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $296542.50    | 0.01%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     150000 | PA      | $108225.56    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1091734 | PA      | $1133631.27   | 0.05%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ecovyst Catalyst Technologies LLC Term Loan B                                               | Ecovyst Catalyst Technologies LLC Term Loan B                                               | CUSIP: N/A<br>LEI: 254900NH3N3I82Z6Q744       | Long             | LON              | CORP              | US        |     215915 | PA      | $212034.58    | 0.01%             | 2031-06-12      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                                    | Acadia Healthcare Co Inc                                                                    | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    5065000 | PA      | $5060595.99   | 0.21%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: N/A<br>LEI: FRDRIPF3EKNDJ2CQJL29       | Long             | DBT              | CORP              | US        |     100000 | PA      | $98078.91     | 0.00%             | 2031-11-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6730000 | PA      | $6601108.32   | 0.27%             | 2055-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     200000 | PA      | $119813.01    | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                                                   | Niagara Mohawk Power Corp                                                                   | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47195.12     | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1875000 | PA      | $1869546.75   | 0.08%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                                | KBC Group NV                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $117556.90    | 0.00%             | 2035-04-17      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ten-X LLC Term Loan                                                                         | Ten-X LLC Term Loan                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2975831 | PA      | $2693127.26   | 0.11%             | 2028-05-26      | Floating      | 10.11%                | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                    | Visa Inc                                                                                    | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $76517.06     | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                                         | CRH SMW Finance DAC                                                                         | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    1692000 | PA      | $1729386.20   | 0.07%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                         | Abbott Laboratories                                                                         | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199681.92    | 0.01%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                               | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $110499.47    | 0.00%             | 2027-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     150000 | PA      | $132282.71    | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                            | Kinder Morgan Energy Partners LP                                                            | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86501.81     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                 | Walmart Inc                                                                                 | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      50000 | PA      | $43575.59     | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust 2006-AR1                                                | Bear Stearns Mortgage Funding Trust 2006-AR1                                                | CUSIP: 07401LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     401891 | PA      | $363357.51    | 0.01%             | 2036-07-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DTMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1478737 | PA      | $1484186.68   | 0.06%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                                  | DaVita Inc                                                                                  | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     525000 | PA      | $530085.15    | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     359000 | PA      | $357146.36    | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Azorra Soar Tlb Finance Ltd Term Loan B                                                     | Azorra Soar Tlb Finance Ltd Term Loan B                                                     | CUSIP: N/A<br>LEI: 254900W0D3E1W7DRS089       | Long             | LON              | CORP              | KY        |     248750 | PA      | $247299.79    | 0.01%             | 2029-10-18      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197457.74    | 0.01%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                                         | Vulcan Materials Co                                                                         | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     510000 | PA      | $487393.45    | 0.02%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                                      | Morgan Stanley Bank NA                                                                      | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     460000 | PA      | $469175.56    | 0.02%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                                         | Nestle Holdings Inc                                                                         | CUSIP: 641062AZ7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     150000 | PA      | $90958.47     | 0.00%             | 2051-09-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| TIH Insurance Holdings LLC Term Loan                                                        | TIH Insurance Holdings LLC Term Loan                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1447368 | PA      | $1441578.95   | 0.06%             | 2032-05-06      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                            | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $222547.32    | 0.01%             | 2027-01-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1028000 | PA      | $1029113.43   | 0.04%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103111.10    | 0.00%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fortis 333 Inc Term Loan B                                                                  | Fortis 333 Inc Term Loan B                                                                  | CUSIP: N/A<br>LEI: 254900SLITS19RU1VB55       | Long             | LON              | CORP              | US        |     165000 | PA      | $161081.25    | 0.01%             | 2032-02-06      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                                      | CTP NV                                                                                      | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $103740.67    | 0.00%             | 2029-06-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Win Waste Innovations Holdings Inc Term Loan                                                | Win Waste Innovations Holdings Inc Term Loan                                                | CUSIP: N/A<br>LEI: 549300DJBUN7Z75R2S83       | Long             | LON              | CORP              | US        |    1236234 | PA      | $1218357.62   | 0.05%             | 2028-03-24      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc Term Loan B                                                     | Fortress Intermediate 3 Inc Term Loan B                                                     | CUSIP: N/A<br>LEI: 254900NLAZ3JQJW5JP75       | Long             | LON              | CORP              | US        |     432825 | PA      | $423086.44    | 0.02%             | 2031-06-27      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                               | Kroger Co/The                                                                               | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     849000 | PA      | $794162.59    | 0.03%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                             | AmeriCredit Automobile Receivables Trust 2024-1                                             | CUSIP: 023947AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     424750 | PA      | $425848.38    | 0.02%             | 2028-02-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                             | MPT Operating Partnership LP / MPT Finance Corp                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2107640.50   | 0.09%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                                          | Roche Holdings Inc                                                                          | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     200000 | PA      | $119513.82    | 0.00%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                                 | United States Treasury Bill                                                                 | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2775000 | PA      | $2750181.07   | 0.11%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                                | AES Corp/The                                                                                | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     462000 | PA      | $395436.83    | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC Term Loan B                                                     | Creative Artists Agency LLC Term Loan B                                                     | CUSIP: N/A<br>LEI: 5493008FV5TCFL3KHH96       | Long             | LON              | CORP              | US        |     499094 | PA      | $496064.34    | 0.02%             | 2031-10-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     903682 | PA      | $800790.44    | 0.03%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     300000 | PA      | $272484.39    | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100320.40    | 0.00%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                              | NRG Energy Inc                                                                              | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53871.30     | 0.00%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                                 | Corning Inc                                                                                 | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     404000 | PA      | $347267.24    | 0.01%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| World Wide Technology Holding Co LLC Term Loan B                                            | World Wide Technology Holding Co LLC Term Loan B                                            | CUSIP: N/A<br>LEI: 213800MTFQARCZL1PY64       | Long             | LON              | CORP              | US        |     220344 | PA      | $219242.59    | 0.01%             | 2030-03-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199381.26    | 0.01%             | 2033-07-22      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BrewCo Borrower LLC Term Loan                                                               | BrewCo Borrower LLC Term Loan                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37164 | PA      | $33447.21     | 0.00%             | 2026-01-05      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Empower Finance 2020 LP                                                                     | Empower Finance 2020 LP                                                                     | CUSIP: 29248HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $186465.01    | 0.01%             | 2027-09-17      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance PLC                                                           | Swiss RE Subordinated Finance PLC                                                           | CUSIP: 87088QAB0<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $198162.34    | 0.01%             | 2046-04-01      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     770000 | PA      | $795657.72    | 0.03%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100886.42    | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EP860<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |       5900 | NS      | $147500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96490.71     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100106.71    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                                   | DH Europe Finance II Sarl                                                                   | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $70215.34     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                                     | Duke Energy Indiana LLC                                                                     | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     100000 | PA      | $66305.87     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     958000 | PA      | $981181.29    | 0.04%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     100000 | PA      | $64707.83     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2023-A                                                            | Nelnet Student Loan Trust 2023-A                                                            | CUSIP: 64032PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     465975 | PA      | $476228.95    | 0.02%             | 2041-02-20      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                                   | Brighthouse Financial Inc                                                                   | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |      50000 | PA      | $37165.18     | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     649000 | PA      | $495034.58    | 0.02%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                          | Vodafone Group PLC                                                                          | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     487000 | PA      | $444227.81    | 0.02%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                                   | Linde PLC                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $110343.37    | 0.00%             | 2027-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                                  | FedEx Corp                                                                                  | CUSIP: 31428XCX2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     100000 | PA      | $82849.45     | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd                                                                          | Azorra Finance Ltd                                                                          | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    3975000 | PA      | $3944313.00   | 0.16%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     200000 | PA      | $170712.75    | 0.01%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                               | Enel Finance International NV                                                               | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     347000 | PA      | $336946.58    | 0.01%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants LLC                                                              | Raising Cane's Restaurants LLC                                                              | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |     400000 | PA      | $423901.60    | 0.02%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC Term Loan B                                                             | LBM Acquisition LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 549300FAEB3VWZL4NI86       | Long             | LON              | CORP              | US        |      59764 | PA      | $58776.70     | 0.00%             | 2027-12-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub Inc                                                                 | Dornoch Debt Merger Sub Inc                                                                 | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7976000 | PA      | $5512034.14   | 0.22%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                       | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     808000 | PA      | $838572.76    | 0.03%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                                | Traton Finance Luxembourg SA                                                                | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $116973.48    | 0.00%             | 2028-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc Term Loan B2                                                | Advantage Sales & Marketing Inc Term Loan B2                                                | CUSIP: N/A<br>LEI: 549300T4O24KQDED1182       | Long             | LON              | CORP              | US        |     266969 | PA      | $234265.56    | 0.01%             | 2027-10-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC Term Loan B                                                          | First Brands Group LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     321200 | PA      | $297913.34    | 0.01%             | 2027-03-30      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1110000 | PA      | $1148442.55   | 0.05%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                                     | Ausgrid Finance Pty Ltd                                                                     | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $61351.17     | 0.00%             | 2027-02-05      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                                 | Cargill Inc                                                                                 | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88239.31     | 0.00%             | 2045-11-23      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                                | Wisconsin Power and Light Co                                                                | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     499000 | PA      | $464957.96    | 0.02%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                        | Edison International                                                                        | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99348.45     | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC Term Loan B                                                             | Victra Holdings LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 549300KWDYQKQSF0MQ18       | Long             | LON              | CORP              | US        |     999226 | PA      | $970498.74    | 0.04%             | 2029-03-31      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                              | Hackensack Meridian Health Inc                                                              | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     100000 | PA      | $61836.91     | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                             | Tyson Foods Inc                                                                             | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88656.39     | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                                      | Digital Dutch Finco BV                                                                      | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $100202.21    | 0.00%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                                         | Block Financial LLC                                                                         | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $94291.05     | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                          | Mitsubishi UFJ Financial Group Inc                                                          | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $193148.54    | 0.01%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1816000 | PA      | $1797531.82   | 0.07%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| COLT 2021-RPL1 Trust                                                                        | COLT 2021-RPL1 Trust                                                                        | CUSIP: 12598PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     320918 | PA      | $292301.10    | 0.01%             | 2061-09-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                               | Smyrna Ready Mix Concrete LLC                                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2076099.71   | 0.08%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                                         | Caterpillar Financial Services Corp                                                         | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     361000 | PA      | $362812.56    | 0.01%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Duke Energy Progress LLC                                                                    | Duke Energy Progress LLC                                                                    | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     545000 | PA      | $410987.44    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     577000 | PA      | $588045.50    | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99549.26     | 0.00%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29251ZBZ9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $58009.39     | 0.00%             | 2033-05-26      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 780086UA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $71231.68     | 0.00%             | 2031-11-03      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                                  | Eastern Power Networks PLC                                                                  | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $96352.68     | 0.00%             | 2035-06-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                                    | Warnermedia Holdings Inc                                                                    | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     530000 | PA      | $360536.04    | 0.01%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| SupplyOne Inc Term Loan B                                                                   | SupplyOne Inc Term Loan B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     211918 | PA      | $210373.10    | 0.01%             | 2031-03-27      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                                          | Clear Channel Outdoor Holdings Inc                                                          | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    6140000 | PA      | $6142747.77   | 0.25%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                              | BP Capital Markets America Inc                                                              | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     100000 | PA      | $62522.93     | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                                | Takeda Pharmaceutical Co Ltd                                                                | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $105707.29    | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC/NV Term Loan B                                                   | Fertitta Entertainment LLC/NV Term Loan B                                                   | CUSIP: N/A<br>LEI: 984500A0805D8V551D35       | Long             | LON              | CORP              | US        |     345436 | PA      | $336154.04    | 0.01%             | 2029-01-13      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2006-2                                                       | Bayview Commercial Asset Trust 2006-2                                                       | CUSIP: 07324YAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     367389 | PA      | $348498.15    | 0.01%             | 2036-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc                                                                      | RB Global Holdings Inc                                                                      | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     925000 | PA      | $969847.70    | 0.04%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc Term Loan B                                                              | Varsity Brands Inc Term Loan B                                                              | CUSIP: N/A<br>LEI: 254900PLBJA0I5NSTT38       | Long             | LON              | CORP              | US        |     823000 | PA      | $807568.75    | 0.03%             | 2031-08-26      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2                               | Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2                               | CUSIP: 86362YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1930025 | PA      | $1260436.53   | 0.05%             | 2037-03-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                                    | Mass General Brigham Inc                                                                    | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $64575.58     | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                                    | Virgin Media Finance PLC                                                                    | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    3925000 | PA      | $3441085.97   | 0.14%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         36 | NC      | $16227.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arsenal AIC Parent LLC Term Loan B                                                          | Arsenal AIC Parent LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     103434 | PA      | $101804.45    | 0.00%             | 2030-08-18      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                                  | Nasdaq Inc                                                                                  | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102785.15    | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO VI                                                                      | MidOcean Credit CLO VI                                                                      | CUSIP: 59802XBN2<br>LEI: 549300YUUBR2C1GYW366 | Long             | ABS-O            | CORP              | KY        |     224047 | PA      | $224013.96    | 0.01%             | 2033-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                          | Mitsubishi UFJ Financial Group Inc                                                          | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |     200000 | PA      | $207992.48    | 0.01%             | 2029-07-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                                     | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     260000 | PA      | $221675.92    | 0.01%             | 2031-12-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                           | Post Holdings Inc                                                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     400000 | PA      | $377042.00    | 0.02%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                             | Weyerhaeuser Co                                                                             | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     654000 | PA      | $477703.19    | 0.02%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                            | Alabama Power Co                                                                            | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     150000 | PA      | $95134.93     | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                            | Enbridge Gas Inc                                                                            | CUSIP: 29290ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $65816.05     | 0.00%             | 2044-08-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                                     | Eni SpA                                                                                     | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     533000 | PA      | $501626.19    | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1268290 | PA      | $1034909.47   | 0.04%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                      | Marvell Technology Inc                                                                      | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $201107.78    | 0.01%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Crestline Denali CLO XV Ltd                                                                 | Crestline Denali CLO XV Ltd                                                                 | CUSIP: 22616CAJ2<br>LEI: 254900I3X14OTGXOC969 | Long             | ABS-O            | CORP              | KY        |      85459 | PA      | $85436.11     | 0.00%             | 2030-04-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XDY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3969789 | PA      | $3338782.69   | 0.14%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     420000 | PA      | $400555.11    | 0.02%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                 | Honeywell International Inc                                                                 | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     591000 | PA      | $602648.07    | 0.02%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MX Holdings US Inc Term Loan B                                                              | MX Holdings US Inc Term Loan B                                                              | CUSIP: N/A<br>LEI: 549300RKTIVJWNROR778       | Long             | LON              | CORP              | US        |      48000 | PA      | $47760.00     | 0.00%             | 2032-02-20      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     983000 | PA      | $1046234.77   | 0.04%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                                    | Corebridge Financial Inc                                                                    | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |      20000 | NS      | $477200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckeye Partners LP                                                                         | Buckeye Partners LP                                                                         | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     725000 | PA      | $698950.68    | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                                      | Air Liquide Finance SA                                                                      | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $98021.48     | 0.00%             | 2031-05-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                                     | Veolia Environnement SA                                                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $221336.54    | 0.01%             | 2028-01-10      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                                | Trivium Packaging Finance BV                                                                | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    3775000 | PA      | $3737915.53   | 0.15%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                                | Magnera Corp                                                                                | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     950000 | PA      | $827834.75    | 0.03%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co/The                                                                   | Brooklyn Union Gas Co/The                                                                   | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     150000 | PA      | $157765.70    | 0.01%             | 2033-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Avalara Inc Term Loan B                                                                     | Avalara Inc Term Loan B                                                                     | CUSIP: N/A<br>LEI: 549300Q16CMW239SS315       | Long             | LON              | CORP              | US        |     369000 | PA      | $366579.36    | 0.01%             | 2032-03-19      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                                  | Zoetis Inc                                                                                  | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     428000 | PA      | $448290.96    | 0.02%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lake George Park CLO Ltd                                                                    | Lake George Park CLO Ltd                                                                    | CUSIP: 509827AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     761000 | PA      | $752787.29    | 0.03%             | 2038-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                                         | Cardinal Health Inc                                                                         | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86362.16     | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                 | Cencora Inc                                                                                 | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89475.40     | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp Term Loan B2                                                            | Select Medical Corp Term Loan B2                                                            | CUSIP: N/A<br>LEI: 549300X05KS0JKR8CB50       | Long             | LON              | CORP              | US        |     226272 | PA      | $225566.15    | 0.01%             | 2031-11-18      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| First Horizon Bank                                                                          | First Horizon Bank                                                                          | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2255339.33   | 0.09%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $132536.25    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Georgia Global Utilities JSC                                                                | Georgia Global Utilities JSC                                                                | CUSIP: 373196AB0<br>LEI: 213800JCP8ERP6FTOL26 | Long             | DBT              | CORP              | GE        |     850000 | PA      | $859178.30    | 0.03%             | 2029-07-25      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings Inc                                                                 | Duquesne Light Holdings Inc                                                                 | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87994.78     | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     100000 | PA      | $122263.85    | 0.00%             | 2029-05-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                              | BankUnited Inc                                                                              | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1709492.92   | 0.07%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC Term Loan B                                                              | Ryan Specialty LLC Term Loan B                                                              | CUSIP: N/A<br>LEI: 549300K52N7QBO3PYY45       | Long             | LON              | CORP              | US        |     563411 | PA      | $560593.94    | 0.02%             | 2031-09-10      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     939000 | PA      | $901255.96    | 0.04%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                                | Pioneer Natural Resources Co                                                                | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     458000 | PA      | $460778.70    | 0.02%             | 2026-03-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                                         | Eastman Chemical Co                                                                         | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     758000 | PA      | $775273.70    | 0.03%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                         | Dominion Energy Inc                                                                         | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1032348.45   | 0.04%             | 2055-05-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                                         | Fifth Third Bank NA                                                                         | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |     647000 | PA      | $650884.58    | 0.03%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     494000 | PA      | $490708.39    | 0.02%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                                         | Kimberly-Clark Corp                                                                         | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87387.80     | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      29254 | NS      | $531252.