# EDGAR Filing Document

**Accession Number:** 0000811030
**File Stem:** 0001145549-23-014406
**Filing Date:** 2023-3
**Character Count:** 220119
**Document Hash:** 70caa6cec30eec3287724d406436c45b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-014406.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001145549-23-014406

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PROFESSIONALLY MANAGED PORTFOLIOS
- **CENTRAL INDEX KEY:** 0000811030
- **IRS NUMBER:** 566415270
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05037
- **FILM NUMBER:** 23693111

**BUSINESS ADDRESS:**
- **STREET 1:** 615 EAST MICHIGAN STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 626-914-7363

**MAIL ADDRESS:**
- **STREET 1:** 615 EAST MICHIGAN STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AVONDALE INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19910529

## Series and Classes Contracts Data

### Muzinich Low Duration Fund (Series ID: S000054438)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000170963 | Institutional Shares       | MZLIX           |
| C000170964 | Supra Institutional Shares | MZLSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Professionally Managed Portfolios

- **b. Investment Company Act file number:** 811-05037

- **c. CIK number of Registrant:** 0000811030

- **d. LEI of Registrant:** 254900BPISCYGRJD2727

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

  - **Street Address 1:** 615 East Michigan Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-516-1523

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

- **a. Name of Series:** Muzinich Low Duration Fund

- **b. EDGAR series identifier (if any):** S000054438

- **c. LEI of Series:** 549300JDN6HL8FW7BJ81

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $917892409.45

**Total Liabilities:** $74208165.75

**Net Assets:** $843684243.70

**Cash Not Reported:** $20004973.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -38337.230000000000 | **1-Year:** 55396.700000000000 | **5-Year:** 32349.230000000000 | **10-Year:** 50.840000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 38647.460000000000 | **1-Year:** 20952.330000000000 | **5-Year:** 15436.950000000000 | **10-Year:** 188.460000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000170963 | 0.44%                | 1.50%                |  |
| Class ID C000170964 | 0.55%                | 1.42%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $913504.16               | $4833436.76                                |
| Month 2  | $-1101629.15             | $28675143.04                               |
| Month 3  | $-336573.50              | $10752752.52                               |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** EQDC3OH2KQ