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202107.71    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WPP Finance SA                                                                              | WPP Finance SA                                                                              | CUSIP: N/A<br>LEI: 549300KWN0W6L03WNN80       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117208.04    | 0.00%             | 2028-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                                 | Telia Co AB                                                                                 | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $97242.64     | 0.00%             | 2030-11-27      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                                     | Marathon Petroleum Corp                                                                     | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100635.19    | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                                    | Agilent Technologies Inc                                                                    | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    1114000 | PA      | $1034092.39   | 0.04%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                   | Occidental Petroleum Corp                                                                   | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     616000 | PA      | $600094.14    | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102146.07    | 0.00%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance PLC / Vista Management Holding Inc                                   | VistaJet Malta Finance PLC / Vista Management Holding Inc                                   | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1400000 | PA      | $1208711.98   | 0.05%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NWD MTN Ltd                                                                                 | NWD MTN Ltd                                                                                 | CUSIP: G6681PAW0<br>LEI: 254900STSWBVJ5FV9O74 | Long             | DBT              | CORP              | VG        |     450000 | PA      | $261681.12    | 0.01%             | 2030-05-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Province of British Columbia Canada                                                         | Province of British Columbia Canada                                                         | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    1625000 | PA      | $1591695.76   | 0.06%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                            | Raiffeisen Bank International AG                                                            | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |     100000 | PA      | $104990.65    | 0.00%             | 2033-06-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                                          | Voya Financial Inc                                                                          | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |      77215 | NS      | $1874008.05   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Public Service Co                                                              | Southwestern Public Service Co                                                              | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50077.43     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc Term Loan B                                                                | Arches Buyer Inc Term Loan B                                                                | CUSIP: N/A<br>LEI: 2549009ADY4208OH2Y47       | Long             | LON              | CORP              | US        |    5674847 | PA      | $5552837.51   | 0.23%             | 2027-12-06      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                            | Ryder System Inc                                                                            | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     652000 | PA      | $669181.61    | 0.03%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99776.20     | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                                 | Viatris Inc                                                                                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    1167000 | PA      | $734435.54    | 0.03%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                  | Sysco Corp                                                                                  | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1497000 | PA      | $1209464.29   | 0.05%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                               | Intercontinental Exchange Inc                                                               | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $82099.60     | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96258.98     | 0.00%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103650.04    | 0.00%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                                          | BMW US Capital LLC                                                                          | CUSIP: 05565EAY1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196193.52    | 0.01%             | 2028-04-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                                          | Plains All American Pipeline LP / PAA Finance Corp                                          | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $40842.59     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                           | Hyatt Hotels Corp                                                                           | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101706.18    | 0.00%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                           | Clean Harbors Inc                                                                           | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     225000 | PA      | $229185.00    | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97304.68     | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc Term Loan B                                                                    | Dayforce Inc Term Loan B                                                                    | CUSIP: N/A<br>LEI: 549300T64GVCHFJ8L449       | Long             | LON              | CORP              | US        |     195214 | PA      | $194970.00    | 0.01%             | 2031-03-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                                   | Banco Mercantil del Norte SA/Grand Cayman                                                   | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     725000 | PA      | $713709.36    | 0.03%             | N/A             | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance Luxembourg SA                                                              | Swiss Re Finance Luxembourg SA                                                              | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $196799.00    | 0.01%             | 2049-04-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                                     | Sherwin-Williams Co/The                                                                     | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84407.93     | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     694000 | PA      | $706278.47    | 0.03%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    1067000 | PA      | $765438.32    | 0.03%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1307775.00   | 0.05%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96699.06     | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1637000 | PA      | $1409401.69   | 0.06%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                                         | Caterpillar Financial Services Corp                                                         | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1094540.11   | 0.04%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                          | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $197028.86    | 0.01%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Telecommunications co Telekom Srbija AD Belgrade                                            | Telecommunications co Telekom Srbija AD Belgrade                                            | CUSIP: X9300AAA7<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |     700000 | PA      | $693935.20    | 0.03%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                                          | Valero Energy Corp                                                                          | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     100000 | PA      | $64890.07     | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     250000 | PA      | $254802.37    | 0.01%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $219527.83    | 0.01%             | 2026-09-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     191000 | PA      | $185698.97    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd                                                        | Kingston Airport Revenue Finance Ltd                                                        | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |    2125000 | PA      | $2100562.50   | 0.09%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                                       | Republic Services Inc                                                                       | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     733000 | PA      | $750180.84    | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Operating Co LP Term Loan B                                                  | TransMontaigne Operating Co LP Term Loan B                                                  | CUSIP: N/A<br>LEI: 549300V4T155OZCUJ734       | Long             | LON              | CORP              | US        |     280365 | PA      | $279664.37    | 0.01%             | 2028-11-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 06415FFT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $71260.70     | 0.00%             | 2026-11-02      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         50 | NC      | $3437.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Group Finance Co VIII LLC                                                               | KKR Group Finance Co VIII LLC                                                               | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $33105.16     | 0.00%             | 2050-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                               | Medtronic Global Holdings SCA                                                               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $68403.02     | 0.00%             | 2050-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                                         | EssilorLuxottica SA                                                                         | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $106763.11    | 0.00%             | 2028-06-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88996.27     | 0.00%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                           | Entergy Texas Inc                                                                           | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1384759.60   | 0.06%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                         | Intesa Sanpaolo SpA                                                                         | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1612000 | PA      | $1732764.75   | 0.07%             | 2054-06-20      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $60280.05     | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                             | Inter-American Development Bank                                                             | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | XX        |   93000000 | PA      | $1128959.37   | 0.05%             | 2033-04-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                                          | Teleperformance SE                                                                          | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115497.04    | 0.00%             | 2030-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                                    | CSX Corp                                                                                    | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     100000 | PA      | $77109.89     | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership Term Loan I                                                     | Ziggo Financing Partnership Term Loan I                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     808000 | PA      | $793860.00    | 0.03%             | 2028-04-28      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                            | AmeriTex HoldCo Intermediate LLC                                                            | CUSIP: 030727AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1936657.56   | 0.08%             | 2028-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc                                                                    | Team Health Holdings Inc                                                                    | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     607961 | PA      | $652038.17    | 0.03%             | 2028-06-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                           | InterContinental Hotels Group PLC                                                           | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $126781.81    | 0.01%             | 2028-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QRJT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2380948 | PA      | $2289453.79   | 0.09%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                               | Santander Drive Auto Receivables Trust 2024-1                                               | CUSIP: 80288AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      33683 | PA      | $33701.91     | 0.00%             | 2027-02-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                                   | ORIX Corp                                                                                   | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      50000 | PA      | $50612.67     | 0.00%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| L3Harris Technologies Inc                                                                   | L3Harris Technologies Inc                                                                   | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101586.13    | 0.00%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-37834.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc Term Loan B1                                                  | Concentra Health Services Inc Term Loan B1                                                  | CUSIP: N/A<br>LEI: 984500GB84105F75DE32       | Long             | LON              | CORP              | US        |     249375 | PA      | $246881.25    | 0.01%             | 2031-07-26      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $97319.36     | 0.00%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                                     | Essential Utilities Inc                                                                     | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     100000 | PA      | $65489.27     | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                                      | AXA SA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112343.53    | 0.00%             | 2049-05-28      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                                 | Prudential Funding Asia PLC                                                                 | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $94056.43     | 0.00%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                                        | Siemens Financieringsmaatschappij NV                                                        | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $113217.18    | 0.00%             | 2033-09-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                           | General Motors Co                                                                           | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94322.13     | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $22833.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                          | Ingersoll Rand Inc                                                                          | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102767.18    | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                                    | CCEP Finance Ireland DAC                                                                    | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $81090.25     | 0.00%             | 2041-05-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp Term Loan B                                                               | Primo Brands Corp Term Loan B                                                               | CUSIP: N/A<br>LEI: 254900J0WS4AXV2LAX55       | Long             | LON              | CORP              | US        |     955854 | PA      | $947251.46    | 0.04%             | 2028-03-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                                      | Yara International ASA                                                                      | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     100000 | PA      | $99569.93     | 0.00%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                         | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118711.95    | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150607.45    | 0.01%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                                       | Waste Connections Inc                                                                       | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    1334000 | PA      | $1135830.19   | 0.05%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Mersin Uluslararasi Liman Isletmeciligi AS                                                  | Mersin Uluslararasi Liman Isletmeciligi AS                                                  | CUSIP: N/A<br>LEI: 635400DAFN6NT43HM530       | Long             | DBT              | CORP              | TR        |     650000 | PA      | $666881.80    | 0.03%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                                     | Duke Energy Indiana LLC                                                                     | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93294.62     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101326.73    | 0.00%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     200000 | PA      | $168956.59    | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                                          | Republic of Poland Government Bond                                                          | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |   10657900 | PA      | $2546154.93   | 0.10%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2022-2                                             | AmeriCredit Automobile Receivables Trust 2022-2                                             | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     527628 | PA      | $527218.30    | 0.02%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust              | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust              | CUSIP: 93934NAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1567651 | PA      | $1114639.86   | 0.05%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GRLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1499051 | PA      | $1537788.82   | 0.06%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                                          | Steel Dynamics Inc                                                                          | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     412000 | PA      | $413620.75    | 0.02%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2                               | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2                               | CUSIP: 25151UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     677746 | PA      | $619412.85    | 0.03%             | 2037-03-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                            | Blue Owl Technology Finance Corp                                                            | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94157.34     | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119307.15    | 0.00%             | 2030-03-02      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                            | Nationstar Mortgage Holdings Inc                                                            | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1416373.34   | 0.06%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                             | CMS Energy Corp                                                                             | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     159839 | NS      | $3564409.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Life Global Funding                                                                | New York Life Global Funding                                                                | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |     100000 | PA      | $116133.76    | 0.00%             | 2030-07-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| VC GB Holdings I Corp Term Loan B                                                           | VC GB Holdings I Corp Term Loan B                                                           | CUSIP: N/A<br>LEI: 549300K4B21TSY42LF51       | Long             | LON              | CORP              | US        |      57000 | PA      | $54213.27     | 0.00%             | 2028-06-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                                              | LD Celulose International GmbH                                                              | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    1350000 | PA      | $1386956.25   | 0.06%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc Term Loan B5                                                          | Phoenix Guarantor Inc Term Loan B5                                                          | CUSIP: N/A<br>LEI: 254900JIOIDL3GSUFE55       | Long             | LON              | CORP              | US        |     485644 | PA      | $481797.30    | 0.02%             | 2031-02-21      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| FRESB 2020-SB76 Mortgage Trust                                                              | FRESB 2020-SB76 Mortgage Trust                                                              | CUSIP: 30315EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6034335 | PA      | $217738.12    | 0.01%             | 2030-05-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                                     | Pricoa Global Funding I                                                                     | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     439000 | PA      | $439178.69    | 0.02%             | 2031-08-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                                   | HA Sustainable Infrastructure Capital Inc                                                   | CUSIP: 41068XAE0<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48010.95     | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90095.46     | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                                   | TransCanada PipeLines Ltd                                                                   | CUSIP: 89353ZCL0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $79305.09     | 0.00%             | 2052-05-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     400000 | PA      | $392056.40    | 0.02%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                                           | Lithia Motors Inc                                                                           | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1240127.28   | 0.05%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                                                      | Castellum Helsinki Finance Holding Abp                                                      | CUSIP: N/A<br>LEI: 743700WAF2AHZ4LRAR98       | Long             | DBT              | CORP              | FI        |     100000 | PA      | $101237.41    | 0.00%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                                  | DaVita Inc                                                                                  | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     650000 | PA      | $571457.06    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                                    | Toyota Motor Credit Corp                                                                    | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     293000 | PA      | $291927.39    | 0.01%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                                                          | CSN Inova Ventures                                                                          | CUSIP: N/A<br>LEI: 222100R8R68DM7VM3661       | Long             | DBT              | CORP              | KY        |     725000 | PA      | $674793.82    | 0.03%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                                    | F&G Annuities & Life Inc                                                                    | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     252000 | PA      | $243011.22    | 0.01%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC               | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC               | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    1975000 | PA      | $2028360.55   | 0.08%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Caja de Compensacion de Asignacion Familiar de Los Andes                                    | Caja de Compensacion de Asignacion Familiar de Los Andes                                    | CUSIP: 12803AAD3<br>LEI: 549300VGDEQ1WZPVLL10 | Long             | DBT              | CORP              | CL        |    3175000 | PA      | $3280102.03   | 0.13%             | 2029-07-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Paramount Global                                                                            | Paramount Global                                                                            | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     330000 | PA      | $239427.01    | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                          | Royalty Pharma PLC                                                                          | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $62308.30     | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                           | National Grid PLC                                                                           | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $102230.13    | 0.00%             | 2029-09-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95458.77     | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                            | Crown Castle Inc                                                                            | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     525000 | PA      | $539360.65    | 0.02%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-44345.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                             | JAB Holdings BV                                                                             | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119797.45    | 0.00%             | 2032-06-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings Inc Term Loan B                                                         | ACProducts Holdings Inc Term Loan B                                                         | CUSIP: N/A<br>LEI: 254900KTNXVUUHWHBF39       | Long             | LON              | CORP              | US        |     103963 | PA      | $69539.57     | 0.00%             | 2028-05-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89958.08     | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Plaze Inc Term Loan B                                                                       | Plaze Inc Term Loan B                                                                       | CUSIP: N/A<br>LEI: 54930069WJQSNERFIV02       | Long             | LON              | CORP              | US        |      44883 | PA      | $41644.96     | 0.00%             | 2026-08-03      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     150000 | PA      | $100375.58    | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                                      | Boardwalk Pipelines LP                                                                      | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100144.77    | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                            | Bank of New York Mellon Corp/The                                                            | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1787351.40   | 0.07%             | N/A             | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                                  | DCP Midstream Operating LP                                                                  | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85914.13     | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140LNRC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     802808 | PA      | $672288.30    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                             | Nordea Bank Abp                                                                             | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     970000 | PA      | $991722.39    | 0.04%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     500000 | PA      | $501765.00    | 0.02%             | N/A             | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                              | Commonwealth Bank of Australia                                                              | CUSIP: 2027A0KK4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $194783.56    | 0.01%             | 2027-03-14      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| FirstEnergy Corp                                                                            | FirstEnergy Corp                                                                            | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     660000 | PA      | $549440.48    | 0.02%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     125000 | PA      | $122736.76    | 0.00%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98315.80     | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                                        | Entergy Arkansas LLC                                                                        | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     100000 | PA      | $78787.46     | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-5                                                             | Angel Oak Mortgage Trust 2025-5                                                             | CUSIP: 03466EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     857000 | PA      | $858930.14    | 0.03%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                        | Glencore Funding LLC                                                                        | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     100000 | PA      | $69462.41     | 0.00%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Express Corp 2020-1 Pass Through Trusts                                             | Federal Express Corp 2020-1 Pass Through Trusts                                             | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1903749 | PA      | $1619862.82   | 0.07%             | 2035-08-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Teine Energy Ltd                                                                            | Teine Energy Ltd                                                                            | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | CORP              | CA        |    1800000 | PA      | $1708637.76   | 0.07%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                                        | FirstEnergy Pennsylvania Electric Co                                                        | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1039000 | PA      | $1059179.65   | 0.04%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United Airlines 2023-1 Class A Pass Through Trust                                           | United Airlines 2023-1 Class A Pass Through Trust                                           | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95531 | PA      | $95097.41     | 0.00%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                                   | Kellanova                                                                                   | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    1324000 | PA      | $1504531.40   | 0.06%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                          | Royalty Pharma PLC                                                                          | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1182000 | PA      | $995165.39    | 0.04%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                          | Vodafone Group PLC                                                                          | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $185507.52    | 0.01%             | 2053-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                                 | Energean Israel Finance Ltd                                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    3275000 | PA      | $2961517.00   | 0.12%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     410000 | PA      | $408998.17    | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96663.12     | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                               | Santander Drive Auto Receivables Trust 2024-3                                               | CUSIP: 80287LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     464544 | PA      | $465244.77    | 0.02%             | 2027-06-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Inmobiliaria Colonial Socimi SA                                                             | Inmobiliaria Colonial Socimi SA                                                             | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $112648.26    | 0.00%             | 2026-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $40566.70     | 0.00%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     742000 | PA      | $726609.93    | 0.03%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                             | LCM Investments Holdings II LLC                                                             | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1804158.53   | 0.07%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                            | Coca-Cola Co/The                                                                            | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     200000 | PA      | $187703.04    | 0.01%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382JA89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    2029118 | PA      | $299101.74    | 0.01%             | 2050-09-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     100000 | PA      | $68018.99     | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $76615.83     | 0.00%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| ATD New Holdings Inc                                                                        | ATD New Holdings Inc                                                                        | CUSIP: 04683P100<br>LEI: 5493001F45YR8KICVO87 | Long             | EC               | CORP              | US        |     385347 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lonza Finance International NV                                                              | Lonza Finance International NV                                                              | CUSIP: N/A<br>LEI: 549300AS6XQBD4ETT379       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $113988.31    | 0.00%             | 2030-09-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                                      | TotalEnergies Capital International SA                                                      | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $84784.25     | 0.00%             | 2040-05-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95686.05     | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                             | AstraZeneca PLC                                                                             | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $96795.75     | 0.00%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                 | Nutrien Ltd                                                                                 | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $230777.62    | 0.01%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1984975.80   | 0.08%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Victory Buyer LLC Term Loan                                                                 | Victory Buyer LLC Term Loan                                                                 | CUSIP: N/A<br>LEI: 549300G9TEUHGC81N056       | Long             | LON              | CORP              | US        |    1031287 | PA      | $995841.32    | 0.04%             | 2028-11-18      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                                 | Target Corp                                                                                 | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73912.32     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                                                | Flex Intermediate Holdco LLC                                                                | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88384.52     | 0.00%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                                        | Targa Resources Corp                                                                        | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91320.69     | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1725000 | PA      | $1732951.18   | 0.07%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energo-Pro AS                                                                               | Energo-Pro AS                                                                               | CUSIP: N/A<br>LEI: 315700IQCL9IX158RO36       | Long             | DBT              | CORP              | CZ        |     325000 | PA      | $326217.01    | 0.01%             | 2027-02-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                                   | Mapfre SA                                                                                   | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $114935.26    | 0.00%             | 2047-03-31      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $177037.32    | 0.01%             | 2036-02-18      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                        | ERAC USA Finance LLC                                                                        | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98728.83     | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC Term Loan B                                                          | Aveanna Healthcare LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: 5493006D6JRLPIY8YV18       | Long             | LON              | CORP              | US        |    5606511 | PA      | $5486700.02   | 0.22%             | 2028-07-17      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |     100000 | PA      | $114908.98    | 0.00%             | 2027-02-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc Term Loan B                                              | Clear Channel Outdoor Holdings Inc Term Loan B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2768855 | PA      | $2678866.81   | 0.11%             | 2028-08-23      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                                | Unibail-Rodamco-Westfield SE                                                                | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $91883.14     | 0.00%             | 2037-05-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EFS Cogen Holdings I LLC Term Loan B                                                        | EFS Cogen Holdings I LLC Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300KDKPYR8NXXKI52       | Long             | LON              | CORP              | US        |     129025 | PA      | $128917.91    | 0.01%             | 2031-10-03      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP Term Loan B                                                             | Medline Borrower LP Term Loan B                                                             | CUSIP: N/A<br>LEI: 254900QT3R363TVK6F09       | Long             | LON              | CORP              | US        |    1811044 | PA      | $1797642.16   | 0.07%             | 2028-10-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                               | CME Group Inc                                                                               | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99475.88     | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    2756360 | OU      | $547527.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $985.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                   | Occidental Petroleum Corp                                                                   | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1232000 | PA      | $874660.86    | 0.04%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                                       | Blue Owl Capital Corp                                                                       | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94810.32     | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2006-A                                                | SLM Private Credit Student Loan Trust 2006-A                                                | CUSIP: 78443CCL6<br>LEI: 549300I2YWZ9E1B0EY33 | Long             | ABS-O            | CORP              | US        |    1343030 | PA      | $1302526.89   | 0.05%             | 2039-06-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust 2008-3                                                               | SLM Student Loan Trust 2008-3                                                               | CUSIP: 78444GAC8<br>LEI: 549300OORAXMFXOHG132 | Long             | ABS-O            | CORP              | US        |    1800402 | PA      | $1781128.40   | 0.07%             | 2028-07-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd                                                                     | ENN Energy Holdings Ltd                                                                     | CUSIP: G3066LAF8<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $181662.98    | 0.01%             | 2030-09-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-47397.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                                | Focus Financial Partners LLC                                                                | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2907290.87   | 0.12%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc Term Loan B                                                        | TricorBraun Holdings Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 2549009AB5YVVW5J1U62       | Long             | LON              | CORP              | US        |     545756 | PA      | $537411.08    | 0.02%             | 2028-03-03      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     453000 | PA      | $373047.10    | 0.02%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                | Citizens Financial Group Inc                                                                | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1221323.35   | 0.05%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     200000 | PA      | $188714.06    | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1447000 | PA      | $1467844.47   | 0.06%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Kestrel Acquisition LLC Term Loan B                                                         | Kestrel Acquisition LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: 549300ER0JUHJLPPMH08       | Long             | LON              | CORP              | US        |     199000 | PA      | $198502.50    | 0.01%             | 2031-10-29      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                              | Oncor Electric Delivery Co LLC                                                              | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     573000 | PA      | $547951.43    | 0.02%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                                    | NIKE Inc                                                                                    | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     100000 | PA      | $77375.91     | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                            | Trane Technologies Financing Ltd                                                            | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |      50000 | PA      | $48981.54     | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC Term Loan B                                                   | White Cap Supply Holdings LLC Term Loan B                                                   | CUSIP: N/A<br>LEI: 254900L2N0T6GULCL366       | Long             | LON              | CORP              | US        |     208478 | PA      | $202838.18    | 0.01%             | 2029-10-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2023-2                                             | AmeriCredit Automobile Receivables Trust 2023-2                                             | CUSIP: 03065UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1105611 | PA      | $1108246.23   | 0.05%             | 2027-04-19      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Jupiter Buyer Inc Term Loan B                                                               | Jupiter Buyer Inc Term Loan B                                                               | CUSIP: N/A<br>LEI: 254900FACU3AJQKAQ270       | Long             | LON              | CORP              | US        |     273448 | PA      | $272081.04    | 0.01%             | 2031-10-10      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                    | Florida Power & Light Co                                                                    | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     878000 | PA      | $909244.14    | 0.04%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                               | Zurich Finance Ireland Designated Activity Co                                               | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |    7000000 | PA      | $5985000.00   | 0.24%             | 2051-04-19      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                                | Comerica Inc                                                                                | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101228.23    | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                  | Sysco Corp                                                                                  | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53005.72     | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-SPRL Mortgage Trust                                                       | Hudson Yards 2025-SPRL Mortgage Trust                                                       | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     380000 | PA      | $390503.28    | 0.02%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136ART32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    7295568 | PA      | $860419.57    | 0.03%             | 2046-05-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC Term Loan B                                                                 | Nexus Buyer LLC Term Loan B                                                                 | CUSIP: N/A<br>LEI: 254900PILSANV8WOOF24       | Long             | LON              | CORP              | US        |     698250 | PA      | $695827.07    | 0.03%             | 2031-07-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1536000 | PA      | $1466093.03   | 0.06%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1173000 | PA      | $799920.21    | 0.03%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102912.79    | 0.00%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                                   | Prologis Euro Finance LLC                                                                   | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |     200000 | PA      | $188914.39    | 0.01%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                                   | TransCanada PipeLines Ltd                                                                   | CUSIP: 89352HAX7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $44801.16     | 0.00%             | 2038-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     901000 | PA      | $657411.21    | 0.03%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY Term Loan C                                                                      | USI Inc/NY Term Loan C                                                                      | CUSIP: N/A<br>LEI: 2549006D7UF7072T7I27       | Long             | LON              | CORP              | US        |     230564 | PA      | $228892.07    | 0.01%             | 2030-09-27      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                                        | Ontario Teachers' Cadillac Fairview Properties Trust                                        | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     830000 | PA      | $723586.16    | 0.03%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88691.74     | 0.00%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                         | International Bank for Reconstruction & Development                                         | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | XX        |  136000000 | PA      | $1596689.54   | 0.06%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                         | Sumitomo Mitsui Financial Group Inc                                                         | CUSIP: 86562MDA5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $203582.36    | 0.01%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                                    | Host Hotels & Resorts LP                                                                    | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     319000 | PA      | $290232.86    | 0.01%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94646.19     | 0.00%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B5VS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    3094121 | PA      | $370609.49    | 0.02%             | 2049-08-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                | American Express Credit Account Master Trust                                                | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    1305000 | PA      | $1322670.35   | 0.05%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                                     | Equitable Financial Life Global Funding                                                     | CUSIP: N/A<br>LEI: 635400B4JJBON4TCHF02       | Long             | DBT              | CORP              | US        |     100000 | PA      | $139338.18    | 0.01%             | 2028-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84988.60     | 0.00%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                                | Capgemini SE                                                                                | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $109963.86    | 0.00%             | 2029-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                                          | Leviathan Bond Ltd                                                                          | CUSIP: M6746GAD8<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    1700000 | PA      | $1642669.20   | 0.07%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP Term Loan B                                                               | Clarios Global LP Term Loan B                                                               | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |     580208 | PA      | $567919.53    | 0.02%             | 2030-05-04      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC Term Loan B                                                                    | PetSmart LLC Term Loan B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     933454 | PA      | $918285.56    | 0.04%             | 2028-02-11      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                                       | DuPont de Nemours Inc                                                                       | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30727.26     | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                                         | Ford Foundation/The                                                                         | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $603405.82    | 0.02%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership Term Loan AAA                                                 | Sunrise Financing Partnership Term Loan AAA                                                 | CUSIP: N/A<br>LEI: 213800DXWIS9KORQ3X94       | Long             | LON              | CORP              | US        |     222065 | PA      | $220557.30    | 0.01%             | 2032-01-31      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                         | Station Casinos LLC                                                                         | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    5975000 | PA      | $5401235.09   | 0.22%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                          | Athene Holding Ltd                                                                          | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     770000 | PA      | $481338.87    | 0.02%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                               | AppLovin Corp                                                                               | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     533000 | PA      | $532469.18    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     518000 | PA      | $504493.37    | 0.02%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                                         | Ghana Government International Bond                                                         | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |    1084920 | PA      | $824756.28    | 0.03%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                                    | Molson Coors Beverage Co                                                                    | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196702.06    | 0.01%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-27397.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        306 | NC      | $-717894.36   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                                                           | Brown & Brown Inc                                                                           | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101127.62    | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC Term Loan B                                                     | Allied Universal Holdco LLC Term Loan B                                                     | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | LON              | CORP              | US        |     730386 | PA      | $729276.25    | 0.03%             | 2028-05-12      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2525884 | PA      | $2006860.40   | 0.08%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                                  | Anheuser-Busch InBev SA/NV                                                                  | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $111517.22    | 0.00%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                       | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                       | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   13822000 | PA      | $12145482.63  | 0.49%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                                   | Suez SACA                                                                                   | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $123356.18    | 0.01%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                            | Nationstar Mortgage Holdings Inc                                                            | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1037403.00   | 0.04%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2015-B                                                     | SMB Private Education Loan Trust 2015-B                                                     | CUSIP: 78448QAE8<br>LEI: 549300ZLJ4U248VKSJ66 | Long             | ABS-O            | CORP              | US        |     238693 | PA      | $236956.94    | 0.01%             | 2040-12-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                                | New York Life Global Funding                                                                | CUSIP: 64952WEY5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     449000 | PA      | $456502.71    | 0.02%             | 2028-01-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                       | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     488000 | PA      | $497703.90    | 0.02%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                            | Reinsurance Group of America Inc                                                            | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92516.11     | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| British Airways 2019-1 Class AA Pass Through Trust                                          | British Airways 2019-1 Class AA Pass Through Trust                                          | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      76407 | PA      | $71124.74     | 0.00%             | 2034-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc Term Loan B                                                                | Cinemark USA Inc Term Loan B                                                                | CUSIP: N/A<br>LEI: 54930008H2137JSCPQ09       | Long             | LON              | CORP              | US        |     243176 | PA      | $242366.64    | 0.01%             | 2030-05-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco Inc Term Loan B                                                            | Bleriot US Bidco Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 254900ALCQ2A2VYD5Z08       | Long             | LON              | CORP              | US        |     291908 | PA      | $289718.81    | 0.01%             | 2030-10-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                                  | Deere & Co                                                                                  | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     556000 | PA      | $574926.83    | 0.02%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIV4                                                      | BX Commercial Mortgage Trust 2020-VIV4                                                      | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1359396.60   | 0.06%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                                  | Bell Telephone Co of Canada or Bell Canada                                                  | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $50405.46     | 0.00%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199812.24    | 0.01%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                       | Athene Global Funding                                                                       | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96640.35     | 0.00%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                                    | Republic of South Africa Government Bond                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   50850000 | PA      | $2116686.11   | 0.09%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                            | ABN AMRO Bank NV                                                                            | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $185395.77    | 0.01%             | 2029-12-13      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                                         | Quanta Services Inc                                                                         | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     697000 | PA      | $586489.48    | 0.02%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                             | Caterpillar Inc                                                                             | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     200000 | PA      | $163445.25    | 0.01%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                                | Centene Corp                                                                                | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195441.14    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     661000 | PA      | $646278.62    | 0.03%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                                 | Canadian Pacific Railway Co                                                                 | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     623000 | PA      | $537380.84    | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $257826.49    | 0.01%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust 2008-2                                                               | SLM Student Loan Trust 2008-2                                                               | CUSIP: 784442AC9<br>LEI: 549300MHMWVKFEDI8G73 | Long             | ABS-O            | CORP              | US        |     593608 | PA      | $592961.44    | 0.02%             | 2026-04-27      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                                        | EP Infrastructure AS                                                                        | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $106354.15    | 0.00%             | 2028-10-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102356.51    | 0.00%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC / HAT Holdings II LLC                                                    | HAT Holdings I LLC / HAT Holdings II LLC                                                    | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2350492.27   | 0.10%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Costco Wholesale Corp                                                                       | Costco Wholesale Corp                                                                       | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     200000 | PA      | $190219.53    | 0.01%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp Inc                                                      | Chobani LLC / Chobani Finance Corp Inc                                                      | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $471328.20    | 0.02%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $115401.09    | 0.00%             | 2032-05-14      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                              | Virginia Electric and Power Co                                                              | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98955.26     | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Limak Cimento Sanayi ve Ticaret AS                                                          | Limak Cimento Sanayi ve Ticaret AS                                                          | CUSIP: M67729AB5<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |    1800000 | PA      | $1764268.20   | 0.07%             | 2029-07-25      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1200000 | PA      | $1027607.40   | 0.04%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: —       |
| Nucor Corp                                                                                  | Nucor Corp                                                                                  | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     682000 | PA      | $683946.96    | 0.03%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                                          | Analog Devices Inc                                                                          | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46963.62     | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                                                               | OTP Bank Nyrt                                                                               | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | DBT              | CORP              | HU        |     100000 | PA      | $113968.26    | 0.00%             | 2030-10-16      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                                | Vontier Corp                                                                                | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93030.00     | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2005-B                                                | SLM Private Credit Student Loan Trust 2005-B                                                | CUSIP: 78443CCB8<br>LEI: 549300FE2YWO5PJ3Q820 | Long             | ABS-O            | CORP              | US        |     685824 | PA      | $668424.24    | 0.03%             | 2039-06-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp Term Loan B                                                    | Six Flags Entertainment Corp Term Loan B                                                    | CUSIP: N/A<br>LEI: 529900AS2CYWYFHRS781       | Long             | LON              | CORP              | US        |     178650 | PA      | $176952.83    | 0.01%             | 2031-04-18      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                                        | Western Digital Corp                                                                        | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91248.64     | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                              | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $110200.33    | 0.00%             | 2028-08-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                                                  | Toyota Auto Receivables 2023-C Owner Trust                                                  | CUSIP: 89231FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110110 | PA      | $110181.45    | 0.00%             | 2026-08-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     150000 | PA      | $160326.16    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3953000 | PA      | $3826380.47   | 0.16%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                               | DISH DBS Corp                                                                               | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1475000 | PA      | $923517.86    | 0.04%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc Term Loan                                                             | Ellucian Holdings Inc Term Loan                                                             | CUSIP: N/A<br>LEI: 549300RP8NIJ7FY7OS79       | Long             | LON              | CORP              | US        |    2070000 | PA      | $2067412.50   | 0.08%             | 2032-11-15      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc Term Loan B                                                         | Zayo Group Holdings Inc Term Loan B                                                         | CUSIP: N/A<br>LEI: 529900Z6OTS7RT0V0I47       | Long             | LON              | CORP              | US        |    2724000 | PA      | $2527000.32   | 0.10%             | 2027-03-09      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                                         | Northern Trust Corp                                                                         | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |       4858 | NS      | $95799.