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMERICAN AIRLINES/AADVAN             | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1969607.54   | 0.23%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $990876.17    | 0.12%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1520000 | PA      | $1510387.08   | 0.18%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1801000 | PA      | $1742370.28   | 0.21%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    815000 | PA      | $784401.40    | 0.09%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3275000 | PA      | $3024226.60   | 0.36%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2039000 | PA      | $1787732.64   | 0.21%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                       | Air Lease Corp                                                                   | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2238445.13   | 0.27%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                        | Aircastle Ltd                                                                    | CUSIP: 00928QAP6<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $349466.21    | 0.04%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                        | Aircastle Ltd                                                                    | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    897000 | PA      | $867722.97    | 0.10%             | 2024-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                        | Aircastle Ltd                                                                    | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1200000 | PA      | $1188348.50   | 0.14%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                        | Aircastle Ltd                                                                    | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1930000 | PA      | $1817342.29   | 0.22%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                        | Aircastle Ltd                                                                    | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $2408708.90   | 0.29%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM             | Amcor Flexibles North America Inc                                                | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    850000 | PA      | $828825.70    | 0.10%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN             | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1137893.83   | 0.13%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                    | Ares Capital Corp                                                                | CUSIP: 04010LAU7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2364967.04   | 0.28%             | 2023-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                    | Ares Capital Corp                                                                | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $949264.08    | 0.11%             | 2025-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                    | Ares Capital Corp                                                                | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1623347.04   | 0.19%             | 2024-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                    | Ares Capital Corp                                                                | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184363.62    | 0.02%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP              | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2700000 | PA      | $2445339.32   | 0.29%             | 2030-07-22      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP               | Aviation Capital Group LLC                                                       | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2351013.57   | 0.28%             | 2023-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP               | Aviation Capital Group LLC                                                       | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934726.77    | 0.11%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP               | Aviation Capital Group LLC                                                       | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1473328.08   | 0.17%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD             | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAB7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    700000 | PA      | $692320.88    | 0.08%             | 2023-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD             | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2130000 | PA      | $2029391.77   | 0.24%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD             | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1425000 | PA      | $1295602.40   | 0.15%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                              | BPCE SA                                                                          | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1270000 | PA      | $1260772.69   | 0.15%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                              | BPCE SA                                                                          | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2310000 | PA      | $2263293.67   | 0.27%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | Bank of America Corp                                                             | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1078119.77   | 0.13%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | Bank of America Corp                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $863323.27    | 0.10%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | Bank of America Corp                                                             | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440014.09    | 0.05%             | 2025-04-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | Bank of America Corp                                                             | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1923785.50   | 0.23%             | 2026-07-22      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN             | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2086977.80   | 0.25%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                       | Brink's Co/The                                                                   | CUSIP: 109696AB0<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3147354.62   | 0.37%             | 2025-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3151044.03   | 0.37%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                    | CNH Industrial NV                                                                | CUSIP: 12594KAA0<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $993894.41    | 0.12%             | 2023-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                     | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2523079.17   | 0.30%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC             | Celanese US Holdings LLC                                                         | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3553000 | PA      | $3555381.08   | 0.42%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | Citigroup Inc                                                                    | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $674758.41    | 0.08%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | Citigroup Inc                                                                    | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $882969.70    | 0.10%             | 2025-05-24      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | Citigroup Inc                                                                    | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    525000 | PA      | $509514.65    | 0.06%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                | Coca-Cola Europacific Partners PLC                                               | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1387981.50   | 0.16%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                       | Commerzbank AG                                                                   | CUSIP: 20259BAA9<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $504058.05    | 0.06%             | 2023-09-19      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC             | Constellation Brands Inc                                                         | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170942.55    | 0.02%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC             | Constellation Brands Inc                                                         | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220504.59    | 0.03%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F             | CrownRock LP / CrownRock Finance Inc                                             | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2098465.95   | 0.25%             | 2025-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                      | DAE Funding LLC                                                                  | CUSIP: 23371DAF1<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1397854.80   | 0.17%             | 2025-03-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA              | Daimler Trucks Finance North America LLC                                         | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2299891.37   | 0.27%             | 2024-12-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA              | Daimler Trucks Finance North America LLC                                         | CUSIP: 233853AL4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1104956.49   | 0.13%             | 2025-04-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP              | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2354311.56   | 0.28%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                  | Delta Air Lines Inc                                                              | CUSIP: 247361ZP6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1041374.25   | 0.12%             | 2023-04-19      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                  | Delta Air Lines Inc                                                              | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1136291.55   | 0.13%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                     | Deutsche Bank AG                                                                 | CUSIP: 251525AM3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3175000 | PA      | $2987710.66   | 0.35%             | 2028-05-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                     | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526BS7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1532000 | PA      | $1532434.20   | 0.18%             | 2023-02-27      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                     | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2700000 | PA      | $2583247.95   | 0.31%             | 2025-11-26      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                    | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2268530.00   | 0.27%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                | Caesars Entertainment Inc                                                        | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974638.48    | 0.12%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                    | Expedia Group Inc                                                                | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1211536.83   | 0.14%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                    | Expedia Group Inc                                                                | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1514884.14   | 0.18%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                        | Stellantis NV                                                                    | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1000900.00   | 0.12%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC             | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3306107.37   | 0.39%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC             | Ford Motor Credit Co LLC                                                         | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584407.72    | 0.07%             | 2024-01-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC             | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZC0<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999091.20    | 0.12%             | 2023-02-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                    | GXO Logistics Inc                                                                | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1867176.75   | 0.22%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE              | GSK Consumer Healthcare Capital US LLC                                           | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    381000 | PA      | $355810.18    | 0.04%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE              | GSK Consumer Healthcare Capital UK PLC                                           | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |    970000 | PA      | $923942.83    | 0.11%             | 2025-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO               | General Motors Financial Co Inc                                                  | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1140108.85   | 0.14%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO               | General Motors Financial Co Inc                                                  | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1146229.91   | 0.14%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                     | Genuine Parts Co                                                                 | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187018.67    | 0.02%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2342189.47   | 0.28%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                              | HCA Inc                                                                          | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1996682.97   | 0.24%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST             | Service Properties Trust                                                         | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1476407.84   | 0.17%             | 2023-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                    | Hyatt Hotels Corp                                                                | CUSIP: 448579AH5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2534425.65   | 0.30%             | 2025-04-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                    | Hyatt Hotels Corp                                                                | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1263994.28   | 0.15%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                    | Hyatt Hotels Corp                                                                | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    985000 | PA      | $923929.97    | 0.11%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA              | Hyundai Capital America                                                          | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1613951.63   | 0.19%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2293495.20   | 0.27%             | 2025-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES             | International Flavors & Fragrances Inc                                           | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    600000 | PA      | $530858.93    | 0.06%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                  | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3300000 | PA      | $3175405.76   | 0.38%             | 2024-06-26      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO             | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1013738.00   | 0.12%             | 2025-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN                | James Hardie International Finance DAC                                           | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    922000 | PA      | $847437.86    | 0.10%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                 | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2111207.29   | 0.25%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC              | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    540000 | PA      | $506152.80    | 0.06%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3130000 | PA      | $2946239.92   | 0.35%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                          | Lennar Corp                                                                      | CUSIP: 526057CR3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1507829.70   | 0.18%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                     | MGM Resorts International                                                        | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1258411.25   | 0.15%             | 2025-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                   | Macquarie Bank Ltd                                                               | CUSIP: 55608XAB3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   2100000 | PA      | $2057669.71   | 0.24%             | 2025-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC             | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1165654.92   | 0.14%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC             | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    968000 | PA      | $921960.37    | 0.11%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL               | Marriott International Inc/MD                                                    | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1937113.61   | 0.23%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL               | Marriott International Inc/MD                                                    | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1980019.52   | 