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim Finance US LLC                                                                       | Holcim Finance US LLC                                                                       | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     442000 | PA      | $446588.24    | 0.02%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                                         | Carrier Global Corp                                                                         | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     976000 | PA      | $762498.78    | 0.03%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     530000 | PA      | $525838.67    | 0.02%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIV Ltd                                                                    | Sixth Street CLO XIV Ltd                                                                    | CUSIP: 83013NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     379000 | PA      | $376011.21    | 0.02%             | 2038-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1541000 | PA      | $1147851.44   | 0.05%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Inc Term Loan B                                                      | Genesys Cloud Services Inc Term Loan B                                                      | CUSIP: N/A<br>LEI: 254900CRMBG6WX4HX396       | Long             | LON              | CORP              | US        |    1289768 | PA      | $1270691.84   | 0.05%             | 2032-01-23      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                                        | Aeropuertos Dominicanos Siglo XXI SA                                                        | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    1025000 | PA      | $1041010.50   | 0.04%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                                                     | WEX Inc                                                                                     | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3038730.63   | 0.12%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                                  | Anheuser-Busch InBev SA/NV                                                                  | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $106400.15    | 0.00%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                              | Sumitomo Mitsui Trust Bank Ltd                                                              | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     763000 | PA      | $765581.63    | 0.03%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                                   | Archer-Daniels-Midland Co                                                                   | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97728.25     | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                                      | Cox Communications Inc                                                                      | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     720000 | PA      | $707531.77    | 0.03%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                                   | GATX Corp                                                                                   | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103976.12    | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198378.88    | 0.01%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                                 | Heineken NV                                                                                 | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $105607.04    | 0.00%             | 2031-03-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1500000 | PA      | $1321509.30   | 0.05%             | 2081-10-27      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2008-2                                                       | Bayview Commercial Asset Trust 2008-2                                                       | CUSIP: 07326HAJ3<br>LEI: 5493000GL2JJAFF26M50 | Long             | ABS-MBS          | CORP              | US        |     533619 | PA      | $521963.50    | 0.02%             | 2038-04-25      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     600000 | PA      | $615145.46    | 0.03%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                                    | John Deere Financial Inc                                                                    | CUSIP: 47788ZAL5<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $72471.35     | 0.00%             | 2025-06-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                                          | Anheuser-Busch InBev Worldwide Inc                                                          | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24738.16     | 0.00%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/United Kingdom                                    | Australia & New Zealand Banking Group Ltd/United Kingdom                                    | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    2600000 | PA      | $2628839.20   | 0.11%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                                         | Teachers Insurance & Annuity Association of America                                         | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     100000 | PA      | $80285.15     | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc Term Loan B                                                                 | Star Parent Inc Term Loan B                                                                 | CUSIP: N/A<br>LEI: 254900GRGCJYRMDRWT73       | Long             | LON              | CORP              | US        |     132000 | PA      | $127463.16    | 0.01%             | 2030-09-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Arval Service Lease SA/France                                                               | Arval Service Lease SA/France                                                               | CUSIP: N/A<br>LEI: 969500UCL6ROAHVXQV60       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114729.76    | 0.00%             | 2026-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101364.51    | 0.00%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                                | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     534000 | PA      | $541911.61    | 0.02%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $105853.77    | 0.00%             | 2028-02-11      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                                     | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     238000 | PA      | $240691.32    | 0.01%             | 2027-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1416189 | PA      | $1217399.11   | 0.05%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                                         | Emera US Finance LP                                                                         | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     784000 | PA      | $631612.84    | 0.03%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aegea Finance Sarl                                                                          | Aegea Finance Sarl                                                                          | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    1875000 | PA      | $1955870.63   | 0.08%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Isolved Inc Term Loan B                                                                     | Isolved Inc Term Loan B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     191135 | PA      | $190836.62    | 0.01%             | 2030-10-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $202841.51    | 0.01%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaptions                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    2655000 | OU      | $-3554.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                                    | Baxter International Inc                                                                    | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85459.32     | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                              | Shell International Finance BV                                                              | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $98887.54     | 0.00%             | 2032-11-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp Term Loan B                                                                 | NCR Atleos Corp Term Loan B                                                                 | CUSIP: N/A<br>LEI: 9845005FC3S0VA714741       | Long             | LON              | CORP              | US        |     106667 | PA      | $106666.66    | 0.00%             | 2029-03-27      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     151000 | PA      | $87654.55     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198401.15    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                               | DTE Energy Co                                                                               | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      35000 | NS      | $740950.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                                                              | Air Lease Corp                                                                              | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206067.02    | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                                   | Prosus NV                                                                                   | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $185356.68    | 0.01%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44234.82     | 0.00%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                         | Petroleos Mexicanos                                                                         | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2525000 | PA      | $2334647.17   | 0.09%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                                       | Novartis Capital Corp                                                                       | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     582000 | PA      | $570280.75    | 0.02%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                                | Alimentation Couche-Tard Inc                                                                | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $148165.39    | 0.01%             | 2034-02-12      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                            | Organon & Co / Organon Foreign Debt Co-Issuer BV                                            | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $2711104.05   | 0.11%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                             | Duke University                                                                             | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     100000 | PA      | $63112.88     | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc Term Loan B                                                         | AHP Health Partners Inc Term Loan B                                                         | CUSIP: N/A<br>LEI: 549300QMM8MQ6SM5KX05       | Long             | LON              | CORP              | US        |     193749 | PA      | $193324.72    | 0.01%             | 2028-08-24      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                             | Weyerhaeuser Co                                                                             | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     917000 | PA      | $918183.88    | 0.04%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaptions                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    4611000 | OU      | $-11898.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                                 | Trimble Inc                                                                                 | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     418000 | PA      | $434198.47    | 0.02%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                                   | Cablevision Lightpath LLC                                                                   | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $995284.24    | 0.04%             | 2028-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Champions Financing Inc Term Loan B                                                         | Champions Financing Inc Term Loan B                                                         | CUSIP: N/A<br>LEI: 391200ZDD75EGEUJ7625       | Long             | LON              | CORP              | US        |    2493719 | PA      | $2229808.35   | 0.09%             | 2029-02-23      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $622262.18    | 0.03%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B2AC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    2027626 | PA      | $250396.04    | 0.01%             | 2048-06-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     150000 | PA      | $128402.33    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136AUZG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    3217946 | PA      | $369996.82    | 0.02%             | 2047-01-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                                    | Toyota Motor Credit Corp                                                                    | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206257.76    | 0.01%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1150000 | PA      | $1014351.65   | 0.04%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                                          | FS Luxembourg Sarl                                                                          | CUSIP: N/A<br>LEI: 222100EKR3JUJPGGOY81       | Long             | DBT              | CORP              | LU        |     650000 | PA      | $653561.14    | 0.03%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Cencora Inc                                                                                 | Cencora Inc                                                                                 | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     549000 | PA      | $438031.65    | 0.02%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $59416.54     | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                            | Coca-Cola Co/The                                                                            | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     200000 | PA      | $176580.32    | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                               | Chase Auto Owner Trust 2024-1                                                               | CUSIP: 16144BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     478932 | PA      | $479799.33    | 0.02%             | 2027-04-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                               | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     920000 | PA      | $935159.47    | 0.04%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101098.06    | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                   | Occidental Petroleum Corp                                                                   | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     819000 | PA      | $826841.11    | 0.03%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2024-A                                                              | BMW Vehicle Owner Trust 2024-A                                                              | CUSIP: 096919AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1111144 | PA      | $1113817.34   | 0.05%             | 2027-02-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     271000 | PA      | $270399.00    | 0.01%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                                         | Prairie Acquiror LP                                                                         | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3023130.00   | 0.12%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                                         | Tesla Electric Vehicle Trust 2023-1                                                         | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     566637 | PA      | $567761.13    | 0.02%             | 2026-12-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC Term Loan B                                                                | Ensemble RCM LLC Term Loan B                                                                | CUSIP: N/A<br>LEI: 254900PDXJVVI20WAQ37       | Long             | LON              | CORP              | US        |     234906 | PA      | $234373.09    | 0.01%             | 2029-08-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Transnet SOC Ltd                                                                            | Transnet SOC Ltd                                                                            | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |    3000000 | PA      | $3019125.00   | 0.12%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Open Text Corp Term Loan B                                                                  | Open Text Corp Term Loan B                                                                  | CUSIP: N/A<br>LEI: 549300HP7ONDQODZJV16       | Long             | LON              | CORP              | CA        |     322818 | PA      | $321445.84    | 0.01%             | 2030-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     832000 | PA      | $626292.98    | 0.03%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Bank of Georgia JSC                                                                         | Bank of Georgia JSC                                                                         | CUSIP: 062269AA3<br>LEI: 549300RPLD8RXL49Z691 | Long             | DBT              | CORP              | GE        |    2225000 | PA      | $2185663.49   | 0.09%             | N/A             | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                 | Bank Gospodarstwa Krajowego                                                                 | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | CORP              | PL        |    1900000 | PA      | $1941933.00   | 0.08%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                                | NiSource Inc                                                                                | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     260000 | PA      | $254738.40    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc                                                                                | 7-Eleven Inc                                                                                | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $64946.46     | 0.00%             | 2041-02-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     259000 | PA      | $245667.81    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                               | Owens Corning                                                                               | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97332.05     | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                                          | Blue Racer Midstream LLC / Blue Racer Finance Corp                                          | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1153546.88   | 0.05%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     985000 | PA      | $946010.00    | 0.04%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC Term Loan B6                                              | Alliant Holdings Intermediate LLC Term Loan B6                                              | CUSIP: N/A<br>LEI: 5493006Q26653NF8SI73       | Long             | LON              | CORP              | US        |     958857 | PA      | $951463.93    | 0.04%             | 2031-09-12      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                                       | Banque Federative du Credit Mutuel SA                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $106630.68    | 0.00%             | 2027-10-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $77141.47     | 0.00%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                      | Sempra                                                                                      | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      75000 | PA      | $68723.69     | 0.00%             | 2052-04-01      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     200000 | PA      | $167646.23    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC Term Loan B                                                                 | Madison IAQ LLC Term Loan B                                                                 | CUSIP: N/A<br>LEI: 549300IXDNBXNHUPBU73       | Long             | LON              | CORP              | US        |     212701 | PA      | $210495.17    | 0.01%             | 2028-06-21      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc                                                 | Brundage-Bone Concrete Pumping Holdings Inc                                                 | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     630000 | PA      | $614777.96    | 0.02%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                               | Chase Auto Owner Trust 2024-4                                                               | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     653000 | PA      | $660066.57    | 0.03%             | 2029-07-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 6 Ltd                                                              | Anchorage Credit Funding 6 Ltd                                                              | CUSIP: 03330LAA6<br>LEI: 5493009BD57D5LVN7Y80 | Long             | ABS-O            | CORP              | KY        |     570830 | PA      | $567263.06    | 0.02%             | 2036-07-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2183320.00   | 0.09%             | N/A             | Variable      | 9.63%                 | No            |                  2 | On Loan: —       |
| Utex Industries                                                                             | Utex Industries                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     120675 | NS      | $4384484.78   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                              | Greensaif Pipelines Bidco Sarl                                                              | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $204042.02    | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QQBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1809753 | PA      | $1745598.65   | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                                       | Texas Instruments Inc                                                                       | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87636.77     | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                             | Motability Operations Group PLC                                                             | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $112020.76    | 0.00%             | 2032-03-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                                    | Host Hotels & Resorts LP                                                                    | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24139.25     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     500000 | PA      | $499670.55    | 0.02%             | N/A             | Variable      | 6.20%                 | No            |                  2 | On Loan: —       |
| AstraZeneca PLC                                                                             | AstraZeneca PLC                                                                             | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $172292.47    | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     645000 | PA      | $594907.38    | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195925.00    | 0.01%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                             | Sands China Ltd                                                                             | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $196782.28    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Win Waste Innovations Holdings Inc Term Loan B1                                             | Win Waste Innovations Holdings Inc Term Loan B1                                             | CUSIP: N/A<br>LEI: 549300DJBUN7Z75R2S83       | Long             | LON              | CORP              | US        |      70000 | PA      | $69708.10     | 0.00%             | 2028-03-24      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Century DE Buyer LLC Term Loan                                                              | Century DE Buyer LLC Term Loan                                                              | CUSIP: N/A<br>LEI: 254900PQRPPYRTQIDX74       | Long             | LON              | CORP              | US        |     247194 | PA      | $245804.52    | 0.01%             | 2030-10-30      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                                | Xylem Inc/NY                                                                                | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87417.75     | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bond                                                      | Pakistan Government International Bond                                                      | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    3050000 | PA      | $2678729.60   | 0.11%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co International Ltd                                                 | Tengizchevroil Finance Co International Ltd                                                 | CUSIP: G87602AC5<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    3225000 | PA      | $2811226.05   | 0.11%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                                         | Volkswagen International Finance NV                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $94535.59     | 0.00%             | 2032-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1327000 | PA      | $1082912.78   | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                             | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                             | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4180917.65   | 0.17%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                                   | Archer-Daniels-Midland Co                                                                   | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96740.12     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                                | New York Life Global Funding                                                                | CUSIP: 64952WEQ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98495.99     | 0.00%             | 2027-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp                                                                     | Neogen Food Safety Corp                                                                     | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2155250.48   | 0.09%             | 2030-07-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C51                                              | Wells Fargo Commercial Mortgage Trust 2019-C51                                              | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     540000 | PA      | $505080.79    | 0.02%             | 2052-06-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                                                   | Segro PLC                                                                                   | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $121498.88    | 0.00%             | 2041-12-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                                                      | GE Capital Funding LLC                                                                      | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197009.69    | 0.01%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                                          | Roche Holdings Inc                                                                          | CUSIP: 771196CK6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     971000 | PA      | $995478.28    | 0.04%             | 2031-03-08      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| KeyCorp Capital III                                                                         | KeyCorp Capital III                                                                         | CUSIP: 49326QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     795000 | PA      | $833174.21    | 0.03%             | 2029-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                                  | Network Finance Co Pty Ltd                                                                  | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $59989.37     | 0.00%             | 2028-10-03      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121282.84    | 0.00%             | 2034-05-23      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                                        | Siemens Financieringsmaatschappij NV                                                        | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $110057.89    | 0.00%             | 2027-02-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                 | Aker BP ASA                                                                                 | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     200000 | PA      | $188960.97    | 0.01%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP / AmeriGas Finance Corp                                                | AmeriGas Partners LP / AmeriGas Finance Corp                                                | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $347836.97    | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC Term Loan B                                                       | Stonepeak Nile Parent LLC Term Loan B                                                       | CUSIP: N/A<br>LEI: 254900TJV3VAFZD0GU41       | Long             | LON              | CORP              | US        |     235000 | PA      | $230643.10    | 0.01%             | 2032-02-04      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                   | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     247000 | PA      | $235403.01    | 0.01%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                                        | Pilgrim's Pride Corp                                                                        | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104151.00    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SportsNet New York                                                                          | SportsNet New York                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   20692700 | PA      | $15440892.74  | 0.63%             | 2026-04-10      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Ecolab Inc                                                                                  | Ecolab Inc                                                                                  | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     100000 | PA      | $79062.50     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4075000 | PA      | $3988676.10   | 0.16%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                                | AES Corp/The                                                                                | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     629000 | PA      | $638646.49    | 0.03%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                                | Chevron Corp                                                                                | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1291000 | PA      | $1167644.85   | 0.05%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                     | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                     | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $94539.76     | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                              | Air Lease Corp                                                                              | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152626.65    | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2218671.56   | 0.09%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                                         | Quanta Services Inc                                                                         | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     652000 | PA      | $590193.60    | 0.02%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                            | Duke Energy Corp                                                                            | CUSIP: N/A<br>LEI: I1BZKREC126H0VB1BL91       | Long             | DBT              | CORP              | US        |     100000 | PA      | $113607.78    | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                                | Centene Corp                                                                                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     200000 | PA      | $169582.40    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                               | Marriott International Inc/MD                                                               | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1072000 | PA      | $958420.09    | 0.04%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                            | Corp Nacional del Cobre de Chile                                                            | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     725000 | PA      | $738667.45    | 0.03%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Molnlycke Holding AB                                                                        | Molnlycke Holding AB                                                                        | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $117607.88    | 0.00%             | 2028-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     633000 | PA      | $414070.25    | 0.02%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Asurion LLC Term Loan B3                                                                    | Asurion LLC Term Loan B3                                                                    | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    8056000 | PA      | $7503600.08   | 0.31%             | 2028-01-31      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                  | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      50000 | PA      | $51475.80     | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91100.98     | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | DBT              | CORP              | US        |     100000 | PA      | $108515.84    | 0.00%             | 2029-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                                         | Quanta Services Inc                                                                         | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     603000 | PA      | $417754.23    | 0.02%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                                   | L3Harris Technologies Inc                                                                   | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     592000 | PA      | $606014.52    | 0.02%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     470000 | PA      | $436109.00    | 0.02%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp Term Loan B1                                                           | Reworld Holding Corp Term Loan B1                                                           | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |     261232 | PA      | $259925.72    | 0.01%             | 2028-11-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                                  | Grifols SA                                                                                  | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     875000 | PA      | $814516.33    | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC Term Loan B                                                         | Perrigo Investments LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: 549300POZGC78VHAAJ73       | Long             | LON              | CORP              | US        |     184777 | PA      | $184083.85    | 0.01%             | 2029-04-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                                  | DaVita Inc                                                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2348402.13   | 0.10%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                                  | Wintershall Dea Finance BV                                                                  | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $105720.21    | 0.00%             | 2028-09-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     650000 | PA      | $665158.20    | 0.03%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                                  | Stanley Black & Decker Inc                                                                  | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    1964000 | PA      | $1886812.64   | 0.08%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $605440.80    | 0.02%             | N/A             | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     190000 | PA      | $199229.97    | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                                        | Sartorius Finance BV                                                                        | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119859.75    | 0.00%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 060505GF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $145800.09    | 0.01%             | 2028-03-16      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                                         | Dollar General Corp                                                                         | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93886.44     | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc Term Loan B                                                                    | Cotiviti Inc Term Loan B                                                                    | CUSIP: N/A<br>LEI: 254900YAQHVRTG4IFI64       | Long             | LON              | CORP              | US        |     458186 | PA      | $447876.66    | 0.02%             | 2031-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100518.82    | 0.00%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc Term Loan J                                                                   | TransDigm Inc Term Loan J                                                                   | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |     795372 | PA      | $786853.86    | 0.03%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown US Commercial Bidco LLC Term Loan B                                             | Lsf12 Crown US Commercial Bidco LLC Term Loan B                                             | CUSIP: N/A<br>LEI: 254900FI2OCFTJ9PAJ18       | Long             | LON              | CORP              | US        |     980000 | PA      | $939163.40    | 0.04%             | 2031-12-02      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SPA                                                                  | Assicurazioni Generali SPA                                                                  | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |     150000 | PA      | $159309.64    | 0.01%             | 2030-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                                         | Emerson Electric Co                                                                         | CUSIP: 291011BP8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95345.14     | 0.00%             | 2026-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                  | Vonovia SE                                                                                  | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $108258.70    | 0.00%             | 2027-06-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                                     | Equitable Financial Life Global Funding                                                     | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202383.03    | 0.01%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC Term Loan Q                                                        | Virgin Media Bristol LLC Term Loan Q                                                        | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |     150000 | PA      | $147630.00    | 0.01%             | 2029-01-31      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                                     | Capital One Multi-Asset Execution Trust                                                     | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    1886000 | PA      | $1885128.86   | 0.08%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                                   | SmartCentres Real Estate Investment Trust                                                   | CUSIP: 83179XAR9<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $75097.93     | 0.00%             | 2030-08-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                                       | Brookfield Infrastructure Finance ULC                                                       | CUSIP: 11291ZAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     100000 | PA      | $79731.61     | 0.00%             | 2033-02-14      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                               | DTE Energy Co                                                                               | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     895000 | PA      | $903735.56    | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DCC Group Finance Ireland DAC                                                               | DCC Group Finance Ireland DAC                                                               | CUSIP: N/A<br>LEI: 213800SOAP5DXWP6BS88       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $115513.80    | 0.00%             | 2031-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EPIC Crude Services LP Term Loan B                                                          | EPIC Crude Services LP Term Loan B                                                          | CUSIP: N/A<br>LEI: 549300FRS682IQ7J9S42       | Long             | LON              | CORP              | US        |     250000 | PA      | $249510.00    | 0.01%             | 2031-10-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc Term Loan                                                 | Engineered Machinery Holdings Inc Term Loan                                                 | CUSIP: N/A<br>LEI: 5493008AR0NPSLW8EW07       | Long             | LON              | CORP              | US        |   15613267 | PA      | $15301001.29  | 0.62%             | 2029-05-21      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     551000 | PA      | $545490.00    | 0.02%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $86242.67     | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                           | University of Southern California                                                           | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46126.22     | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                            | Light & Wonder International Inc                                                            | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1232965.00   | 0.05%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1270198.96   | 0.05%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     200000 | PA      | $133935.30    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-25256.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90927.69     | 0.00%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                            | Ryder System Inc                                                                            | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102222.50    | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                             | Southern Co/The                                                                             | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101662.21    | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA Escrow Shares                                                          | Samarco Mineracao SA Escrow Shares                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |     550000 | PA      | $0.00         | 0.00%             | 2023-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                           | Benchmark 2022-B32 Mortgage Trust                                                           | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     426000 | PA      | $371365.20    | 0.02%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Organon & Co Term Loan B                                                                    | Organon & Co Term Loan B                                                                    | CUSIP: N/A<br>LEI: 549300AMCKY57OK2CO56       | Long             | LON              | CORP              | US        |     695403 | PA      | $664110.08    | 0.03%             | 2031-05-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding 2007-1 Trust                                                        | Banc of America Funding 2007-1 Trust                                                        | CUSIP: 05951FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     903064 | PA      | $832189.93    | 0.03%             | 2037-01-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     970000 | PA      | $1003154.30   | 0.04%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                                    | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $115077.54    | 0.00%             | 2026-08-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                                       | Inter Pipeline Ltd/AB                                                                       | CUSIP: 45833VAC3<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $69488.61     | 0.00%             | 2031-11-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Aragorn Parent Corp Term Loan B                                                             | Aragorn Parent Corp Term Loan B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     183098 | PA      | $182869.05    | 0.01%             | 2028-12-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103705.58    | 0.00%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     150000 | PA      | $133770.53    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Apple Bidco LLC Term Loan B                                                                 | Apple Bidco LLC Term Loan B                                                                 | CUSIP: N/A<br>LEI: 2549001SCJD3WEYJFM53       | Long             | LON              | CORP              | US        |     458189 | PA      | $452053.72    | 0.02%             | 2031-09-22      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc Term Loan B2                                                               | Wand NewCo 3 Inc Term Loan B2                                                               | CUSIP: N/A<br>LEI: 549300Y3VZEWMSQW8494       | Long             | LON              | CORP              | US        |     516322 | PA      | $508933.90    | 0.02%             | 2031-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     432000 | PA      | $317513.29    | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                           | Cisco Systems Inc                                                                           | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95430.60     | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2017-B-GS                                                     | Commonbond Student Loan Trust 2017-B-GS                                                     | CUSIP: 20268KAA8<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |     965740 | PA      | $900032.52    | 0.04%             | 2042-09-25      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                                 | Canadian Pacific Railway Co                                                                 | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $84025.83     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                             | DTE Electric Co                                                                             | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     100000 | PA      | $79562.68     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Herens US Holdco Corp Term Loan B                                                           | Herens US Holdco Corp Term Loan B                                                           | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |     202112 | PA      | $183647.28    | 0.01%             | 2028-07-03      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     250000 | PA      | $244286.48    | 0.01%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                                       | Accenture Capital Inc                                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     488000 | PA      | $470349.88    | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                           | Autoroutes du Sud de la France SA                                                           | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $110178.65    | 0.00%             | 2032-09-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                           | Omnicom Group Inc                                                                           | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     338000 | PA      | $336884.47    | 0.01%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                            | Duke Energy Corp                                                                            | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     521000 | PA      | $499272.29    | 0.02%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                              | Canadian Natural Resources Ltd                                                              | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $90685.79     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RALI Series 2005-QS17 Trust                                                                 | RALI Series 2005-QS17 Trust                                                                 | CUSIP: 761118PS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     880636 | PA      | $756601.01    | 0.03%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                                     | Bayer US Finance II LLC                                                                     | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199090.04    | 0.01%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                                 | Kaiser Foundation Hospitals                                                                 | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     100000 | PA      | $80955.44     | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc Term Loan B                                                 | Cornerstone Building Brands Inc Term Loan B                                                 | CUSIP: N/A<br>LEI: 549300IW41QEWQ6T0H29       | Long             | LON              | CORP              | US        |      91682 | PA      | $79940.80     | 0.00%             | 2028-04-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management Inc                                                  | Jones Deslauriers Insurance Management Inc                                                  | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    1830000 | PA      | $1930254.72   | 0.08%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QTG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1580395 | PA      | $1590192.62   | 0.06%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     334000 | PA      | $333283.01    | 0.01%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                                 | AltaGas Ltd                                                                                 | CUSIP: 02138ZAP8<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $72951.55     | 0.00%             | 2026-04-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $395787.28    | 0.02%             | 2085-04-27      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                                | Canadian National Railway Co                                                                | CUSIP: 136375CX8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $54507.47     | 0.00%             | 2050-02-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                     | MPLX LP                                                                                     | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      50000 | PA      | $39120.98     | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems Inc Term Loan                                                              | VeriFone Systems Inc Term Loan                                                              | CUSIP: N/A<br>LEI: 254900LTTVM8MM9RKV75       | Long             | LON              | CORP              | US        |     548065 | PA      | $484807.50    | 0.02%             | 2028-08-18      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                                      | Enbridge Pipelines Inc                                                                      | CUSIP: 29250ZAX6<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $144910.78    | 0.01%             | 2029-02-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3349000 | PA      | $2314092.05   | 0.09%             | 2041-11-19      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1672976.34   | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2023-A                                                            | Nelnet Student Loan Trust 2023-A                                                            | CUSIP: 64032PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     582469 | PA      | $604730.99    | 0.02%             | 2041-02-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                                       | Helmerich & Payne Inc                                                                       | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94479.69     | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427MNL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1468746 | PA      | $1503332.00   | 0.06%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1844000 | PA      | $1867372.24   | 0.08%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| EVERTEC Group LLC Term Loan B                                                               | EVERTEC Group LLC Term Loan B                                                               | CUSIP: N/A<br>LEI: 54930056CPTQSUNQYB82       | Long             | LON              | CORP              | PR        |     189000 | PA      | $188055.00    | 0.01%             | 2030-10-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                                        | Israel Government International Bond                                                        | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    3200000 | PA      | $2427680.00   | 0.10%             | 2048-01-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                              | Sumitomo Mitsui Trust Bank Ltd                                                              | CUSIP: 86563VBA6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $194644.34    | 0.01%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Mondelez International Inc                                                                  | Mondelez International Inc                                                                  | CUSIP: N/A<br>LEI: 549300DV9GIB88LZ5P30       | Long             | DBT              | CORP              | US        |     100000 | PA      | $105649.97    | 0.00%             | 2028-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     234000 | PA      | $214318.01    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                                      | APA Infrastructure Ltd                                                                      | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $96771.81     | 0.00%             | 2034-09-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                                 | Piedmont Natural Gas Co Inc                                                                 | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99716.36     | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Gloves Buyer Inc                                                                            | Gloves Buyer Inc                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2590000 | PA      | $2468270.00   | 0.10%             | 2032-01-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $124424.54    | 0.01%             | 2028-11-09      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| Thunder Generation Funding LLC Term Loan B                                                  | Thunder Generation Funding LLC Term Loan B                                                  | CUSIP: N/A<br>LEI: 254900JBXSZJDYE69921       | Long             | LON              | CORP              | US        |     204614 | PA      | $204307.26    | 0.01%             | 2031-10-02      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                             | Berkshire Hathaway Finance Corp                                                             | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91581.92     | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Stellantis NV                                                                               | Stellantis NV                                                                               | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     150000 | PA      | $135175.20    | 0.01%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                               | Martin Marietta Materials Inc                                                               | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     630000 | PA      | $546551.44    | 0.02%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                                         | Novo Nordisk Finance Netherlands BV                                                         | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $106526.34    | 0.00%             | 2030-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                            | Puget Energy Inc                                                                            | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95436.49     | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Gulfside Supply Inc Term Loan B                                                             | Gulfside Supply Inc Term Loan B                                                             | CUSIP: N/A<br>LEI: 5493009BEGVKVXE2HW08       | Long             | LON              | CORP              | US        |     211593 | PA      | $209438.93    | 0.01%             | 2031-05-29      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                 | Nutrien Ltd                                                                                 | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     428000 | PA      | $434493.32    | 0.02%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp Term Loan C1                                                           | Reworld Holding Corp Term Loan C1                                                           | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |      20205 | PA      | $20104.24     | 0.00%             | 2028-11-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1300598.68   | 0.05%             | N/A             | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC Term Loan B                                                                | Modena Buyer LLC Term Loan B                                                                | CUSIP: N/A<br>LEI: 254900B0G2IU0VBDOY26       | Long             | LON              | CORP              | US        |    2593500 | PA      | $2453165.72   | 0.10%             | 2031-04-18      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                       | Athene Global Funding                                                                       | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1278000 | PA      | $1275357.54   | 0.05%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| British Airways 2021-1 Class A Pass Through Trust                                           | British Airways 2021-1 Class A Pass Through Trust                                           | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     799794 | PA      | $713797.54    | 0.03%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                                 | GlaxoSmithKline Capital PLC                                                                 | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $96255.40     | 0.00%             | 2035-05-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                                         | Acrisure LLC / Acrisure Finance Inc                                                         | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3939227.60   | 0.16%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| New England Power Co                                                                        | New England Power Co                                                                        | CUSIP: 644188BF0<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $74404.09     | 0.00%             | 2047-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                                | New York Life Global Funding                                                                | CUSIP: 64953BBE7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $74366.75     | 0.00%             | 2026-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                                     | Reckitt Benckiser Treasury Services PLC                                                     | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116645.63    | 0.00%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                                     | O'Reilly Automotive Inc                                                                     | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     517000 | PA      | $526887.75    | 0.02%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                  | Humana Inc                                                                                  | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93414.81     | 0.00%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                              | Starbucks Corp                                                                              | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98629.59     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     380000 | PA      | $258720.79    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                         | Egypt Government International Bond                                                         | CUSIP: M1487WDD4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1025000 | PA      | $855875.00    | 0.03%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                                   | CNX Midstream Partners LP                                                                   | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2876474.75   | 0.12%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: 09659W2H6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $202067.78    | 0.01%             | 2030-01-10      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                                        | Waste Management Inc                                                                        | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     870000 | PA      | $886236.14    | 0.04%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                            | Altria Group Inc                                                                            | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96956.15     | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                                         | PayPal Holdings Inc                                                                         | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89162.68     | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                                | Vontier Corp                                                                                | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    1329000 | PA      | $1145737.55   | 0.05%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                                     | Bayer US Finance II LLC                                                                     | CUSIP: 07274NBG7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     100000 | PA      | $69336.60     | 0.00%             | 2045-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                                        | Siemens Financieringsmaatschappij NV                                                        | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      50000 | PA      | $53393.45     | 0.00%             | 2030-09-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                                | Traton Finance Luxembourg SA                                                                | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $93192.26     | 0.00%             | 2033-03-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-248218.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100667.96    | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     632000 | PA      | $532650.99    | 0.02%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                         | Sumitomo Mitsui Financial Group Inc                                                         | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $105586.81    | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                          | Northwestern Mutual Global Funding                                                          | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     618000 | PA      | $620631.98    | 0.03%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC Term Loan Non-Extended                                                | Directv Financing LLC Term Loan Non-Extended                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      86315 | PA      | $86228.00     | 0.00%             | 2027-08-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |     100000 | PA      | $116566.45    | 0.00%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     377000 | PA      | $359161.99    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                                      | Koninklijke Philips NV                                                                      | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118856.73    | 0.00%             | 2031-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2                                               | Santander Drive Auto Receivables Trust 2025-2                                               | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1675000 | PA      | $1675856.93   | 0.07%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Rfna LP                                                                                     | Rfna LP                                                                                     | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3418322.75   | 0.14%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                                    | Outfront Media Capital LLC / Outfront Media Capital Corp                                    | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3552110.31   | 0.14%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                                         | Consumers Energy Co                                                                         | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101951.75    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                              | Bruce Power LP                                                                              | CUSIP: 116705AL8<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $75029.01     | 0.00%             | 2027-12-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                                      | Equitable Holdings Inc                                                                      | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      21903 | NS      | $438060.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                                                      | Diamondback Energy Inc                                                                      | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     988000 | PA      | $934275.84    | 0.04%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     496000 | PA      | $456190.35    | 0.02%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corp/The Term Loan B2                                                      | Dun & Bradstreet Corp/The Term Loan B2                                                      | CUSIP: N/A<br>LEI: RI37BMPWE56BCJ747E14       | Long             | LON              | CORP              | US        |     236583 | PA      | $235584.22    | 0.01%             | 2029-01-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2057000 | PA      | $2013301.63   | 0.08%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1192000 | PA      | $705489.72    | 0.03%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89117GRJ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $151231.68    | 0.01%             | 2029-01-08      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     307000 | PA      | $302068.06    | 0.01%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101360.68    | 0.00%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                                      | HP Inc                                                                                      | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99529.09     | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                                        | Shell Finance US Inc                                                                        | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $83567.23     | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100277.88    | 0.00%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3069624.00   | 0.12%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                              | Oncor Electric Delivery Co LLC                                                              | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     100000 | PA      | $71149.77     | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Transurban Queensland Finance Pty Ltd                                                       | Transurban Queensland Finance Pty Ltd                                                       | CUSIP: N/A<br>LEI: 549300RSN9SFNT54IZ82       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $56560.51     | 0.00%             | 2031-08-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                                                                 | Bacardi Ltd                                                                                 | CUSIP: N/A<br>LEI: 549300R32WTQNHNN5055       | Long             | DBT              | CORP              | BM        |     100000 | PA      | $90403.99     | 0.00%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                               | Southern California Edison Co                                                               | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203758.70    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29251ZCD7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $73499.20     | 0.00%             | 2034-08-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7660000 | PA      | $7747072.68   | 0.31%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Azalea Topco Inc Term Loan B                                                                | Azalea Topco Inc Term Loan B                                                                | CUSIP: N/A<br>LEI: 549300HC42NZULO53062       | Long             | LON              | CORP              | US        |     357205 | PA      | $354525.96    | 0.01%             | 2031-04-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                             | Republic of Italy Government International Bond                                             | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1013000 | PA      | $697770.61    | 0.03%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ADMI Corp Term Loan B1                                                                      | ADMI Corp Term Loan B1                                                                      | CUSIP: N/A<br>LEI: 5493008U1LYGMQWO7N12       | Long             | LON              | CORP              | US        |     296250 | PA      | $290325.00    | 0.01%             | 2027-12-23      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23742.44     | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                        | Kraft Heinz Foods Co                                                                        | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1927000 | PA      | $1561102.61   | 0.06%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                           | Atmos Energy Corp                                                                           | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84857.23     | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |     100000 | PA      | $109395.40    | 0.00%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp                                                                             | MEG Energy Corp                                                                             | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $144717.11    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                               | Affiliated Managers Group Inc                                                               | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |       7463 | NS      | $155155.