0.23%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                           | MasTec Inc                                                                       | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1060946.80   | 0.13%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED              | Gatwick Funding Ltd                                                              | CUSIP: EI5901190<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $244285.75    | 0.03%             | 2026-03-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FIRSTGROUP PLC                       | Firstgroup PLC                                                                   | CUSIP: EH9697366<br>LEI: 549300DEJZCPWA4HKM93 | Long             | DBT              | CORP              | GB        |   1375000 | PA      | $1661976.98   | 0.20%             | 2024-09-18      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                 | Heathrow Funding Ltd                                                             | CUSIP: EI8731859<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |   1125000 | PA      | $1363125.74   | 0.16%             | 2024-02-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED              | Gatwick Funding Ltd                                                              | CUSIP: EI9600186<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |   1700000 | PA      | $2052851.43   | 0.24%             | 2024-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG                     | Credit Suisse AG                                                                 | CUSIP: EJ7790151<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |   9525000 | PA      | $9245974.65   | 1.10%             | 2023-08-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                    | Sysco Corp                                                                       | CUSIP: 871829BE6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1699536.07   | 0.20%             | 2023-06-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PVH CORP                             | PVH Corp                                                                         | CUSIP: LW4152390<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    765000 | PA      | $817129.80    | 0.10%             | 2024-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                 | IHO Verwaltungs GmbH                                                             | CUSIP: QZ4832064<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1493892.25   | 0.18%             | 2026-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL FIN                | Thames Water Utilities Finance PLC                                               | CUSIP: AN3479366<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |   1271000 | PA      | $1519349.62   | 0.18%             | 2023-05-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SIGMA ALIMENTOS SA                   | Sigma Alimentos SA de CV                                                         | CUSIP: AM2935816<br>LEI: 549300FW3RGHPHT21D10 | Long             | DBT              | CORP              | MX        |   2150000 | PA      | $2253874.05   | 0.27%             | 2024-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                         | KBC Group NV                                                                     | CUSIP: ZN4355824<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   2200000 | PA      | $2367001.15   | 0.28%             | 2027-11-23      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                     | Deutsche Bank AG                                                                 | CUSIP: ZN5385366<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1588019.57   | 0.19%             | 2027-11-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                        | RCI Banque SA                                                                    | CUSIP: ZN5382744<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   1750000 | PA      | $1861730.27   | 0.22%             | 2025-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV               | Volkswagen Financial Services NV                                                 | CUSIP: ZN5456340<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2441763.45   | 0.29%             | 2024-11-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRAVIS PERKINS PLC                   | Travis Perkins PLC                                                               | CUSIP: JK9552767<br>LEI: 2138001I27OUBAF22K83 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2388350.50   | 0.28%             | 2023-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CASTELLUM AB                         | Castellum AB                                                                     | CUSIP: AV6454640<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |    500000 | PA      | $514166.82    | 0.06%             | 2023-11-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CROWN EURO HOLDINGS SA               | Crown European Holdings SA                                                       | CUSIP: AQ8241921<br>LEI: 85OKW2SW05RZFQS1W718 | Long             | DBT              | CORP              | FR        |   2950000 | PA      | $3015714.15   | 0.36%             | 2026-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                         | ING Groep NV                                                                     | CUSIP: AP2205627<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $902494.25    | 0.11%             | 2029-09-26      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| VOLKSBANK WIEN AG                    | Volksbank Wien AG                                                                | CUSIP: AP2212821<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |   2800000 | PA      | $2833820.96   | 0.34%             | 2027-10-06      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| EASYJET PLC                          | easyJet PLC                                                                      | CUSIP: JV9004518<br>LEI: 2138001S47XKWIB7TH90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $748105.85    | 0.09%             | 2023-02-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                  | EURO-SCHATZ FUT   Mar23                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -999 | NC      | $1320100.11   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | EUR/USD FWD 20230125                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-18219157.12 | -2.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | EUR/USD FWD 20230321                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2082200.67  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                     | Societe Generale SA                                                              | CUSIP: EK0273418<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1160000 | PA      | $1148085.37   | 0.14%             | 2024-01-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | US 5YR NOTE (CBT) Mar23                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -105 | NC      | $32630.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUARONG FINANCE II                   | Huarong Finance II Co Ltd                                                        | CUSIP: EK6884242<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $569289.21    | 0.07%             | 2025-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                 | Huarong Finance 2019 Co Ltd                                                      | CUSIP: ZS8235443<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |   1800000 | PA      | $1711536.39   | 0.20%             | 2024-05-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                 | Huarong Finance 2019 Co Ltd                                                      | CUSIP: ZQ4648791<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |   1700000 | PA      | $1570086.99   | 0.19%             | 2024-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                  | GBP/USD FWD 20230125                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2742491.54  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | GBP/USD FWD 20230125                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $394912.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM             | ColourOZ Investment 1 GmbH                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      5904 | PA      | $4479.07      | 0.00%             | 2023-09-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM             | ColourOZ Investment 1 GmbH                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     11396 | PA      | $8645.88      | 0.00%             | 2023-09-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM             | ColourOZ Investment 1 GmbH                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      1685 | PA      | $1278.55      | 0.00%             | 2023-09-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM             | ColourOZ Investment 1 GmbH                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    298158 | PA      | $226205.99    | 0.03%             | 2023-09-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM             | ColourOZ Investment 1 GmbH                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    575533 | PA      | $436644.95    | 0.05%             | 2023-09-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM             | ColourOZ Investment 1 GmbH                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     85109 | PA      | $64570.60     | 0.01%             | 2023-09-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM             | ColourOZ Investment 1 GmbH                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      1182 | PA      | $896.89       | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM             | ColourOZ Investment 1 GmbH                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      2282 | PA      | $1731.28      | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM             | ColourOZ Investment 1 GmbH                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       337 | PA      | $256.02       | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM             | ColourOZ Investment 1 GmbH                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      2595 | PA      | $1968.94      | 0.00%             | 2023-09-07      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ASSYSTEM TECHNOLOGIES SE             | Assystem Technologies Services SASU                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   3000000 | PA      | $2462020.57   | 0.29%             | 2024-09-28      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                     | Fugue Finance BV                                                                 | CUSIP: N/A<br>LEI: 254900LPOM3DXTS8SI47       | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1040173.84   | 0.12%             | 2024-09-01      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| SILK BIDCO AS                        | Hurtigruten Group AS                                                             | CUSIP: N/A<br>LEI: 213800EVBYLGF87O9I05       | Long             | LON              | CORP              | NO        |   2000000 | PA      | $1692310.99   | 0.20%             | 2025-02-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Ziggo Secured Finance B.V.           | Ziggo Secured Finance B.V., Senior Secured First Lien Term Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3000000 | PA      | $2973715.20   | 0.35%             | 2029-01-31      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| IFCO MANAGEMENT GMBH                 | IFCO Management GmbH                                                             | CUSIP: N/A<br>LEI: 529900W6COKZG9FWRZ51       | Long             | LON              | CORP              | DE        |   2000000 | PA      | $2033847.50   | 0.24%             | 2026-05-31      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC             | Elanco Animal Health Inc                                                         | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    448779 | PA      | $431878.30    | 0.05%             | 2027-08-01      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| LORCA FINCO ROLLED T/L B1 (MASMOVIL) | LORCA FINCO ROLLED T/L B1 (MASMOVIL)                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2000000 | PA      | $2074738.54   | 0.25%             | 2027-09-17      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                | Citadel Securities LP                                                            | CUSIP: 17288YAD4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    485057 | PA      | $477053.23    | 0.06%             | 2028-02-02      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   3000000 | PA      | $2992035.00   | 0.35%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| LSF11 SKYSCRAPER HOLDCO              | LSF11 Skyscraper Holdco Sarl                                                     | CUSIP: N/A<br>LEI: 254900TIPQ0RBM2WVJ30       | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1051713.25   | 0.12%             | 2027-09-30      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CROWN SUBSEA COMMUNICATI             | Crown Subsea Communications Holding Inc                                          | CUSIP: 22860EAE2<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |   3023406 | PA      | $2957888.66   | 0.35%             | 2027-04-27      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| GENERALE DE SANTE SA                 | Ramsay Generale de Sante SA                                                      | CUSIP: N/A<br>LEI: 969500I1EJGUAT223F44       | Long             | LON              | CORP              | FR        |    750000 | PA      | $774534.62    | 0.09%             | 2027-04-22      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| GFK SE                               | GFK SE                                                                           | CUSIP: N/A<br>LEI: 5299009B5F43O0IWIJ90       | Long             | LON              | CORP              | DE        |    800000 | PA      | $844586.22    | 0.10%             | 2028-05-10      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS PLC                  | British Airways PLC                                                              | CUSIP: N/A<br>LEI: 375X9PSJLLOV7F21O626       | Long             | LON              | CORP              | GB        |    700000 | PA      | $852198.97    | 0.10%             | 2026-02-21      | Floating      | 4.75%                 | No            |                  3 | On Loan: No      |
| VIRGIN MEDIA IRELAND LTD             | Virgin Media Ireland Ltd                                                         | CUSIP: G9463MAB1<br>LEI: 213800K1R3GMY77CNR32 | Long             | LON              | CORP              | IE        |   3000000 | PA      | $3069846.61   | 0.36%             | 2029-07-15      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                 | ICON Luxembourg Sarl                                                             | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |    219462 | PA      | $219079.14    | 0.03%             | 2028-07-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL              | Summer BC Holdco B SARL                                                          | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | LON              | CORP              | LU        |    198000 | PA      | $184305.33    | 0.02%             | 2026-12-04      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC              | PRA Health Sciences Inc                                                          | CUSIP: N/A<br>LEI: 549300R1HR1VWWHIAK47       | Long             | LON              | CORP              | US        |     59853 | PA      | $59748.86     | 0.01%             | 2028-07-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ODYSSEE INVESTMENT BIDCO T/L B       | ODYSSEE INVESTMENT BIDCO T/L B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2000000 | PA      | $2050439.42   | 0.24%             | 2028-10-13      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC              | First Student Bidco Inc                                                          | CUSIP: 33718FAD2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    381088 | PA      | $345599.25    | 0.04%             | 2028-07-21      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC              | First Student Bidco Inc                                                          | CUSIP: 33718FAB6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    141733 | PA      | $128534.21    | 0.02%             | 2028-07-21      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $2927190.00   | 0.35%             | 2027-08-02      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| ALI GROUP NORTH AMERICA              | Ali Group North America Corp                                                     | CUSIP: 01608UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    487667 | PA      | $484618.75    | 0.06%             | 2029-07-22      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                    | Clean Harbors Inc                                                                | CUSIP: 18449EAF7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    372188 | PA      | $371204.93    | 0.04%             | 2028-10-08      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                  | Gray Television Inc                                                              | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    669938 | PA      | $652003.27    | 0.08%             | 2028-12-01      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                      | Trans Union LLC                                                                  | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    410147 | PA      | $406814.73    | 0.05%             | 2028-12-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                 | Covanta Holding Corp                                                             | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |    598560 | PA      | $595034.58    | 0.07%             | 2028-11-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                 | Covanta Holding Corp                                                             | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |     48432 | PA      | $48146.80     | 0.01%             | 2028-11-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| WP/AP TELECOM HOLDINGS               | TMNL Holding BV                                                                  | CUSIP: N/A<br>LEI: 7245000O9YOLPPM9YB33       | Long             | LON              | CORP              | NL        |   1750000 | PA      | $1805758.20   | 0.21%             | 2029-03-31      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC              | First Student Bidco Inc                                                          | CUSIP: 33718FAE0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |   2337662 | PA      | $2226623.37   | 0.26%             | 2028-07-21      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC              | First Student Bidco Inc                                                          | CUSIP: 33718FAF7<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    162338 | PA      | $154626.63    | 0.02%             | 2028-07-21      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| First Brands Group, LLC              | First Brands Group, LLC, Senior Secured First Lien Term Loan                     | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1895000.00   | 0.22%             | 2027-03-30      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| RAS LAFFAN LNG 3                     | Ras Laffan Liquefied Natural Gas Co Ltd 3                                        | CUSIP: EF0492795<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |    407150 | PA      | $410285.06    | 0.05%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| RAS LAFFAN LNG 3                     | Ras Laffan Liquefied Natural Gas Co Ltd 3                                        | CUSIP: EF7139464<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |    617250 | PA      | $624319.76    | 0.07%             | 2027-09-30      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL INTERNATIO             | Bharti Airtel International Netherlands BV                                       | CUSIP: EK2693316<br>LEI: 724500ULW6PWKDAI7I46 | Long             | DBT              | CORP              | NL        |    206000 | PA      | $204982.43    | 0.02%             | 2024-05-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                  | EURO-BOBL FUTURE  Mar23                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -82 | NC      | $321057.