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MidAmerican Energy Co                                                                       | MidAmerican Energy Co                                                                       | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51407.35     | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                                   | Danone SA                                                                                   | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $99693.45     | 0.00%             | 2030-11-09      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                         | Gilead Sciences Inc                                                                         | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     200000 | PA      | $162373.53    | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                            | TotalEnergies SE                                                                            | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $107479.07    | 0.00%             | N/A             | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     200000 | PA      | $155229.95    | 0.01%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                            | ASR Nederland NV                                                                            | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $111171.03    | 0.00%             | 2049-05-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd/London                                                            | ANZ New Zealand Int'l Ltd/London                                                            | CUSIP: 00182EBU2<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |     200000 | PA      | $206775.07    | 0.01%             | 2028-08-14      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc Term Loan B3                                                          | Level 3 Financing Inc Term Loan B3                                                          | CUSIP: N/A<br>LEI: 254900AE5FEFIJOXWL19       | Long             | LON              | CORP              | US        |    1362000 | PA      | $1357233.00   | 0.06%             | 2032-03-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc PIK Term Loan A                                              | Sound Inpatient Physicians Inc PIK Term Loan A                                              | CUSIP: N/A<br>LEI: 54930047QBMPL027P218       | Long             | LON              | CORP              | US        |      28000 | PA      | $28805.07     | 0.00%             | 2028-06-28      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                          | Royalty Pharma PLC                                                                          | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     404000 | PA      | $408205.18    | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $384592.60    | 0.02%             | N/A             | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     200000 | PA      | $175458.42    | 0.01%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                                 | National Australia Bank Ltd                                                                 | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $126597.37    | 0.01%             | 2031-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      37100 | NS      | $854042.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                            | Bank of New York Mellon Corp/The                                                            | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1087000 | PA      | $1105834.41   | 0.04%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                               | M&T Bank Corp                                                                               | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96233.49     | 0.00%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                                     | KeyBank NA/Cleveland OH                                                                     | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $1030534.61   | 0.04%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                                      | Eurofins Scientific SE                                                                      | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118783.89    | 0.00%             | 2030-09-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                                 | Citibank NA                                                                                 | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     847000 | PA      | $874203.17    | 0.04%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                                  | Kenvue Inc                                                                                  | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95487.08     | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                              | DSV Finance BV                                                                              | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $106012.03    | 0.00%             | 2030-03-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $215062.60    | 0.01%             | N/A             | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                          | Metropolitan Life Global Funding I                                                          | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |     100000 | PA      | $109321.76    | 0.00%             | 2027-06-16      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc Term Loan B                                                                 | Spin Holdco Inc Term Loan B                                                                 | CUSIP: N/A<br>LEI: 549300QAS44U2GUXGK45       | Long             | LON              | CORP              | US        |     910625 | PA      | $741167.10    | 0.03%             | 2028-03-03      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                                | QUALCOMM Inc                                                                                | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89645.24     | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2027821 | PA      | $1729906.84   | 0.07%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                                       | Oglethorpe Power Corp                                                                       | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     100000 | PA      | $69821.98     | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     100000 | PA      | $94172.17     | 0.00%             | 2033-02-17      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                                 | Cummins Inc                                                                                 | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50727.08     | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                                     | Eni SpA                                                                                     | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $197911.96    | 0.01%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     190000 | OU      | $20348.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: N/A<br>LEI: HL3H1H2BGXWVG3BSWR90       | Long             | DBT              | CORP              | US        |     100000 | PA      | $113480.45    | 0.00%             | 2029-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                            | Paramount Global                                                                            | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44736.39     | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1094000 | PA      | $940364.18    | 0.04%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                                    | Outfront Media Capital LLC / Outfront Media Capital Corp                                    | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2448859.44   | 0.10%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Equinix Inc                                                                                 | Equinix Inc                                                                                 | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93598.61     | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                                  | Sotera Health Holdings LLC                                                                  | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4256410.15   | 0.17%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC Term Loan B                                                             | Ascend Learning LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 549300T466HKRLVCD610       | Long             | LON              | CORP              | US        |    2250000 | PA      | $2221065.00   | 0.09%             | 2028-12-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     500000 | OU      | $92187.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                                | Wisconsin Power and Light Co                                                                | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100735.70    | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                           | CenterPoint Energy Resources Corp                                                           | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102690.47    | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1969000 | PA      | $2005359.55   | 0.08%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                 | Cencora Inc                                                                                 | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    1008000 | PA      | $1010103.34   | 0.04%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                                   | Adobe Inc                                                                                   | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    1001000 | PA      | $1022771.31   | 0.04%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| SeaWorld Parks & Entertainment Inc Term Loan B3                                             | SeaWorld Parks & Entertainment Inc Term Loan B3                                             | CUSIP: N/A<br>LEI: 549300UZV72O3371JJ53       | Long             | LON              | CORP              | US        |     310496 | PA      | $305838.25    | 0.01%             | 2031-12-04      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                            | Coca-Cola Co/The                                                                            | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     100000 | PA      | $59398.62     | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1095160 | PA      | $1054993.77   | 0.04%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     718000 | PA      | $727328.69    | 0.03%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                                    | Bertelsmann SE & Co KGaA                                                                    | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $110887.36    | 0.00%             | 2028-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B27 Mortgage Trust                                                           | Benchmark 2021-B27 Mortgage Trust                                                           | CUSIP: 08163HAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     464000 | PA      | $398461.07    | 0.02%             | 2054-07-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF                                           | iShares J.P. Morgan USD Emerging Markets Bond ETF                                           | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |      28945 | NS      | $2603892.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrazeneca Finance LLC                                                                     | Astrazeneca Finance LLC                                                                     | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     975000 | PA      | $1002700.40   | 0.04%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                                  | PacifiCorp                                                                                  | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     100000 | PA      | $78836.62     | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     940000 | PA      | $963624.88    | 0.04%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                            | Vedanta Resources Finance II PLC                                                            | CUSIP: G9T27HAG9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     420000 | PA      | $407587.36    | 0.02%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                        | Mexico Government International Bond                                                        | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2281000 | PA      | $1694282.25   | 0.07%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206490.52    | 0.01%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     880000 | OU      | $-9554.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                      | Consolidated Edison Co of New York Inc                                                      | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     100000 | PA      | $79239.17     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VEON Holdings BV                                                                            | VEON Holdings BV                                                                            | CUSIP: N/A<br>LEI: 5493000XDKGUH5NQGE22       | Long             | DBT              | CORP              | NL        |    2075000 | PA      | $1860922.25   | 0.08%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Crelan SA                                                                                   | Crelan SA                                                                                   | CUSIP: N/A<br>LEI: 549300DYPOFMXOR7XM56       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $123731.61    | 0.01%             | 2030-02-28      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                              | S&P Global Inc                                                                              | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     737000 | PA      | $695709.76    | 0.03%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                               | Jefferies Financial Group Inc                                                               | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84300.06     | 0.00%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                          | VICI Properties LP                                                                          | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100528.70    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo LLC / Oscar Finance Inc                                                 | Oscar AcquisitionCo LLC / Oscar Finance Inc                                                 | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5850000 | PA      | $5323523.58   | 0.22%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust 2021-SL1                                                             | Towd Point Asset Trust 2021-SL1                                                             | CUSIP: 89179XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1138063.44   | 0.05%             | 2061-11-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1025568.30   | 0.04%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Eyecare Partners LLC PIK Term Loan C                                                        | Eyecare Partners LLC PIK Term Loan C                                                        | CUSIP: N/A<br>LEI: 254900ZAACWK09RJ8W93       | Long             | LON              | CORP              | US        |     552194 | PA      | $138048.51    | 0.01%             | 2028-11-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                           | Allstate Corp/The                                                                           | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |       8460 | NS      | $175375.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kestra Advisor Services Holdings A Inc Term Loan B                                          | Kestra Advisor Services Holdings A Inc Term Loan B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     259385 | PA      | $256402.07    | 0.01%             | 2031-03-22      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SPX FLOW Inc                                                                                | SPX FLOW Inc                                                                                | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |    5571000 | PA      | $5617311.72   | 0.23%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                                                                     | Reliance Industries Ltd                                                                     | CUSIP: Y72570AS6<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |     250000 | PA      | $217922.63    | 0.01%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     769000 | PA      | $794023.72    | 0.03%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Corp Service Co Term Loan B                                                                 | Corp Service Co Term Loan B                                                                 | CUSIP: N/A<br>LEI: 549300NOPSIMGJNT8J31       | Long             | LON              | CORP              | US        |     291303 | PA      | $288148.36    | 0.01%             | 2029-11-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                                | British American Tobacco PLC                                                                | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $108123.66    | 0.00%             | N/A             | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XJLU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2033624 | PA      | $1971629.20   | 0.08%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                                        | MMS USA Holdings Inc                                                                        | CUSIP: N/A<br>LEI: 5493006U67P2Y34N2G08       | Long             | DBT              | CORP              | US        |     100000 | PA      | $108708.21    | 0.00%             | 2028-06-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance BV                                                                           | Upjohn Finance BV                                                                           | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $109793.71    | 0.00%             | 2027-06-23      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                                     | CenterPoint Energy Houston Electric LLC                                                     | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     150000 | PA      | $154627.88    | 0.01%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                           | Eversource Energy                                                                           | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     100000 | PA      | $67764.71     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $77885.55     | 0.00%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC Term Loan B                                                               | Chariot Buyer LLC Term Loan B                                                               | CUSIP: N/A<br>LEI: 25490092IFNOZBRVE539       | Long             | LON              | CORP              | US        |     547870 | PA      | $540407.87    | 0.02%             | 2028-10-22      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                            | Comision Federal de Electricidad                                                            | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |    1394400 | PA      | $1223586.00   | 0.05%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC Term Loan B                                                               | Polaris Newco LLC Term Loan B                                                               | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |     113000 | PA      | $108797.53    | 0.00%             | 2028-06-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1466856.21   | 0.06%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104158.72    | 0.00%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                      | Extra Space Storage LP                                                                      | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103180.82    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                               | Westlake Corp                                                                               | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     947000 | PA      | $551558.35    | 0.02%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Finance Corp    | Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Finance Corp    | CUSIP: 26150TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $785206.86    | 0.03%             | 2026-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204027.75    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                                         | Benin Government International Bond                                                         | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    1200000 | PA      | $1079688.00   | 0.04%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     250000 | OU      | $-6200.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98316.67     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     819000 | PA      | $784979.79    | 0.03%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-D                                                            | Nelnet Student Loan Trust 2021-D                                                            | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     299226 | PA      | $293287.87    | 0.01%             | 2062-04-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                   | Caesars Entertainment Inc                                                                   | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $5246171.86   | 0.21%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                      | BP Capital Markets PLC                                                                      | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $949103.28    | 0.04%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                                           | Benchmark 2019-B15 Mortgage Trust                                                           | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     390000 | PA      | $357875.35    | 0.01%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      80000 | NS      | $1368000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International Bond                                                      | Colombia Government International Bond                                                      | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1200000 | PA      | $1216980.48   | 0.05%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Volvo Treasury AB                                                                           | Volvo Treasury AB                                                                           | CUSIP: N/A<br>LEI: 549300PD69T87IGZG395       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $115274.77    | 0.00%             | 2026-08-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                                  | Mizuho Financial Group Inc                                                                  | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1559000 | PA      | $1614386.56   | 0.07%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B7C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    4371155 | PA      | $537268.32    | 0.02%             | 2049-12-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                                | Novelis Corp                                                                                | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     400000 | PA      | $345232.56    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                                      | Peruvian Government International Bond                                                      | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    4825000 | PA      | $1300059.51   | 0.05%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      75000 | PA      | $56841.54     | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     463000 | PA      | $445380.55    | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     342000 | PA      | $289125.59    | 0.01%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                            | Skandinaviska Enskilda Banken AB                                                            | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     125000 | PA      | $146003.02    | 0.01%             | 2028-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $111697.80    | 0.00%             | 2032-03-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $299077.23    | 0.01%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2631329 | PA      | $2147492.85   | 0.09%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     282000 | PA      | $284170.10    | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     645000 | PA      | $620270.29    | 0.03%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                | Citizens Financial Group Inc                                                                | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102365.40    | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust 2008-5                                                               | SLM Student Loan Trust 2008-5                                                               | CUSIP: 78444YAD7<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |    1517311 | PA      | $1523831.81   | 0.06%             | 2027-10-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                                         | LVMH Moet Hennessy Louis Vuitton SE                                                         | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $106226.93    | 0.00%             | 2028-02-11      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155098.26    | 0.01%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                            | CSC Holdings LLC                                                                            | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1416999.39   | 0.06%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $143566.37    | 0.01%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc Term Loan B                                                           | Ellucian Holdings Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: 549300RP8NIJ7FY7OS79       | Long             | LON              | CORP              | US        |     562304 | PA      | $559391.03    | 0.02%             | 2029-10-09      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                                          | Anheuser-Busch InBev Worldwide Inc                                                          | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101330.55    | 0.00%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                                    | Brazil Notas do Tesouro Nacional Serie F                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   27666000 | PA      | $4614493.66   | 0.19%             | 2027-01-01      | Fixed         | 9.76%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48646.34     | 0.00%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     200000 | PA      | $142971.75    | 0.01%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co                                          | Health Care Service Corp A Mutual Legal Reserve Co                                          | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100841.88    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     100000 | PA      | $98949.62     | 0.00%             | 2032-05-24      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                              | Choice Properties Real Estate Investment Trust                                              | CUSIP: 17039AAN6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $147533.73    | 0.01%             | 2028-03-08      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Vision Solutions Inc Term Loan B                                                            | Vision Solutions Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     299361 | PA      | $280426.00    | 0.01%             | 2028-04-23      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F022451<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        |    1800000 | PA      | $-1672194.73  | -0.07%            | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                                          | American Medical Systems Europe BV                                                          | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $109634.88    | 0.00%             | 2028-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                                   | Kering SA                                                                                   | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114265.40    | 0.00%             | 2031-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                                   | Rogers Communications Inc                                                                   | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $78909.51     | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                                    | TotalEnergies Capital SA                                                                    | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     810000 | PA      | $737792.46    | 0.03%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B20 Mortgage Trust                                                           | Benchmark 2020-B20 Mortgage Trust                                                           | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     658000 | PA      | $564843.06    | 0.02%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                            | Carlisle Cos Inc                                                                            | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     100000 | PA      | $82826.69     | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                             | MPT Operating Partnership LP / MPT Finance Corp                                             | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1574773.67   | 0.06%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                          | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1694381.91   | 0.07%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                                       | Senegal Government International Bond                                                       | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     500000 | PA      | $361894.95    | 0.01%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                                          | nVent Finance Sarl                                                                          | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     150000 | PA      | $150018.04    | 0.01%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                         | Suzano Austria GmbH                                                                         | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     100000 | PA      | $85260.89     | 0.00%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                                | Klepierre SA                                                                                | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $110007.82    | 0.00%             | 2029-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1800000 | PA      | $1838943.16   | 0.07%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                               | M&T Bank Corp                                                                               | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2745111.90   | 0.11%             | N/A             | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137AR7B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    3413754 | PA      | $416977.36    | 0.02%             | 2042-05-15      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                        | LifePoint Health Inc                                                                        | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     925000 | PA      | $1012547.55   | 0.04%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Haleon Netherlands Capital BV                                                               | Haleon Netherlands Capital BV                                                               | CUSIP: N/A<br>LEI: 549300RXQZBOJONY3Q97       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $101951.56    | 0.00%             | 2034-03-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     526000 | PA      | $456331.66    | 0.02%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $116554.21    | 0.00%             | 2029-08-12      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution West Midlands PLC                                    | National Grid Electricity Distribution West Midlands PLC                                    | CUSIP: N/A<br>LEI: 549300L22M2RCLXON143       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $136370.28    | 0.01%             | 2032-04-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $183906.63    | 0.01%             | 2031-01-13      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Cyborg Oldco DC Holdings Inc Term Loan B                                                    | Cyborg Oldco DC Holdings Inc Term Loan B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     453531 | PA      | $453.53       | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                              | Pacific Life Global Funding II                                                              | CUSIP: 6944PL2W8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203340.60    | 0.01%             | 2026-08-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118938.41    | 0.00%             | 2029-02-16      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                                | Moody's Corp                                                                                | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $68888.80     | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2951539.76   | 0.12%             | N/A             | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc PIK Term Loan B                                                 | Global Medical Response Inc PIK Term Loan B                                                 | CUSIP: N/A<br>LEI: 549300ZFWD4ZFCEJCQ87       | Long             | LON              | CORP              | US        |     742560 | PA      | $740496.12    | 0.03%             | 2028-10-31      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                         | CommonSpirit Health                                                                         | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     100000 | PA      | $74972.46     | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                           | Post Holdings Inc                                                                           | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4368187.20   | 0.18%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Perforce Software Inc Term Loan B                                                           | Perforce Software Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: 549300322GBMUSL1VG17       | Long             | LON              | CORP              | US        |     295765 | PA      | $278019.10    | 0.01%             | 2031-03-21      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                  | Sysco Corp                                                                                  | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     110000 | PA      | $115822.85    | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                                            | First Citizens BancShares Inc/NC                                                            | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     439000 | PA      | $418534.14    | 0.02%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87623.91     | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                                    | Toyota Motor Credit Corp                                                                    | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     200000 | PA      | $187742.28    | 0.01%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| National Health Investors Inc                                                               | National Health Investors Inc                                                               | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     999000 | PA      | $872363.46    | 0.04%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                                       | Novartis Capital Corp                                                                       | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     200000 | PA      | $181000.79    | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                                 | Canadian Pacific Railway Co                                                                 | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     304000 | PA      | $305145.68    | 0.01%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103254.07    | 0.00%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 780086UL6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $107672.28    | 0.00%             | 2032-05-03      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                             | CSL Finance PLC                                                                             | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $87638.75     | 0.00%             | 2042-04-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                                | Carrefour SA                                                                                | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112194.67    | 0.00%             | 2026-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1300000 | PA      | $1343660.50   | 0.05%             | 2082-10-31      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2003000 | PA      | $1889727.33   | 0.08%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Icon Parent Inc                                                                             | Icon Parent Inc                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     854000 | PA      | $848397.76    | 0.03%             | 2031-09-11      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                              | BP Capital Markets America Inc                                                              | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     100000 | PA      | $62613.20     | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $135381.68    | 0.01%             | 2032-06-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC Term Loan B                                                                    | VS Buyer LLC Term Loan B                                                                    | CUSIP: N/A<br>LEI: 254900G5QLDMHSCYJK25       | Long             | LON              | CORP              | US        |     313115 | PA      | $311355.54    | 0.01%             | 2031-04-12      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc Term Loan B2                                                         | Lumen Technologies Inc Term Loan B2                                                         | CUSIP: N/A<br>LEI: 8M3THTGWLTYZVE6BBY25       | Long             | LON              | CORP              | US        |     789456 | PA      | $750970.21    | 0.03%             | 2030-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                                        | Appalachian Power Co                                                                        | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     100000 | PA      | $111418.65    | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                                    | CSX Corp                                                                                    | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     100000 | PA      | $69508.26     | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Southern Housing                                                                            | Southern Housing                                                                            | CUSIP: N/A<br>LEI: 213800XJQUYGOARTZX86       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $89713.36     | 0.00%             | 2047-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1087000 | PA      | $1087727.50   | 0.04%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                            | ArcelorMittal SA                                                                            | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $107667.53    | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP Term Loan B                                                   | Freeport LNG Investments LLLP Term Loan B                                                   | CUSIP: N/A<br>LEI: 549300LR5YVRZH4YPQ33       | Long             | LON              | CORP              | US        |     530363 | PA      | $521346.36    | 0.02%             | 2028-12-21      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1591000 | PA      | $1504734.53   | 0.06%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                                         | Caterpillar Financial Services Corp                                                         | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     296000 | PA      | $301861.90    | 0.01%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     500000 | PA      | $478725.28    | 0.02%             | N/A             | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     596000 | PA      | $587410.68    | 0.02%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc Term Loan B                                                    | Somnigroup International Inc Term Loan B                                                    | CUSIP: N/A<br>LEI: 549300HFEKVR3US71V91       | Long             | LON              | CORP              | US        |     249375 | PA      | $248626.88    | 0.01%             | 2031-10-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                                       | Cellnex Finance Co SA                                                                       | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $100278.00    | 0.00%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         25 | NC      | $-26612.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                               | Santander Drive Auto Receivables Trust 2024-1                                               | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1265000 | PA      | $1267000.72   | 0.05%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                              | Constellium SE                                                                              | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1181280.48   | 0.05%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                                       | Novartis Capital Corp                                                                       | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $80761.04     | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                                    | Acadia Healthcare Co Inc                                                                    | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     380000 | PA      | $372020.38    | 0.02%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93491.69     | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     815000 | PA      | $701375.67    | 0.03%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                                       | Quest Diagnostics Inc                                                                       | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     984000 | PA      | $972440.77    | 0.04%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                    | Florida Power & Light Co                                                                    | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153835.49    | 0.01%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC Term Loan                                                            | First Brands Group LLC Term Loan                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1475000 | PA      | $1239000.00   | 0.05%             | 2028-03-30      | Floating      | 13.05%                | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                           | Brookfield Renewable Partners ULC                                                           | CUSIP: 11282ZAR9<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $79963.01     | 0.00%             | 2032-11-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-A                                                         | Ford Credit Auto Owner Trust 2022-A                                                         | CUSIP: 345286AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      82585 | PA      | $82393.30     | 0.00%             | 2026-06-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaptions                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    2655000 | OU      | $-2758.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA Term Loan B11                                                              | Altice France SA Term Loan B11                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |     168519 | PA      | $146370.62    | 0.01%             | 2025-07-31      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                            | NTT Finance Corp                                                                            | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $100696.70    | 0.00%             | 2030-03-03      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                   | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                   | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $98745.26     | 0.00%             | 2041-05-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198661.36    | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                            | Kinder Morgan Energy Partners LP                                                            | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     578000 | PA      | $526449.27    | 0.02%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNSF Funding Trust I                                                                        | BNSF Funding Trust I                                                                        | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2300561.20   | 0.09%             | 2055-12-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| TTX Co                                                                                      | TTX Co                                                                                      | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |     839000 | PA      | $851642.04    | 0.03%             | 2026-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     100000 | PA      | $73442.62     | 0.00%             | 2035-10-31      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KRMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1296963 | PA      | $1308661.89   | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                           | Entergy Texas Inc                                                                           | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     359000 | PA      | $359365.36    | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     200000 | PA      | $206484.43    | 0.01%             | 2030-01-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                                                 | Groupe Bruxelles Lambert NV                                                                 | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $96518.30     | 0.00%             | 2031-01-28      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $51521.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     200000 | PA      | $207482.35    | 0.01%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                                      | Cie de Saint-Gobain SA                                                                      | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116047.62    | 0.00%             | 2029-01-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-30CB                                                            | Alternative Loan Trust 2005-30CB                                                            | CUSIP: 12667GXK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     971982 | PA      | $634709.87    | 0.03%             | 2035-08-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                            | Argentine Republic Government International Bond                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3600000 | PA      | $2400781.72   | 0.10%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $120658.75    | 0.00%             | 2031-05-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103806.81    | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                          | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $120059.59    | 0.00%             | 2031-01-13      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                                                         | AssuredPartners Inc                                                                         | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     700000 | PA      | $697581.92    | 0.03%             | 2029-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                      | Consolidated Edison Co of New York Inc                                                      | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     703000 | PA      | $545531.56    | 0.02%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc Term Loan B2                                               | Light & Wonder International Inc Term Loan B2                                               | CUSIP: N/A<br>LEI: RLTHESQ0RNFQJWPBJN60       | Long             | LON              | CORP              | US        |     166902 | PA      | $166346.27    | 0.01%             | 2029-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Jump Financial LLC Term Loan B                                                              | Jump Financial LLC Term Loan B                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     750000 | PA      | $746250.00    | 0.03%             | 2032-02-20      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Cast & Crew LLC Term Loan B                                                                 | Cast & Crew LLC Term Loan B                                                                 | CUSIP: N/A<br>LEI: 549300XE7OZGFGN5F466       | Long             | LON              | CORP              | US        |    2605986 | PA      | $2490488.31   | 0.10%             | 2028-12-29      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co                                                              | Nationwide Mutual Insurance Co                                                              | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     100000 | PA      | $75213.25     | 0.00%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99688.40     | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                                       | Northrop Grumman Corp                                                                       | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92524.52     | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                                    | Cooperatieve Rabobank UA                                                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $130438.99    | 0.01%             | 2029-05-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                               | E.ON International Finance BV                                                               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $112497.37    | 0.00%             | 2026-05-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2562215 | PA      | $2520210.44   | 0.10%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                                          | Discover Card Execution Note Trust                                                          | CUSIP: 254683CS2<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |    2060000 | PA      | $2059048.49   | 0.08%             | 2027-05-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                                       | Scentre Group Trust 1                                                                       | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $65623.64     | 0.00%             | 2034-11-27      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                            | FirstEnergy Corp                                                                            | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90682.01     | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Driven Holdings LLC Term Loan B                                                             | Driven Holdings LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 2549009H8IC4YXR5FV18       | Long             | LON              | CORP              | US        |      83848 | PA      | $83324.20     | 0.00%             | 2028-12-17      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                                    | Snam SpA                                                                                    | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $114858.68    | 0.00%             | 2026-12-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                                 | Paychex Inc                                                                                 | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     309000 | PA      | $313622.53    | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                   | Petroleos de Venezuela SA                                                                   | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |   19277286 | PA      | $2236165.18   | 0.09%             | 2024-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                                       | Norfolk Southern Corp                                                                       | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104003.37    | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                               | Amphenol Corp                                                                               | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     356000 | PA      | $345775.72    | 0.01%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                                 | Energean Israel Finance Ltd                                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     200000 | PA      | $196900.00    | 0.01%             | 2026-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                                  | Intuit Inc                                                                                  | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77586.62     | 0.00%             | 2028-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NWD Finance BVI Ltd                                                                         | NWD Finance BVI Ltd                                                                         | CUSIP: G66816AD4<br>LEI: 25490076V8K09HMNCT88 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $73031.66     | 0.00%             | N/A             | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                                       | Nigeria Government International Bond                                                       | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    3000000 | PA      | $2453550.00   | 0.10%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                                       | Texas Instruments Inc                                                                       | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     600000 | PA      | $608966.55    | 0.02%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                      | Arsenal AIC Parent LLC                                                                      | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1760123.90   | 0.07%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                           | Autoroutes du Sud de la France SA                                                           | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $111220.19    | 0.00%             | 2027-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88407.46     | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6200546.18   | 0.25%             | N/A             | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Century Aluminum Co                                                                         | Century Aluminum Co                                                                         | CUSIP: 156431AN8<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    9530000 | PA      | $9568748.98   | 0.39%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Hilcorp Energy I LP / Hilcorp Finance Co                                                    | Hilcorp Energy I LP / Hilcorp Finance Co                                                    | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $190192.14    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp Term Loan B                                                            | Epicor Software Corp Term Loan B                                                            | CUSIP: N/A<br>LEI: JGNXVGGGXR4O1L5I7S73       | Long             | LON              | CORP              | US        |    1551467 | PA      | $1542654.37   | 0.06%             | 2031-05-23      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $104618.56    | 0.00%             | 2029-06-12      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| HTA Group Ltd/Mauritius                                                                     | HTA Group Ltd/Mauritius                                                                     | CUSIP: V4256BAE4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     450000 | PA      | $451251.00    | 0.02%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     550000 | PA      | $518099.89    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     705000 | PA      | $717806.74    | 0.03%             | 2031-01-30      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Kaman Corp                                                                                  | Kaman Corp                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     913793 | PA      | $899272.93    | 0.04%             | 2032-01-30      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd                                                                                  | goeasy Ltd                                                                                  | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    1650000 | PA      | $1609222.89   | 0.07%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Northwest Acquisitions ULC / Dominion Finco Inc                                             | Northwest Acquisitions ULC / Dominion Finco Inc                                             | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   19888000 | PA      | $198.88       | 0.00%             | 2022-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                               | Kroger Co/The                                                                               | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     258000 | PA      | $192523.51    | 0.01%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                                      | Equitable Holdings Inc                                                                      | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |       5055 | NS      | $83104.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                                                                 | NN Group NV                                                                                 | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $117591.45    | 0.00%             | 2048-01-13      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| AmFam Holdings Inc                                                                          | AmFam Holdings Inc                                                                          | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $42097.42     | 0.00%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                                                       | Long Ridge Energy LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     125000 | PA      | $117812.50    | 0.00%             | 2032-02-07      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196825.17    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gabon Government International Bond                                                         | Gabon Government International Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    1050000 | PA      | $746940.60    | 0.03%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                                    | eBay Inc                                                                                    | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     200000 | PA      | $182908.59    | 0.01%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99596.97     | 0.00%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC Term Loan B                                                              | OMNIA Partners LLC Term Loan B                                                              | CUSIP: N/A<br>LEI: 254900ZD1P5CVG9GOS22       | Long             | LON              | CORP              | US        |     282456 | PA      | $280924.71    | 0.01%             | 2030-07-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                                       | Norfolk Southern Corp                                                                       | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $83727.50     | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                                 | Bouygues SA                                                                                 | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $334291.35    | 0.01%             | 2029-06-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                                     | Telefonica Emisiones SA                                                                     | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $111746.97    | 0.00%             | 2027-01-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                                      | RWE AG                                                                                      | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $113023.46    | 0.00%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC Term Loan B                                                             | Planet US Buyer LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 254900ZE51SEX2EFFH74       | Long             | LON              | CORP              | US        |     395669 | PA      | $393097.61    | 0.02%             | 2031-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                         | Dominion Energy Inc                                                                         | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     100000 | PA      | $83355.16     | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Finance GP 1                                                              | Liberty Utilities Finance GP 1                                                              | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     462000 | PA      | $398501.99    | 0.02%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                        | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                        | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $771308.14    | 0.03%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC Term Loan B                                                             | LBM Acquisition LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 549300FAEB3VWZL4NI86       | Long             | LON              | CORP              | US        |     218039 | PA      | $205865.94    | 0.01%             | 2031-06-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     536000 | PA      | $529040.62    | 0.02%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                                         | Nomura Holdings Inc                                                                         | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $173493.45    | 0.01%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                | Thermo Fisher Scientific Inc                                                                | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98017.97     | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     150000 | PA      | $146426.32    | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIV2                                                      | BX Commercial Mortgage Trust 2020-VIV2                                                      | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $180122.38    | 0.01%             | 2044-03-09      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corp Term Loan B                                                        | Discovery Purchaser Corp Term Loan B                                                        | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |     337572 | PA      | $335377.75    | 0.01%             | 2029-08-04      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| EPH Financing International AS                                                              | EPH Financing International AS                                                              | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |    1900000 | PA      | $2269922.40   | 0.09%             | 2029-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    2000000 | OU      | $54698.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                               | Public Service Co of Oklahoma                                                               | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     804000 | PA      | $684630.50    | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137FPCA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    3330923 | PA      | $380934.65    | 0.02%             | 2049-10-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                   | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101453.91    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     690000 | PA      | $679542.19    | 0.03%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8335000 | PA      | $8455117.19   | 0.34%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                             | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                             | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3675000 | PA      | $3627372.04   | 0.15%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1204000 | PA      | $1211383.29   | 0.05%             | 2028-03-27      | Variable      | 4.72%                 | No            |                  2 | On Loan: —       |
| EQT AB                                                                                      | EQT AB                                                                                      | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $111131.04    | 0.00%             | 2028-04-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mitchell International Inc Term Loan B                                                      | Mitchell International Inc Term Loan B                                                      | CUSIP: N/A<br>LEI: 5493002RDNIGEM7SSV41       | Long             | LON              | CORP              | US        |     757195 | PA      | $746124.81    | 0.03%             | 2031-06-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 23 Ltd                                                                            | AIMCO CLO 23 Ltd                                                                            | CUSIP: 00901JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     379000 | PA      | $374146.91    | 0.02%             | 2038-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $120045.77    | 0.00%             | 2033-05-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                              | European Bank for Reconstruction & Development                                              | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | CORP              | XX        |   41200000 | PA      | $492460.06    | 0.02%             | 2032-01-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc                                                                   | McGraw-Hill Education Inc                                                                   | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    3880000 | PA      | $3842698.46   | 0.16%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                                   | Prosus NV                                                                                   | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $99112.98     | 0.00%             | 2034-01-19      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QSS77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2172057 | PA      | $2141714.38   | 0.09%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc Term Loan B                                             | Clydesdale Acquisition Holdings Inc Term Loan B                                             | CUSIP: N/A<br>LEI: 254900QKSDYFR3K5YD98       | Long             | LON              | CORP              | US        |     602701 | PA      | $598108.53    | 0.02%             | 2029-04-13      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100161.96    | 0.00%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                                                         | Lseg Netherlands BV                                                                         | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $106137.10    | 0.00%             | 2028-04-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                                   | Airbus SE                                                                                   | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $107723.54    | 0.00%             | 2030-06-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                                 | National Australia Bank Ltd                                                                 | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $112406.29    | 0.00%             | 2028-05-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                           | Allstate Corp/The                                                                           | CUSIP: 020002812<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |       4065 | NS      | $78413.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                                           | Sydney Airport Finance Co Pty Ltd                                                           | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $119169.28    | 0.00%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                                | US Foods Inc                                                                                | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    2171000 | PA      | $2271104.81   | 0.09%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     594000 | PA      | $591317.27    | 0.02%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Telecommunications co Telekom Srbija AD Belgrade                                            | Telecommunications co Telekom Srbija AD Belgrade                                            | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |     825000 | PA      | $817852.20    | 0.03%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UKG Inc Term Loan B                                                                         | UKG Inc Term Loan B                                                                         | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    1276453 | PA      | $1271512.93   | 0.05%             | 2031-02-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                                 | Prologis LP                                                                                 | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     200000 | PA      | $180249.13    | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2022-6                                                             | Angel Oak Mortgage Trust 2022-6                                                             | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1288851 | PA      | $1270246.44   | 0.05%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF                                             | iShares Broad USD High Yield Corporate Bond ETF                                             | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |     287237 | NS      | $10512874.20  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                                                                 | Cencora Inc                                                                                 | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     299000 | PA      | $302421.62    | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                                    | Enel SpA                                                                                    | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $112881.40    | 0.00%             | N/A             | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                                | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $114987.18    | 0.00%             | 2036-08-08      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                                       | OP Corporate Bank plc                                                                       | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     100000 | PA      | $105338.21    | 0.00%             | 2028-06-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                             | WPC Eurobond BV                                                                             | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $100743.15    | 0.00%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                             | Southern Co/The                                                                             | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      30863 | NS      | $665714.