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA BANCOMER SA TEXAS               | BBVA Bancomer SA/Texas                                                           | CUSIP: EK1651471<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   5150000 | PA      | $5086346.00   | 0.60%             | 2024-04-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC CI                  | Inversiones CMPC SA/Cayman Islands Branch                                        | CUSIP: EJ6717056<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $995630.00    | 0.12%             | 2023-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO             | Kimberly-Clark de Mexico SAB de CV                                               | CUSIP: EK7915532<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |   1791000 | PA      | $1702139.54   | 0.20%             | 2025-03-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                       | Trust Fibra Uno                                                                  | CUSIP: EK0448663<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    350000 | PA      | $345607.50    | 0.04%             | 2024-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                       | Trust Fibra Uno                                                                  | CUSIP: AH0078842<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   3950000 | PA      | $3818544.00   | 0.45%             | 2026-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                  | MKIT ITRX EUR XOVER 12/27 ICE (BUY PROTECTION)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $-291032.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | US 2YR NOTE (CBT) Mar23                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -460 | NC      | $-59930.02    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DAE FUNDING LLC                      | DAE Funding LLC                                                                  | CUSIP: BN5056955<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2061180.00   | 0.24%             | 2025-03-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE                     | Wipro IT Services LLC                                                            | CUSIP: BQ1012856<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |    800000 | PA      | $702753.14    | 0.08%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GREENKO MAURITIUS LTD                | Greenko Mauritius Ltd                                                            | CUSIP: ZR1185993<br>LEI: 2138005EDWGI4914B264 | Long             | DBT              | CORP              | MU        |    700000 | PA      | $697375.00    | 0.08%             | 2023-02-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                       | Penta CLO 7 DAC                                                                  | CUSIP: BCC2MM672<br>LEI: 635400DZLHIMDJLTKF78 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $520577.72    | 0.06%             | 2033-01-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi       | Carlyle Global Market Strategies Euro CLO 2015-1 DAC                             | CUSIP: BCC2MQN90<br>LEI: 6354009FNKUUSW6DCK80 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $520219.12    | 0.06%             | 2033-01-16      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| RRE Loan Management                  | RRE 6 Loan Management DAC                                                        | CUSIP: BCC2QLPM6<br>LEI: 549300O0YBOSZ3WUET98 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $515186.42    | 0.06%             | 2035-04-15      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Hayfin Emerald CLO                   | Hayfin Emerald CLO I DAC                                                         | CUSIP: BCC2R0592<br>LEI: 549300LZ56MERXXF3O12 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1025918.71   | 0.12%             | 2034-04-17      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                     | CVC Cordatus Loan Fund VIII DAC                                                  | CUSIP: BCC306VK2<br>LEI: 6354005PH9S8HT3WW464 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1021582.33   | 0.12%             | 2034-07-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Euro Galaxy CLO BV                   | Euro-Galaxy VII CLO DAC                                                          | CUSIP: BCC3071Z0<br>LEI: 5493000DO5029DBEJL19 | Long             | ABS-CBDO         | CORP              | IE        |   3750000 | PA      | $3833948.39   | 0.45%             | 2035-07-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| RRE Loan Management                  | RRE 2 Loan Management DAC                                                        | CUSIP: BCC30JMK4<br>LEI: 549300YT0EWEDPE3LK61 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $515640.82    | 0.06%             | 2035-07-15      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                           | Aurium Clo VIII DAC                                                              | CUSIP: BCC30J895<br>LEI: 549300FEAY35HPC4RS38 | Long             | ABS-CBDO         | CORP              | IE        |    780000 | PA      | $799263.08    | 0.09%             | 2034-06-23      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC             | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd        | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1192577 | PA      | $1188285.78   | 0.14%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | Morgan Stanley                                                                   | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590771.88    | 0.07%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | Morgan Stanley                                                                   | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2558273.90   | 0.30%             | 2026-10-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                      | Nissan Motor Co Ltd                                                              | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1894000 | PA      | $1856143.79   | 0.22%             | 2023-09-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                      | Nissan Motor Co Ltd                                                              | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1396045.44   | 0.17%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                         | Novelis Corp                                                                     | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2693265.00   | 0.32%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                          | Oracle Corp                                                                      | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2559879.23   | 0.30%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                | Owl Rock Capital Corp                                                            | CUSIP: 69121KAB0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2545343.49   | 0.30%             | 2025-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                | Owl Rock Capital Corp                                                            | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1032033.08   | 0.12%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS              | Park Aerospace Holdings Ltd                                                      | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |   2320000 | PA      | $2291478.99   | 0.27%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS              | Park Aerospace Holdings Ltd                                                      | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1995213.84   | 0.24%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE             | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2176000 | PA      | $2133695.19   | 0.25%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO                     | Capital Four CLO III DAC                                                         | CUSIP: BCC32DZK1<br>LEI: 549300BEUU8HXTZJGY22 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2056898.49   | 0.24%             | 2034-10-15      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Tikehau                              | Tikehau CLO II BV                                                                | CUSIP: BCC32HGG2<br>LEI: 7245006F3Z3L206H5J49 | Long             | ABS-CBDO         | CORP              | IE        |    800000 | PA      | $819981.37    | 0.10%             | 2035-09-07      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| QORVO INC                            | Qorvo Inc                                                                        | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1337262.50   | 0.16%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE             | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $368140.00    | 0.04%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                | Aeroporti di Roma SpA                                                            | CUSIP: EC8584343<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |    900000 | PA      | $1086455.23   | 0.13%             | 2023-02-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN             | Rogers Communications Inc                                                        | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    844000 | PA      | $805593.51    | 0.10%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                    | NatWest Group PLC                                                                | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2325000 | PA      | $2159094.23   | 0.26%             | 2029-11-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                         | Navient Corp                                                                     | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2698435.36   | 0.32%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION             | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1131871.51   | 0.13%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                       | Sabre GLBL Inc                                                                   | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1320988.01   | 0.16%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                     | Santander UK PLC                                                                 | CUSIP: 80283LAA1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |   3480000 | PA      | $3492068.64   | 0.41%             | 2023-11-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES             | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2304708.20   | 0.27%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I             | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC  | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323438 | PA      | $319905.00    | 0.04%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | Energy Transfer LP                                                               | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982872.09    | 0.12%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                      | Gen Digital Inc                                                                  | CUSIP: 871503AU2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1584325.89   | 0.19%             | 2025-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNGENTA FINANCE NV                  | Syngenta Finance NV                                                              | CUSIP: 87164KAH7<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $896073.21    | 0.11%             | 2023-04-24      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                  | Synchrony Financial                                                              | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3661969.69   | 0.43%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                    | Sysco Corp                                                                       | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2553450.24   | 0.30%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2287161.20   | 0.27%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                   | Telecom Italia SpA/Milano                                                        | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |   1430000 | PA      | $1357785.00   | 0.16%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                 | Tencent Holdings Ltd                                                             | CUSIP: 88032XAD6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   1300000 | PA      | $1273002.32   | 0.15%             | 2025-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                | Tenet Healthcare Corp                                                            | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2854320.00   | 0.34%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN             | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1105194.29   | 0.13%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS               | Verizon Communications Inc                                                       | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2539908.23   | 0.30%             | 2027-03-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE               | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2641274.52   | 0.31%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE               | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2485906.18   | 0.29%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                 | Westpac Banking Corp                                                             | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   5245000 | PA      | $4815712.64   | 0.57%             | 2030-02-04      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                 | Heathrow Funding Ltd                                                             | CUSIP: EH5179385<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    350000 | PA      | $423154.89    | 0.05%             | 2023-02-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA             | Cooperatieve Rabobank UA                                                         | CUSIP: AN0764547<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3800000 | PA      | $3640302.34   | 0.43%             | 2029-04-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                     | Societe Generale SA                                                              | CUSIP: AR3866563<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1696108.93   | 0.20%             | 2028-02-23      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                 | Kraft Heinz Foods Co                                                             | CUSIP: LW0799434<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1281763.35   | 0.15%             | 2028-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA               | Skandinaviska Enskilda Banken AB                                                 | CUSIP: QZ9791943<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   3000000 | PA      | $3128260.85   | 0.37%             | 2028-10-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| ARAMARK INTL FINANCE                 | Aramark International Finance Sarl                                               | CUSIP: AM9380206<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1545456.49   | 0.18%             | 2025-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLOBALWORTH REAL ESTATE              | Globalworth Real Estate Investments Ltd                                          | CUSIP: AR7962111<br>LEI: 213800R3E823B1UBIA81 | Long             | DBT              | CORP              | GG        |   2300000 | PA      | $2160698.57   | 0.26%             | 2025-03-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                | DP World Crescent Ltd                                                            | CUSIP: LW2245329<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $496546.00    | 0.06%             | 2023-05-31      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY              | Nationwide Building Society                                                      | CUSIP: AO4071640<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $555468.27    | 0.07%             | 2029-07-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                     | ABN AMRO Bank NV                                                                 | CUSIP: AM9233876<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   4200000 | PA      | $4125282.00   | 0.49%             | 2028-03-27      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                       | AA Bond Co Ltd                                                                   | CUSIP: AT5383795<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    985000 | PA      | $1128709.55   | 0.13%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                       | NE Property BV                                                                   | CUSIP: AP8694345<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |   2700000 | PA      | $2705433.58   | 0.32%             | 2024-11-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                         | ING Groep NV                                                                     | CUSIP: AM4414901<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2700000 | PA      | $2803683.19   | 0.33%             | 2029-02-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                  | Intesa Sanpaolo SpA                                                              | CUSIP: AO9855963<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1500000 | PA      | $1614058.41   | 0.19%             | 2024-09-26      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| FAURECIA                             | Faurecia SE                                                                      | CUSIP: AR4499497<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1075196.16   | 0.13%             | 2025-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA              | Autostrade per l'Italia SpA                                                      | CUSIP: AL4335918<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |   3200000 | PA      | $2993736.18   | 0.35%             | 2027-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                         | CaixaBank SA                                                                     | CUSIP: AS1612561<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $2931232.40   | 0.35%             | 2030-04-17      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO             | Jaguar Land Rover Automotive PLC                                                 | CUSIP: AM0708280<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $918940.47    | 0.11%             | 2024-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                   | Telecom Italia SpA/Milano                                                        | CUSIP: AM1337691<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    750000 | PA      | $792724.45    | 0.09%             | 2023-07-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA ICECEK AS                  | Coca-Cola Icecek AS                                                              | CUSIP: AP1153984<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |    900000 | PA      | $878332.50    | 0.10%             | 2024-09-19      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ITV PLC                              | ITV PLC                                                                          | CUSIP: AL3035618<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | DBT              | CORP              | GB        |    975000 | PA      | $1036083.75   | 0.12%             | 2023-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA             | African Export-Import Bank/The                                                   | CUSIP: AN9621698<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1584376.20   | 0.19%             | 2024-06-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                        | RCI Banque SA                                                                    | CUSIP: AP6913796<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   1090000 | PA      | $1147729.08   | 0.14%             | 2024-11-04      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                        | RCI Banque SA                                                                    | CUSIP: AM6927850<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2293676.45   | 0.27%             | 2024-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| OLAM INTERNATIONAL LTD               | Olam International Ltd                                                           | CUSIP: AM6909692<br>LEI: 33D7DTWH8BNIUWE0IF81 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $398072.00    | 0.05%             | 2023-01-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                         | Barclays PLC                                                                     | CUSIP: AO9683373<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3800000 | PA      | $4039290.29   | 0.48%             | 2028-02-07      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL              | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: AM8381437<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2230647.19   | 0.26%             | 2025-03-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Dunedin Park CLO                     | Dunedin Park CLO DAC                                                             | CUSIP: BCC337TB0<br>LEI: 635400VZKZZW7P5TBL62 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $511701.05    | 0.06%             | 2034-11-20      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Ares Euro CLO                        | Ares European CLO XV DAC                                                         | CUSIP: BCC33QFQ0<br>LEI: 635400DAM4WNTZ8KHK11 | Long             | ABS-CBDO         | CORP              | IE        |    750000 | PA      | $767865.48    | 0.09%             | 2036-01-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| VALEO SA                             | Valeo                                                                            | CUSIP: AT0446449<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $694784.79    | 0.08%             | 2025-06-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST               | Commonwealth Bank of Australia                                                   | CUSIP: AP2864472<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $2525266.70   | 0.30%             | 2029-10-03      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO               | General Motors Financial Co Inc                                                  | CUSIP: AO9525475<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $689624.66    | 0.08%             | 2024-09-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC               | Standard Chartered PLC                                                           | CUSIP: EJ8514790<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2310000 | PA      | $2287702.89   | 0.27%             | 2024-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                         | DP World Ltd/United Arab Emirates                                                | CUSIP: AU5737302<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |   4200000 | PA      | $4217399.03   | 0.50%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN                | James Hardie International Finance DAC                                           | CUSIP: AU6334232<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |   2655000 | PA      | $2664247.98   | 0.32%             | 2026-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LOUIS DREYFUS FINANCE BV             | Louis Dreyfus Co Finance BV                                                      | CUSIP: AN7378184<br>LEI: 5493001HHX62PQCEEH95 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199263.20    | 0.02%             | 2023-06-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC               | Standard Chartered PLC                                                           | CUSIP: AR7165780<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1180000 | PA      | $1174474.46   | 0.14%             | 2024-03-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                          | Swedbank AB                                                                      | CUSIP: AU4782242<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   3000000 | PA      | $3126450.29   | 0.37%             | 2028-09-18      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                          | ProGroup AG                                                                      | CUSIP: AR7170202<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1894411.20   | 0.22%             | 2026-03-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                  | Virgin Money UK PLC                                                              | CUSIP: AW1004109<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2660641.96   | 0.32%             | 2028-12-14      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                 | Parker-Hannifin Corp                                                             | CUSIP: AP9713409<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1527728.72   | 0.18%             | 2025-03-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                  | Cirsa Finance International Sarl                                                 | CUSIP: AT2681639<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |     78431 | PA      | $83552.20     | 0.01%             | 2023-12-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                       | Commerzbank AG                                                                   | CUSIP: AU1456626<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $3167731.40   | 0.38%             | 2023-08-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ICBCIL FINANCE CO LTD                | ICBCIL Finance Co Ltd                                                            | CUSIP: AS5539240<br>LEI: 549300ZCUURSNVTOEU07 | Long             | DBT              | CORP              | HK        |   1000000 | PA      | $1000649.36   | 0.12%             | 2023-05-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| EASTERN & SOUTHERN AFRIC             | Eastern & Southern African Trade & Development Bank/The                          | CUSIP: ZS6948658<br>LEI: 2138004HC83AB2ENIZ64 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4052790.00   | 0.48%             | 2024-05-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD              | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: ZS5391082<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |   4400000 | PA      | $4367629.16   | 0.52%             | 2024-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY              | Nationwide Building Society                                                      | CUSIP: AR5417662<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1201908.82   | 0.14%             | 2026-03-08      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                     | BOC Aviation Ltd                                                                 | CUSIP: AS6389710<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |   3000000 | PA      | $2966100.12   | 0.35%             | 2025-05-21      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| QUATRIM SAS                          | Quatrim SASU                                                                     | CUSIP: ZQ3918146<br>LEI: 9695009HF8DZ2EWJAN45 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1049503.85   | 0.12%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAIXA GERAL DE DEPOSITOS             | Caixa Geral de Depositos SA                                                      | CUSIP: AT1203708<br>LEI: TO822O0VT80V06K0FH57 | Long             | DBT              | CORP              | PT        |   1200000 | PA      | $1284586.65   | 0.15%             | 2028-06-28      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                    | NatWest Group PLC                                                                | CUSIP: AU2699281<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2089061.11   | 0.25%             | 2025-03-04      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP                   | CK Hutchison Group Telecom Finance SA                                            | CUSIP: ZQ0129275<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |   1750000 | PA      | $1830843.30   | 0.22%             | 2023-10-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PHOENIX PIB DUTCH FINANC             | Phoenix PIB Dutch Finance BV                                                     | CUSIP: BK7068038<br>LEI: 529900UUYBCBB7HMVI56 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $403312.82    | 0.05%             | 2025-08-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                     | ArcelorMittal SA                                                                 | CUSIP: BZ0780131<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   2550000 | PA      | $2734528.95   | 0.32%             | 2026-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH              | International Game Technology PLC                                                | CUSIP: AZ0978447<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2459170.83   | 0.29%             | 2026-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GALAXY BIDCO LTD                     | Galaxy Bidco Ltd                                                                 | CUSIP: AZ5985058<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | JE        |    900000 | PA      | $931388.37    | 0.11%             | 2026-07-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                            | Loxam SAS                                                                        | CUSIP: AZ6549705<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |   1560000 | PA      | $1595929.48   | 0.19%             | 2025-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                         | St Paul's CLO IX DAC                                                             | CUSIP: BCC3536C0<br>LEI: 5493005PKRP7MRYF1M95 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $508001.58    | 0.06%             | 2035-07-20      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Babson Euro CLO B.V.                 | Barings Euro CLO 2019-1 DAC                                                      | CUSIP: BCC3552V7<br>LEI: 549300EGZCEL8MUE5F06 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $508778.73    | 0.06%             | 2034-10-15      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                           | Aurium CLO IX DAC                                                                | CUSIP: BCC35C8L8<br>LEI: 549300LYSVOQTKM0B642 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $508861.15    | 0.06%             | 2034-10-28      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Hayfin Emerald CLO                   | Hayfin Emerald CLO X DAC                                                         | CUSIP: BCC372R60<br>LEI: 635400QPLMTTI1BZII42 | Long             | ABS-CBDO         | CORP              | IE        |    750000 | PA      | $795165.79    | 0.09%             | 2035-04-15      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                    | Bharti Airtel Ltd                                                                | CUSIP: EK9570855<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |   1100000 | PA      | $1070567.70   | 0.13%             | 2025-06-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KIA CORP                             | Kia Corp                                                                         | CUSIP: BP0467038<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |    650000 | PA      | $612397.23    | 0.07%             | 2024-04-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KIA CORP                             | Kia Corp                                                                         | CUSIP: BU3443373<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |   1030000 | PA      | $957178.77    | 0.11%             | 2025-02-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PELABUHAN INDO PERSERO               | Pelabuhan Indonesia Persero PT                                                   | CUSIP: EK8802879<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    200000 | PA      | $193322.00    | 0.02%             | 2025-05-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN GAS NEGARA                | Perusahaan Gas Negara Tbk PT                                                     | CUSIP: EK2695477<br>LEI: 549300OX1VFDX7ZPN240 | Long             | DBT              | CORP              | ID        |   3351000 | PA      | $3329253.02   | 0.39%             | 2024-05-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                  | Shriram Finance Ltd                                                              | CUSIP: BT4269929<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    900000 | PA      | $830673.00    | 0.10%             | 2025-07-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                      | DAE Funding LLC                                                                  | CUSIP: BQ0758574<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3586503.65   | 0.43%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| WEBUILD SPA                          | Webuild SpA                                                                      | CUSIP: BM9066002<br>LEI: 549300UKR289DF4UXQ47 | Long             | DBT              | CORP              | IT        |   2425000 | PA      | $2321148.57   | 0.28%             | 2025-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                | Deutsche Lufthansa AG                                                            | CUSIP: BS3793780<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1402150.53   | 0.17%             | 2027-05-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                | Deutsche Lufthansa AG                                                            | CUSIP: BS3793731<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |   2400000 | PA      | $2512944.05   | 0.30%             | 2023-11-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LANDSBANKINN HF                      | Landsbankinn HF                                                                  | CUSIP: BO1546940<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |   1600000 | PA      | $1464778.51   | 0.17%             | 2025-05-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                        | AIB Group PLC                                                                    | CUSIP: ZO6167829<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   7100000 | PA      | $6832284.12   | 0.81%             | 2031-05-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG               | Credit Suisse Group AG                                                           | CUSIP: BN4540025<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $280084.89    | 0.03%             | 2026-01-16      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| BRIGHT FOOD SINGAPORE                | Bright Food Singapore Holdings Pte Ltd                                           | CUSIP: BK5374230<br>LEI: 300300512OD32371Y830 | Long             | DBT              | CORP              | SG        |   4150000 | PA      | $3967206.14   | 0.47%             | 2025-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                   | Viterra Finance BV                                                               | CUSIP: BR4182332<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   4075000 | PA      | $3889990.88   | 0.46%             | 2025-09-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VVO-YHTYMA OYJ                       | Kojamo Oyj                                                                       | CUSIP: QZ7462315<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | DBT              | CORP              | FI        |   2000000 | PA      | $2092517.77   | 0.25%             | 2023-10-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC             | Encore Capital Group Inc                                                         | CUSIP: BM4147542<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    775000 | PA      | $843715.24    | 0.10%             | 2026-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FCA BANK SPA IRELAND                 | FCA Bank SpA/Ireland                                                             | CUSIP: BZ7794218<br>LEI: 549300V1VN70Q7PQ7234 | Long             | DBT              | CORP              | IT        |   6225000 | PA      | $6689625.67   | 0.79%             | 2024-03-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOBANK SPA                           | doValue SpA                                                                      | CUSIP: BK6674950<br>LEI: 8156007AF7DB5FE05555 | Long             | DBT              | CORP              | IT        |   1750000 | PA      | $1809963.71   | 0.21%             | 2025-08-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER             | Harley-Davidson Financial Services Inc                                           | CUSIP: BJ4447071<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $6121073.55   | 0.73%             | 2023-05-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                | Traton Finance Luxembourg SA                                                     | CUSIP: BS2883343<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |   4200000 | PA      | $4166672.09   | 0.49%             | 2024-11-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                  | MEGLOBAL CANADA ULC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |    350000 | PA      | $344452.50    | 0.04%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPF TELECOM GROUP BV                 | PPF Telecom Group BV                                                             | CUSIP: BJ4691348<br>LEI: 31570074PLDZISJWNN43 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1687314.14   | 0.20%             | 2024-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                | Traton Finance Luxembourg SA                                                     | CUSIP: BO6329268<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1465535.92   | 0.17%             | 2025-03-24      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                    | HSBC Holdings PLC                                                                | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3122406.79   | 0.37%             | 2027-07-24      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                        | P3 Group Sarl                                                                    | CUSIP: BT5674499<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $894061.35    | 0.11%             | 2026-01-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EMIRATES DEVELOPMENT BAN             | Emirates Development Bank PJSC                                                   | CUSIP: BP9849525<br>LEI: 5493002OSL5GLN4HID57 | Long             | DBT              | CORP              | AE        |    420000 | PA      | $375441.36    | 0.04%             | 2026-06-15      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                          | BNP Paribas SA                                                                   | CUSIP: AV6454772<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1587473.21   | 0.19%             | 2030-11-20      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA             | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: BJ8983824<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1796255.56   | 0.21%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                   | Credit Agricole SA                                                               | CUSIP: BJ7577379<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1579526.22   | 0.19%             | 2030-06-05      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| PEOPLECERT WISDOM ISSUER             | PeopleCert Wisdom Issuer PLC                                                     | CUSIP: BQ7086573<br>LEI: 213800PZ81RFLCN9GD51 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1510131.77   | 0.18%             | 2026-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DRAX FINCO PLC                       | Drax Finco PLC                                                                   | CUSIP: BM0584839<br>LEI: 5493000MW6H7G7JFNQ88 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3026686.22   | 0.36%             | 2025-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES               | Mirae Asset Securities Co Ltd                                                    | CUSIP: BK6298099<br>LEI: 98840072S6T63E2V1291 | Long             | DBT              | CORP              | KR        |   4780000 | PA      | $4282613.32   | 0.51%             | 2025-07-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                  | Verisure Holding AB                                                              | CUSIP: BN5128630<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    460000 | PA      | $428574.70    | 0.05%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES               | Mirae Asset Securities Co Ltd                                                    | CUSIP: BK5825629<br>LEI: 98840072S6T63E2V1291 | Long             | DBT              | CORP              | KR        |    500000 | PA      | $489227.50    | 0.06%             | 2023-07-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN SCHWEIZ                   | Raiffeisen Schweiz Genossenschaft                                                | CUSIP: BZ7882054<br>LEI: 5299006GIHQ1ELISCV48 | Long             | DBT              | CORP              | CH        |   4500000 | PA      | $4942124.19   | 0.59%             | 2027-11-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                     | CPUK Finance Ltd                                                                 | CUSIP: ZO3670353<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    510000 | PA      | $568290.29    | 0.07%             | 2026-08-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FCA BANK SPA IRELAND                 | FCA Bank SpA/Ireland                                                             | CUSIP: BM3457728<br>LEI: 549300V1VN70Q7PQ7234 | Long             | DBT              | CORP              | IT        |   1750000 | PA      | $1818623.89   | 0.22%             | 2023-11-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                            | Intrum AB                                                                        | CUSIP: BK6354447<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |   1300000 | PA      | $1270929.90   | 0.15%             | 2025-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRITAX EUROBOX PLC                   | Tritax EuroBox PLC                                                               | CUSIP: BP7959839<br>LEI: 213800HK59N7H979QU33 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $524420.57    | 0.06%             | 2026-06-02      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                  | Virgin Money UK PLC                                                              | CUSIP: ZO2934065<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1176611.67   | 0.14%             | 2030-12-11      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                  | Verisure Holding AB                                                              | CUSIP: BK4334540<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    865000 | PA      | $841451.60    | 0.10%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GETLINK SE                           | Getlink SE                                                                       | CUSIP: BM0346577<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | DBT              | CORP              | FR        |   2725000 | PA      | $2846374.93   | 0.34%             | 2025-10-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                       | Aareal Bank AG                                                                   | CUSIP: BX9182730<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |   2100000 | PA      | $2250927.82   | 0.27%             | 2025-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERO ASIA INVESTMENT LTD             | Hero Asia Investment Ltd                                                         | CUSIP: BM3619186<br>LEI: 549300YWBWWXOPOSH694 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $193543.00    | 0.02%             | 2023-11-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                     | Deutsche Bank AG                                                                 | CUSIP: BM3470069<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1300357.39   | 0.15%             | 2025-11-19      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG               | Credit Suisse Group AG                                                           | CUSIP: EK3302669<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    450000 | PA      | $354767.85    | 0.04%             | 2024-12-18      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2              | INEOS Quattro Finance 2 Plc                                                      | CUSIP: BN6279333<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2191178.24   | 0.26%             | 2026-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRACKEN MIDCO ONE                    | Bracken MidCo1 PLC                                                               | CUSIP: BS0121316<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |    775000 | PA      | $760561.74    | 0.09%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS               | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: BM1501477<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1583380 | PA      | $1469420.31   | 0.17%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                      | Ocado Group PLC                                                                  | CUSIP: BR6433402<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    575000 | PA      | $539957.51    | 0.06%             | 2026-10-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ADEVINTA ASA                         | Adevinta ASA                                                                     | CUSIP: BM0153924<br>LEI: 529900W8V3YLHRSZH763 | Long             | DBT              | CORP              | NO        |    675000 | PA      | $673778.89    | 0.08%             | 2025-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WEBUILD SPA                          | Webuild SpA                                                                      | CUSIP: BT5681023<br>LEI: 549300UKR289DF4UXQ47 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $172624.41    | 0.02%             | 2026-07-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CTP NV                               | CTP NV                                                                           | CUSIP: BQ0605429<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $359476.77    | 0.04%             | 2025-06-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                | Deutsche Lufthansa AG                                                            | CUSIP: BN9188507<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1148014.86   | 0.14%             | 2028-02-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                     | Societe Generale SA                                                              | CUSIP: BM6018063<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3200000 | PA      | $3008566.57   | 0.36%             | 2030-11-24      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                          | Swedbank AB                                                                      | CUSIP: ZN2139006<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   2700000 | PA      | $2893510.74   | 0.34%             | 2025-11-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                         | ING Groep NV                                                                     | CUSIP: ZN2135392<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2509932.03   | 0.30%             | 2027-11-14      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC               | Sherwood Financing PLC                                                           | CUSIP: BS1022208<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |   1520000 | PA      | $1484708.68   | 0.18%             | 2027-11-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| DOBANK SPA                           | doValue SpA                                                                      | CUSIP: BQ5034609<br>LEI: 8156007AF7DB5FE05555 | Long             | DBT              | CORP              | IT        |   1050000 | PA      | $996077.62    | 0.12%             | 2026-07-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CATHAY PAC MTN FIN HK                | Cathay Pacific MTN Financing HK Ltd                                              | CUSIP: BP4636984<br>LEI: 549300BLM71AQBASFS47 | Long             | DBT              | CORP              | HK        |   2440000 | PA      | $2336532.73   | 0.28%             | 2026-08-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SINOCHEM OFFSHORE CAPITA             | Sinochem Offshore Capital Co Ltd                                                 | CUSIP: BR4364427<br>LEI: 3003004LKKZ33WMP2P47 | Long             | DBT              | CORP              | VG        |    950000 | PA      | $879500.50    | 0.10%             | 2024-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAR ESPANA REAL ESTATE               | Lar Espana Real Estate Socimi SA                                                 | CUSIP: BQ5073458<br>LEI: 9598002PHMH00MHN3741 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $344521.78    | 0.04%             | 2026-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                          | NBK SPC Ltd                                                                      | CUSIP: BR3759098<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    750000 | PA      | $660879.00    | 0.08%             | 2027-09-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA             | Toyota Finance Australia Ltd                                                     | CUSIP: BT3352023<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |   1700000 | PA      | $1701943.08   | 0.20%             | 2025-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIC ASSET AG                         | DIC Asset AG                                                                     | CUSIP: BR4187331<br>LEI: 52990044JL2ZPWONU738 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $369708.52    | 0.04%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                             | Nexi SpA                                                                         | CUSIP: BP0500739<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |   3980000 | PA      | $3893812.61   | 0.46%             | 2026-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA               | Skandinaviska Enskilda Banken AB                                                 | CUSIP: ZN1282690<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   3750000 | PA      | $4030855.61   | 0.48%             | 2026-11-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                  | SoftBank Group Corp                                                              | CUSIP: BQ3265312<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   1475000 | PA      | $1275580.00   | 0.15%             | 2026-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                  | SoftBank Group Corp                                                              | CUSIP: BQ3265304<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $687093.75    | 0.08%             | 2025-01-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                | Traton Finance Luxembourg SA                                                     | CUSIP: ZN4071512<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $848905.68    | 0.10%             | 2025-11-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                         | CaixaBank SA                                                                     | CUSIP: ZN4073278<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $1932055.36   | 0.23%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                           | Vonovia SE                                                                       | CUSIP: ZN4077030<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1376879.22   | 0.16%             | 2027-05-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARVAL SERVICE LEASE SA/F             | Arval Service Lease SA/France                                                    | CUSIP: ZN4076644<br>LEI: 969500UCL6ROAHVXQV60 | Long             | DBT              | CORP              | FR        |   2300000 | PA      | $2499305.92   | 0.30%             | 2027-05-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOWOGE WOHNUNGS                      | HOWOGE Wohnungs-baugesellschaft mbH                                              | CUSIP: BS0542974<br>LEI: 894500BIY1Z9MG9QB745 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $297337.80    | 0.04%             | 2024-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                  | American Tower Corp                                                              | CUSIP: BP5739662<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919273.38    | 0.11%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK              | Hamburg Commercial Bank AG                                                       | CUSIP: ZN2884858<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |   3600000 | PA      | $3907043.75   | 0.46%             | 2024-11-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VALEO SA                             | Valeo                                                                            | CUSIP: ZN5681566<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2611353.15   | 0.31%             | 2027-05-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REC LIMITED                          | REC Ltd                                                                          | CUSIP: BQ3941045<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    840000 | PA      | $747410.63    | 0.09%             | 2027-01-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                    | Argenta Spaarbank NV                                                             | CUSIP: ZN5680303<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |   2600000 | PA      | $2777543.33   | 0.33%             | 2027-11-29      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                       | Continental AG                                                                   | CUSIP: ZN5945862<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |   6075000 | PA      | $6337570.01   | 0.75%             | 2027-11-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                        | OTP Bank Nyrt                                                                    | CUSIP: ZN5393063<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |   4025000 | PA      | $4293870.47   | 0.51%             | 2026-03-04      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| LEASYS SPA                           | Leasys SpA                                                                       | CUSIP: ZN6603569<br>LEI: 5493009CCXH3RNCA7U43 | Long             | DBT              | CORP              | IT        |   5925000 | PA      | $6354401.37   | 0.75%             | 2024-12-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV             | LeasePlan Corp NV                                                                | CUSIP: BR2423175<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $367363.38    | 0.04%             | 2026-09-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                | Cellnex Finance Co SA                                                            | CUSIP: BV6300487<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |   3800000 | PA      | $3755007.23   | 0.45%             | 2026-04-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                             | iliad SA                                                                         | CUSIP: ZN7708219<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2345045.65   | 0.28%             | 2027-06-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SBB TREASURY OYJ                     | SBB Treasury Oyj                                                                 | CUSIP: BT7500494<br>LEI: 5493003HHOCW6FIMH724 | Long             | DBT              | CORP              | FI        |   1600000 | PA      | $1593868.48   | 0.19%             | 2024-02-08      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                        | Alpha Bank SA                                                                    | CUSIP: ZN7740378<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |   3050000 | PA      | $3238202.88   | 0.38%             | 2027-06-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                            | ORIX Corp                                                                        | CUSIP: BV8706426<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   4000000 | PA      | $4026410.05   | 0.48%             | 2026-04-20      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| ZENITH FINCO PLC                     | Zenith Finco PLC                                                                 | CUSIP: BT5650986<br>LEI: 9845009PB84F72HF1C45 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $426655.67    | 0.05%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELL BANK INTERNATIONAL              | Dell Bank International DAC                                                      | CUSIP: BZ5396487<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |   4800000 | PA      | $5138793.61   | 0.61%             | 2027-10-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALD SA                               | ALD SA                                                                           | CUSIP: BZ5384749<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |   3500000 | PA      | $3833842.21   | 0.45%             | 2025-10-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV               | Volkswagen International Finance NV                                              | CUSIP: ZN2139816<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |   2800000 | PA      | $2940073.43   | 0.35%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FAURECIA                             | Faurecia SE                                                                      | CUSIP: ZN2137356<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $2057074.04   | 0.24%             | 2026-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                 | Raiffeisen Bank International AG                                                 | CUSIP: BY7529930<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |    900000 | PA      | $948071.23    | 0.11%             | 2025-09-08      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ISTITUTO PER IL CREDITO              | Istituto per il Credito Sportivo                                                 | CUSIP: BZ8166259<br>LEI: 815600ACC18A758ADE66 | Long             | DBT              | CORP              | IT        |   2800000 | PA      | $3003402.31   | 0.36%             | 2025-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KOREAN AIR LINES CO LTD              | Korean Air Lines Co Ltd                                                          | CUSIP: BY9195722<br>LEI: 988400C2UFBF4B660C58 | Long             | DBT              | CORP              | KR        |    900000 | PA      | $891795.92    | 0.11%             | 2025-09-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                  | Ceska sporitelna AS                                                              | CUSIP: ZN2555615<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |   1200000 | PA      | $1318010.25   | 0.16%             | 2025-11-14      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                         | UBS Group AG                                                                     | CUSIP: EK7554620<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    960000 | PA      | $952200.00    | 0.11%             | 2025-02-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| WHITBREAD GROUP PLC                  | Whitbread Group PLC                                                              | CUSIP: EK9281669<br>LEI: 2138006LIAYQKUCYBB20 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2232738.53   | 0.26%             | 2025-10-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                     | CPUK Finance Ltd                                                                 | CUSIP: EK9342214<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    375000 | PA      | $421384.65    | 0.05%             | 2025-08-28      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| EASYJET PLC                          | easyJet PLC                                                                      | CUSIP: QZ8552122<br>LEI: 2138001S47XKWIB7TH90 | Long             | DBT              | CORP              | GB        |   3398000 | PA      | $3578268.34   | 0.42%             | 2023-10-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HAMMERSON PLC                        | Hammerson PLC                                                                    | CUSIP: QJ2244383<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $733974.32    | 0.09%             | 2025-10-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                    | HSBC Holdings PLC                                                                | CUSIP: EK9980302<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2550000 | PA      | $2661896.03   | 0.32%             | 2025-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                        | Rothesay Life PLC                                                                | CUSIP: QJ0051806<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $562934.34    | 0.07%             | 2025-10-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROADSTER FINANCE DAC                 | Roadster Finance DAC                                                             | CUSIP: AQ2705343<br>LEI: 635400KZYOJPAAGFRD47 | Long             | DBT              | CORP              | IE        |    800000 | PA      | $773294.51    | 0.09%             | 2024-12-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL AB               | Akelius Residential Property AB                                                  | CUSIP: AN5956965<br>LEI: 213800REBFN6T3PU8L97 | Long             | DBT              | CORP              | SE        |    350000 | PA      | $347231.95    | 0.04%             | 2025-02-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                         | ING Groep NV                                                                     | CUSIP: AR7662927<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3300000 | PA      | $3236025.34   | 0.38%             | 2028-03-22      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                     | ABN AMRO Bank NV                                                                 | CUSIP: UV3329736<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $485481.50    | 0.06%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STAGECOACH GROUP PLC                 | Stagecoach Group PLC                                                             | CUSIP: UV8582792<br>LEI: 4L663LRNTBQ008OK2N07 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $733029.89    | 0.09%             | 2025-09-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TABREED SUKUK SPC LTD                | Tabreed Sukuk Spc Ltd                                                            | CUSIP: AV0879339<br>LEI: 549300DC2NOQN38VGO16 | Long             | DBT              | CORP              | AE        |    750000 | PA      | $756375.75    | 0.09%             | 2025-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH FUNDING                          | CRH Funding BV                                                                   | CUSIP: QJ9390684<br>LEI: 549300XYDB6706OPOS81 | Long             | DBT              | CORP              | NL        |   2400000 | PA      | $2534280.18   | 0.30%             | 2024-01-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                         | ING Groep NV                                                                     | CUSIP: AN2180791<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $532975.09    | 0.06%             | 2028-04-11      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL AB               | Akelius Residential Property AB                                                  | CUSIP: AP9091095<br>LEI: 213800REBFN6T3PU8L97 | Long             | DBT              | CORP              | SE        |   2300000 | PA      | $2344621.76   | 0.28%             | 2024-03-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TP ICAP FINANCE PLC                  | TP ICAP Finance PLC                                                              | CUSIP: AM2194331<br>LEI: 5493009UWRK48KKUD358 | Long             | DBT              | CORP              | GB        |    406000 | PA      | $479693.15    | 0.06%             | 2024-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                         | CaixaBank SA                                                                     | CUSIP: AO2478318<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $3154725.48   | 0.37%             | 2028-07-14      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES             | International Flavors & Fragrances Inc                                           | CUSIP: 459506AD3<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4605986.92   | 0.55%             | 2024-03-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FCE BANK PLC                         | FCE Bank PLC                                                                     | CUSIP: LW0234184<br>LEI: TU5V87TL5Q0UV1EW4H93 | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $2439744.59   | 0.29%             | 2023-05-11      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                      | RAC Bond Co PLC                                                                  | CUSIP: JK9364940<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    476000 | PA      | $571457.09    | 0.07%             | 2023-05-06      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH HOLDINGS L             | Global Switch Holdings Ltd                                                       | CUSIP: AN7384240<br>LEI: 635400NTV7KC9RQ3ZL20 | Long             | DBT              | CORP              | VG        |   2625000 | PA      | $2731272.95   | 0.32%             | 2024-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ANACAP FIN EU SA                     | AnaCap Financial Europe SA SICAV-RAIF                                            | CUSIP: AO3128813<br>LEI: 2221001M75L4SO9QJ626 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $916837.05    | 0.11%             | 2024-08-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| BRIGHT FOOD SINGAPORE                | Bright Food Singapore Holdings Pte Ltd                                           | CUSIP: AZ1273533<br>LEI: 300300512OD32371Y830 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $200997.55    | 0.02%             | 2024-06-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                 | IHO Verwaltungs GmbH                                                             | CUSIP: ZS8102403<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |   4100000 | PA      | $4015655.49   | 0.48%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JERROLD FINCO PLC                    | Jerrold Finco PLC                                                                | CUSIP: ZP7634485<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |   1075000 | PA      | $1123853.00   | 0.13%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                   | Vivion Investments Sarl                                                          | CUSIP: AZ8057368<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $837144.48    | 0.10%             | 2024-08-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                            | Intrum AB                                                                        | CUSIP: AZ7305412<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    150000 | PA      | $135583.50    | 0.02%             | 2026-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO COMERC PORTUGUES               | Banco Comercial Portugues SA                                                     | CUSIP: ZR7233052<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |    600000 | PA      | $507070.30    | 0.06%             | 2030-03-27      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV               | Digital Dutch Finco BV                                                           | CUSIP: ZP3544746<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |   4200000 | PA      | $4030115.96   | 0.48%             | 2025-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE              | Energean Israel Finance Ltd                                                      | CUSIP: BO3321805<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   2100000 | PA      | $2031225.00   | 0.24%             | 2024-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILIAD                                | iliad SA                                                                         | CUSIP: BN9187509<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1544653.66   | 0.18%             | 2024-02-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EIRCOM FINANCE DAC                   | eircom Finance DAC                                                               | CUSIP: ZQ2802283<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |   1600000 | PA      | $1450702.75   | 0.17%             | 2027-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ALLWYN INTERNATIONAL AS              | Allwyn International AS                                                          | CUSIP: ZQ4661406<br>LEI: 3157001WZJ5O35EAL536 | Long             | DBT              | CORP              | CZ        |   2900000 | PA      | $3073250.62   | 0.36%             | 2024-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER             | Harley-Davidson Financial Services Inc                                           | CUSIP: ZQ5781765<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508667.94    | 0.06%             | 2024-11-19      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                        | AIB Group PLC                                                                    | CUSIP: ZQ5781013<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1700000 | PA      | $1662103.53   | 0.20%             | 2029-11-19      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| GN STORE NORD                        | GN Store Nord AS                                                                 | CUSIP: ZQ8401163<br>LEI: 5493008U3H3W0NKPFL10 | Long             | DBT              | CORP              | DK        |    760000 | PA      | $771096.78    | 0.09%             | 2023-12-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PTEROSAUR CAPITAL CO LTD             | Pterosaur Capital Co Ltd                                                         | CUSIP: ZR6751294<br>LEI: 2549002GU0EB9E85HW84 | Long             | DBT              | CORP              | VG        |   2000000 | PA      | $1991029.66   | 0.24%             | 2024-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                        | UniCredit SpA                                                                    | CUSIP: ZR6339520<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    450000 | PA      | $442713.79    | 0.05%             | 2029-09-23      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| LANDSBANKINN HF                      | Landsbankinn HF                                                                  | CUSIP: BG0392228<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |   1950000 | PA      | $1919973.19   | 0.23%             | 2024-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE              | Wintershall Dea Finance