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaLink LP                                                                                 | AltaLink LP                                                                                 | CUSIP: 02135ZAD8<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $74334.83     | 0.00%             | 2040-11-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197234.46    | 0.01%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC Term Loan Y                                                        | Virgin Media Bristol LLC Term Loan Y                                                        | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |     300000 | PA      | $291033.00    | 0.01%             | 2031-03-31      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                                | Avangrid Inc                                                                                | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96884.82     | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    1378180 | OU      | $273763.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                                  | Bell Telephone Co of Canada or Bell Canada                                                  | CUSIP: 07813ZCP7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $38138.33     | 0.00%             | 2053-08-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1581000 | PA      | $1440790.09   | 0.06%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                                      | Bunge Ltd Finance Corp                                                                      | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98712.62     | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp Term Loan B                                                                | IRB Holding Corp Term Loan B                                                                | CUSIP: N/A<br>LEI: 549300HVW4WNWYBXN830       | Long             | LON              | CORP              | US        |     629488 | PA      | $624225.72    | 0.03%             | 2027-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                          | Ally Financial Inc                                                                          | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98605.74     | 0.00%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC                                    | Fortress Transportation and Infrastructure Investors LLC                                    | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2465696.35   | 0.10%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                                     | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     306000 | PA      | $309424.49    | 0.01%             | 2028-01-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Dairy Farmers of America Inc                                                                | Dairy Farmers of America Inc                                                                | CUSIP: 23385H406<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | EP               | CORP              | US        |      10000 | NS      | $952500.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                                        | Kyndryl Holdings Inc                                                                        | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      50000 | PA      | $37691.45     | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co Term Loan B6                                                            | Alterra Mountain Co Term Loan B6                                                            | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |     473140 | PA      | $472548.86    | 0.02%             | 2028-08-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W644<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      46261 | NS      | $1052900.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380UHT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    4810475 | PA      | $597740.91    | 0.02%             | 2046-11-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1507000 | PA      | $1535083.49   | 0.06%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-B Owner Trust                                                  | Toyota Auto Receivables 2022-B Owner Trust                                                  | CUSIP: 89238FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     228081 | PA      | $227179.63    | 0.01%             | 2026-09-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     294000 | PA      | $293061.58    | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                                          | Ameren Illinois Co                                                                          | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93318.97     | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                                   | Guatemala Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    2000000 | PA      | $1988318.70   | 0.08%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust 2006-FA8                                | First Horizon Alternative Mortgage Securities Trust 2006-FA8                                | CUSIP: 32052DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3034163 | PA      | $1160294.76   | 0.05%             | 2037-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                        | Kraft Heinz Foods Co                                                                        | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93701.38     | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     150000 | PA      | $218319.21    | 0.01%             | 2034-11-16      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc                                                                      | Comstock Resources Inc                                                                      | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2806279.22   | 0.11%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOS Funding Ltd                                                                             | BOS Funding Ltd                                                                             | CUSIP: N/A<br>LEI: 635400PTLHUGAMGH6I34       | Long             | DBT              | CORP              | KY        |     200000 | PA      | $195801.20    | 0.01%             | 2029-09-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     488000 | PA      | $457408.70    | 0.02%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                                          | Union Pacific Corp                                                                          | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     100000 | PA      | $68517.70     | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4478.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                            | Altria Group Inc                                                                            | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     100000 | PA      | $67371.32     | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                                        | Waste Management Inc                                                                        | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97762.30     | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     661000 | PA      | $612664.38    | 0.02%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                                | AutoZone Inc                                                                                | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     289000 | PA      | $294688.57    | 0.01%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                                                  | Edenred SE                                                                                  | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115251.28    | 0.00%             | 2026-12-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                                          | United Utilities Water Finance PLC                                                          | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116979.85    | 0.00%             | 2031-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                                                   | Stellantis Finance US Inc                                                                   | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     685000 | PA      | $685269.23    | 0.03%             | 2030-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13770000 | PA      | $13762630.43  | 0.56%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Learning Care Group US No 2 Inc Term Loan B                                                 | Learning Care Group US No 2 Inc Term Loan B                                                 | CUSIP: N/A<br>LEI: 5493000VMN44LK8QID23       | Long             | LON              | CORP              | US        |    4811584 | PA      | $4782714.16   | 0.19%             | 2028-08-11      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46109.85     | 0.00%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     250000 | OU      | $26773.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO                                                                                       | POSCO                                                                                       | CUSIP: Y7S272AG7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $205308.35    | 0.01%             | 2028-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                          | Home Depot Inc/The                                                                          | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     200000 | PA      | $138353.83    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                                     | Entergy Mississippi LLC                                                                     | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     212000 | PA      | $207384.05    | 0.01%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     100000 | PA      | $69964.72     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     190000 | OU      | $33432.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                            | Nationstar Mortgage Holdings Inc                                                            | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2642623.49   | 0.11%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                  | Leidos Inc                                                                                  | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     738000 | PA      | $734514.62    | 0.03%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                                         | Ashtead Capital Inc                                                                         | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     200000 | PA      | $193096.84    | 0.01%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                              | Virginia Electric and Power Co                                                              | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     253000 | PA      | $241800.23    | 0.01%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                                 | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87795.12     | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                               | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $102799.32    | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $96363.20     | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg Sarl                                                                | Acu Petroleo Luxembourg Sarl                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    1909871 | PA      | $1918287.61   | 0.08%             | 2035-07-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                            | Nestle Finance International Ltd                                                            | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $119566.01    | 0.00%             | 2033-03-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4146558.46   | 0.17%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                                                                       | Stifel Financial Corp                                                                       | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |       2239 | NS      | $38913.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American Capital PLC                                                                  | Anglo American Capital PLC                                                                  | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118591.87    | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avaya Holdings Corp                                                                         | Avaya Holdings Corp                                                                         | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |      27216 | NS      | $146286.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tricon American Homes 2020-SFR2 Trust                                                       | Tricon American Homes 2020-SFR2 Trust                                                       | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     363388 | PA      | $338642.30    | 0.01%             | 2039-11-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Egypt Government Bond                                                                       | Egypt Government Bond                                                                       | CUSIP: YU0812781<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   55900000 | PA      | $1119768.51   | 0.05%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                                    | Warnermedia Holdings Inc                                                                    | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     644000 | PA      | $551444.63    | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $241773.49    | 0.01%             | 2033-01-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                                 | Surgery Center Holdings Inc                                                                 | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   11410000 | PA      | $11384106.15  | 0.46%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                                | NNN REIT Inc                                                                                | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50627.89     | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                             | Motability Operations Group PLC                                                             | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116490.89    | 0.00%             | 2029-07-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                                    | Warnermedia Holdings Inc                                                                    | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1076000 | PA      | $811049.43    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                                       | Kentucky Utilities Co                                                                       | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94867.10     | 0.00%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     959000 | PA      | $777760.48    | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                                          | Johnson Controls International plc                                                          | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $118009.36    | 0.00%             | 2035-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     200000 | PA      | $240109.04    | 0.01%             | 2028-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203820.33    | 0.01%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                                          | nVent Finance Sarl                                                                          | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     549000 | PA      | $470953.17    | 0.02%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cliffwater Enhanced Lending Fund                                                            | Cliffwater Enhanced Lending Fund                                                            | CUSIP: 18685P108<br>LEI: 549300GSOYHH68H7U345 | Long             | EC               | RF                | US        |    3841876 | NS      | $41914865.07  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Holdings USA Inc                                                                  | Santander Holdings USA Inc                                                                  | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103775.81    | 0.00%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DQNY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3596465 | PA      | $3372547.67   | 0.14%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115070.97    | 0.00%             | 2034-08-28      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                 | MetLife Inc                                                                                 | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2271242.64   | 0.09%             | N/A             | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                                  | Performance Food Group Inc                                                                  | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1300386.10   | 0.05%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199669.69    | 0.01%             | 2027-06-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102141.49    | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103109.45    | 0.00%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1971000 | PA      | $1986090.47   | 0.08%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                               | Marriott International Inc/MD                                                               | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     357000 | PA      | $347817.65    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         13 | NC      | $3408.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                                | GM Financial Automobile Leasing Trust 2024-3                                                | CUSIP: 38012QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1827176 | PA      | $1825108.62   | 0.07%             | 2027-01-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     523000 | PA      | $482261.77    | 0.02%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc Term Loan B                                         | Sedgwick Claims Management Services Inc Term Loan B                                         | CUSIP: N/A<br>LEI: 549300BIN4DWJG5VWF64       | Long             | LON              | CORP              | US        |     914822 | PA      | $909681.08    | 0.04%             | 2031-07-31      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                                   | Prosus NV                                                                                   | CUSIP: N5946FAD9<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $199250.00    | 0.01%             | 2027-07-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     537000 | PA      | $530542.81    | 0.02%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                                    | Honda Canada Finance Inc                                                                    | CUSIP: 438121BD6<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $74856.38     | 0.00%             | 2027-09-23      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC Term Loan B                                            | Frontier Communications Holdings LLC Term Loan B                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1568070 | PA      | $1558928.15   | 0.06%             | 2031-07-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| BrewCo Borrower LLC Term Loan                                                               | BrewCo Borrower LLC Term Loan                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     142924 | PA      | $51452.68     | 0.00%             | 2028-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc Term Loan B                                                            | Fiesta Purchaser Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     234915 | PA      | $232588.87    | 0.01%             | 2031-02-12      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                              | Transocean Inc                                                                              | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    3150000 | PA      | $2239272.00   | 0.09%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co Inc Term Loan B                                                  | Petco Health & Wellness Co Inc Term Loan B                                                  | CUSIP: N/A<br>LEI: 2549007TYGV6RVSE9M61       | Long             | LON              | CORP              | US        |     181000 | PA      | $157435.61    | 0.01%             | 2028-03-03      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Upbound Group Inc                                                                           | Upbound Group Inc                                                                           | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    4775000 | PA      | $4504937.94   | 0.18%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                                         | Macquarie Group Ltd                                                                         | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $97807.90     | 0.00%             | 2028-11-28      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23146.81     | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                                       | Unilever Capital Corp                                                                       | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102320.85    | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                                | Orbia Advance Corp SAB de CV                                                                | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |     200000 | PA      | $163131.11    | 0.01%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1952170.89   | 0.08%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |     100000 | PA      | $118093.45    | 0.00%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                      | BP Capital Markets PLC                                                                      | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $111098.07    | 0.00%             | N/A             | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                                        | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                                        | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4932816.08   | 0.20%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382WR58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    2969572 | PA      | $450676.74    | 0.02%             | 2051-08-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc Term Loan                                                       | Surgery Center Holdings Inc Term Loan                                                       | CUSIP: N/A<br>LEI: 54930054EVI5HWPPW113       | Long             | LON              | CORP              | US        |    1234704 | PA      | $1229691.07   | 0.05%             | 2030-12-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Weir Group PLC/The                                                                          | Weir Group PLC/The                                                                          | CUSIP: 94877DAA2<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |     640000 | PA      | $642959.25    | 0.03%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                                     | PPL Capital Funding Inc                                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     312000 | PA      | $311966.63    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BCMSC Trust 2000-A                                                                          | BCMSC Trust 2000-A                                                                          | CUSIP: 09774XBM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7431642 | PA      | $297499.77    | 0.01%             | 2030-06-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                                       | Applied Materials Inc                                                                       | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98711.27     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      45339 | NS      | $1145263.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RioCan Real Estate Investment Trust                                                         | RioCan Real Estate Investment Trust                                                         | CUSIP: 766910BK8<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $75668.07     | 0.00%             | 2027-10-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                               | Enel Finance International NV                                                               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115270.92    | 0.00%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     225000 | PA      | $235020.95    | 0.01%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     200000 | PA      | $184686.51    | 0.01%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Utex Industries - Warrants                                                                  | Utex Industries - Warrants                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      53725 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $121117.10    | 0.00%             | 2032-11-16      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                     | Sasol Financing USA LLC                                                                     | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     375000 | PA      | $355375.01    | 0.01%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc - Class A2                                                   | Sound Inpatient Physicians Inc - Class A2                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     204373 | NS      | $204373.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| WH Borrower LLC                                                                             | WH Borrower LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     155000 | PA      | $148283.85    | 0.01%             | 2032-02-12      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                              | PECO Energy Co                                                                              | CUSIP: 693304AT4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49677.91     | 0.00%             | 2025-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F052458<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2400000 | PA      | $2438150.74   | 0.10%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     150000 | PA      | $146516.55    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                      | BP Capital Markets PLC                                                                      | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $113102.53    | 0.00%             | 2028-04-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                                                 | HOCHTIEF AG                                                                                 | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $103260.34    | 0.00%             | 2029-04-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredith Inc Term Loan B1                                                           | Dotdash Meredith Inc Term Loan B1                                                           | CUSIP: N/A<br>LEI: 549300R2AA7U9CJUQO13       | Long             | LON              | CORP              | US        |     266809 | PA      | $258137.58    | 0.01%             | 2028-12-01      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                            | Lazard Group LLC                                                                            | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97984.26     | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Co LLC                                                            | Midwest Connector Capital Co LLC                                                            | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $149364.36    | 0.01%             | 2029-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp                                                                       | KeySpan Gas East Corp                                                                       | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     822000 | PA      | $840620.65    | 0.03%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                 | Walmart Inc                                                                                 | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     100000 | PA      | $70183.02     | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89973.11     | 0.00%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                                    | Nippon Life Insurance Co                                                                    | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $996531.18    | 0.04%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6539360.10   | 0.27%             | N/A             | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                 | Walmart Inc                                                                                 | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     150000 | PA      | $130484.34    | 0.01%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                                   | Corebridge Global Funding                                                                   | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104342.99    | 0.00%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     361000 | PA      | $325223.01    | 0.01%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                                  | LANXESS AG                                                                                  | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $99026.66     | 0.00%             | 2029-12-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DUA49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1062830 | PA      | $1087559.83   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                                       | Aon North America Inc                                                                       | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1137000 | PA      | $1169976.45   | 0.05%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $106254.33    | 0.00%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                                         | Clarion Funding PLC                                                                         | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $101188.76    | 0.00%             | 2032-11-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc Term Loan B                                                       | McGraw-Hill Education Inc Term Loan B                                                       | CUSIP: N/A<br>LEI: 254900U6YJ9QZ4IQOR26       | Long             | LON              | CORP              | US        |     285800 | PA      | $284830.95    | 0.01%             | 2031-08-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $123716.08    | 0.01%             | 2029-02-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                              | American Electric Power Co Inc                                                              | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     800000 | PA      | $807247.20    | 0.03%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     484000 | PA      | $436125.11    | 0.02%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $75213.92     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                                                  | Kaseya Inc                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    5945000 | PA      | $5798871.90   | 0.24%             | 2033-03-05      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                                         | Dow Chemical Co/The                                                                         | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     100000 | PA      | $79282.75     | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TIH Insurance Holdings LLC Term Loan B                                                      | TIH Insurance Holdings LLC Term Loan B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     542419 | PA      | $535866.92    | 0.02%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC             | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC             | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $120729.36    | 0.00%             | 2029-09-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KRE26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2090157 | PA      | $2066654.02   | 0.08%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust 2007-AR1                                     | Structured Asset Mortgage Investments II Trust 2007-AR1                                     | CUSIP: 86362XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     259347 | PA      | $225777.18    | 0.01%             | 2037-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                                 | Raymond James Financial Inc                                                                 | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201564.82    | 0.01%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205763.59    | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                                     | CenterPoint Energy Houston Electric LLC                                                     | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99245.88     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                    | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                    | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $154361.83    | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2582600.00   | 0.10%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-29

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

**Signature:** Megan Hoffmann

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

**Title:** Vice President and Controller