BV                                                       | CUSIP: ZR6354461<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |   8400000 | PA      | $8778255.82   | 1.04%             | 2023-09-25      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                | Bank of Ireland Group PLC                                                        | CUSIP: ZR9905004<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1050000 | PA      | $1044322.84   | 0.12%             | 2029-10-14      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING BV                    | Q-Park Holding I BV                                                              | CUSIP: ZP8428903<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1477787.17   | 0.18%             | 2025-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MATTERHORN TELECOM SA                | Matterhorn Telecom SA                                                            | CUSIP: ZR4591924<br>LEI: 549300MTB0YI26SMUT22 | Long             | DBT              | CORP              | LU        |   1600000 | PA      | $1556349.78   | 0.18%             | 2026-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL             | Techem Verwaltungsgesellschaft 675 mbH                                           | CUSIP: ZP6055906<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1480828.31   | 0.18%             | 2025-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                      | Nissan Motor Co Ltd                                                              | CUSIP: ZO4565685<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $696346.44    | 0.08%             | 2026-03-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                 | ZF Europe Finance BV                                                             | CUSIP: ZQ0991740<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $708806.56    | 0.08%             | 2027-10-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PPF TELECOM GROUP BV                 | PPF Telecom Group BV                                                             | CUSIP: ZQ4666900<br>LEI: 31570074PLDZISJWNN43 | Long             | DBT              | CORP              | NL        |   3200000 | PA      | $3238566.89   | 0.38%             | 2025-01-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP              | Australia & New Zealand Banking Group Ltd                                        | CUSIP: ZQ6387703<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $793488.26    | 0.09%             | 2029-11-21      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                      | United Group BV                                                                  | CUSIP: ZP5881930<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1209015.30   | 0.14%             | 2026-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                 | Huarong Finance 2019 Co Ltd                                                      | CUSIP: BG1632218<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |    520000 | PA      | $518357.90    | 0.06%             | 2023-02-24      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS             | Santander UK Group Holdings PLC                                                  | CUSIP: BG2086299<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1533595.13   | 0.18%             | 2025-02-28      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                      | United Group BV                                                                  | CUSIP: ZP5881971<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |   1360000 | PA      | $1259272.74   | 0.15%             | 2026-02-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO             | Jaguar Land Rover Automotive PLC                                                 | CUSIP: BQ4561552<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $509789.90    | 0.06%             | 2028-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARENA LUX FIN SARL                   | Arena Luxembourg Finance Sarl                                                    | CUSIP: ZP6096611<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $1715132.90   | 0.20%             | 2028-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FAURECIA                             | Faurecia SE                                                                      | CUSIP: BS2687603<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $997802.05    | 0.12%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WIZZ AIR FINANCE COMPANY             | Wizz Air Finance Co BV                                                           | CUSIP: BT4330580<br>LEI: 724500H9M16IQI3B4W90 | Long             | DBT              | CORP              | NL        |    625000 | PA      | $555409.64    | 0.07%             | 2026-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                | Deutsche Lufthansa AG                                                            | CUSIP: BM7422678<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |   1800000 | PA      | $1745421.38   | 0.21%             | 2026-05-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                         | ams-OSRAM AG                                                                     | CUSIP: BK1844715<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   2100000 | PA      | $2110050.53   | 0.25%             | 2025-07-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN             | Almaviva-The Italian Innovation Co SpA                                           | CUSIP: BS0365517<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |   2400000 | PA      | $2414005.80   | 0.29%             | 2026-10-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                | Bank of Ireland Group PLC                                                        | CUSIP: BP3866178<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   3200000 | PA      | $2889330.86   | 0.34%             | 2031-08-11      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK              | Hamburg Commercial Bank AG                                                       | CUSIP: BR4175476<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1274801.00   | 0.15%             | 2026-09-22      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                               | UBS AG                                                                           | CUSIP: EK2649458<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   5475000 | PA      | $5415557.93   | 0.64%             | 2024-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ICD FUNDING LTD                      | ICD Funding Ltd                                                                  | CUSIP: EK2770692<br>LEI: 635400ND71SBRGJJVF09 | Long             | DBT              | CORP              | KY        |   1850000 | PA      | $1825720.60   | 0.22%             | 2024-05-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WIZZ AIR FINANCE COMPANY             | Wizz Air Finance Co BV                                                           | CUSIP: BN5025273<br>LEI: 724500H9M16IQI3B4W90 | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2342836.79   | 0.28%             | 2024-01-19      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SINGAPORE AIRLINES LTD               | Singapore Airlines Ltd                                                           | CUSIP: BN5063639<br>LEI: 549300ZG62N2599PWR15 | Long             | DBT              | CORP              | SG        |   1100000 | PA      | $1022367.50   | 0.12%             | 2026-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV               | Volkswagen Financial Services NV                                                 | CUSIP: BN5128374<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $327851.81    | 0.04%             | 2025-02-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL             | Bellis Acquisition Co PLC                                                        | CUSIP: BN9675073<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    575000 | PA      | $568197.97    | 0.07%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA SPA/ROMA                 | Lottomatica SpA/Roma                                                             | CUSIP: BO6583674<br>LEI: 81560046335277E43118 | Long             | DBT              | CORP              | IT        |   1500000 | PA      | $1526666.95   | 0.18%             | 2025-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PLT VII FINANCE SARL                 | PLT VII Finance Sarl                                                             | CUSIP: BK4171066<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |    475000 | PA      | $480262.58    | 0.06%             | 2026-01-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DAE SUKUK DIFC LTD                   | DAE Sukuk Difc Ltd                                                               | CUSIP: BM6598486<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |    280000 | PA      | $266313.88    | 0.03%             | 2026-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CTP NV                               | CTP NV                                                                           | CUSIP: BM6819858<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |   2233000 | PA      | $2275198.46   | 0.27%             | 2023-11-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| LOUIS DREYFUS FINANCE BV             | Louis Dreyfus Co Finance BV                                                      | CUSIP: BM6819791<br>LEI: 5493001HHX62PQCEEH95 | Long             | DBT              | CORP              | NL        |   1825000 | PA      | $1863955.82   | 0.22%             | 2025-11-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK              | National Australia Bank Ltd                                                      | CUSIP: BR3192670<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $496088.46    | 0.06%             | 2031-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                        | OTP Bank Nyrt                                                                    | CUSIP: BX6286625<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |   2000000 | PA      | $2091105.66   | 0.25%             | 2025-07-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC             | Ford Motor Credit Co LLC                                                         | CUSIP: ZO3882479<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    850000 | PA      | $866614.39    | 0.10%             | 2025-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                        | RCI Banque SA                                                                    | CUSIP: BT3071599<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   1350000 | PA      | $1316935.21   | 0.16%             | 2025-07-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                        | Schaeffler AG                                                                    | CUSIP: ZO7958853<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1124541.26   | 0.13%             | 2025-10-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC CAP UK PLC             | Mitsubishi HC Capital UK PLC                                                     | CUSIP: BS0536315<br>LEI: 549300P4PHVCL0EZU771 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $421785.83    | 0.05%             | 2024-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                       | Commerzbank AG                                                                   | CUSIP: BJ7568337<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   5600000 | PA      | $5647698.22   | 0.67%             | 2030-12-05      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                 | Banco de Sabadell SA                                                             | CUSIP: AV9443392<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |   3600000 | PA      | $3852969.95   | 0.46%             | 2028-12-12      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ELO SACA                             | ELO SACA                                                                         | CUSIP: AW8525577<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |   2300000 | PA      | $2418814.91   | 0.29%             | 2024-01-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO             | British Telecommunications PLC                                                   | CUSIP: AU6337789<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2533080.42   | 0.30%             | 2023-09-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HOIST FINANCE AB                     | Hoist Finance AB                                                                 | CUSIP: AU6542685<br>LEI: 549300NPK3FB2BEL4D08 | Long             | DBT              | CORP              | SE        |   2500000 | PA      | $2659389.42   | 0.32%             | 2023-04-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REC LIMITED                          | REC Ltd                                                                          | CUSIP: AV3869824<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    800000 | PA      | $796021.10    | 0.09%             | 2023-11-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG               | Credit Suisse Group AG                                                           | CUSIP: EJ9764584<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    900000 | PA      | $788400.00    | 0.09%             | 2023-12-11      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| PLAYTECH PLC                         | Playtech Plc                                                                     | CUSIP: AX4234438<br>LEI: 21380068TTB6Z9ZEU548 | Long             | DBT              | CORP              | IM        |   3000000 | PA      | $3042697.95   | 0.36%             | 2026-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCING SARL               | Lincoln Financing SARL                                                           | CUSIP: AX9156693<br>LEI: 222100831I4WRVCLV609 | Long             | DBT              | CORP              | LU        |   1080000 | PA      | $1144797.23   | 0.14%             | 2024-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA              | Abanca Corp Bancaria SA                                                          | CUSIP: AW6004955<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |    700000 | PA      | $743662.42    | 0.09%             | 2029-01-18      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                        | ArcelorMittal SA                                                                 | CUSIP: AW6375249<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   2200000 | PA      | $2334222.16   | 0.28%             | 2024-01-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                 | Volkswagen Bank GmbH                                                             | CUSIP: AW8990425<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |   4900000 | PA      | $5141582.76   | 0.61%             | 2024-01-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN             | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: AX5655565<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1488896.80   | 0.18%             | 2026-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO               | General Motors Financial Co Inc                                                  | CUSIP: AW7707267<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2310584.15   | 0.27%             | 2024-04-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                   | Telecom Italia SpA/Milano                                                        | CUSIP: AW5734602<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1046227.21   | 0.12%             | 2024-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                             | Accor SA                                                                         | CUSIP: AW8986910<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |   2900000 | PA      | $3006564.19   | 0.36%             | 2026-02-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                 | Raiffeisen Bank International AG                                                 | CUSIP: ZR4575661<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $902073.45    | 0.11%             | 2030-03-12      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD               | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: AX1424370<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |   3600000 | PA      | $3661445.74   | 0.43%             | 2024-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                        | UniCredit SpA                                                                    | CUSIP: AX2154406<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1600000 | PA      | $1698799.55   | 0.20%             | 2029-02-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                  | Virgin Money UK PLC                                                              | CUSIP: BK1167398<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2052774.34   | 0.24%             | 2025-06-24      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| VENA ENERGY CAP PTE LTD              | Vena Energy Capital Pte Ltd                                                      | CUSIP: BG0115322<br>LEI: 254900WSETM7TQMYGS40 | Long             | DBT              | CORP              | SG        |   3300000 | PA      | $3046915.05   | 0.36%             | 2025-02-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ADANI GREEN ENERGY UP                | Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ | CUSIP: ZS9298556<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    950000 | PA      | $928150.00    | 0.11%             | 2024-12-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THYSSENKRUPP AG                      | thyssenkrupp AG                                                                  | CUSIP: AX2827126<br>LEI: 549300UDG16DOYUPR330 | Long             | DBT              | CORP              | DE        |   2100000 | PA      | $2229665.49   | 0.26%             | 2024-02-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LUMINOR BANK                         | Luminor Bank AS/Estonia                                                          | CUSIP: BY4746214<br>LEI: 213800JD2L89GGG7LF07 | Long             | DBT              | CORP              | EE        |   1500000 | PA      | $1594506.47   | 0.19%             | 2024-08-29      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REC LIMITED                          | REC Ltd                                                                          | CUSIP: ZQ9273165<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $191726.00    | 0.02%             | 2024-12-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA              | Abanca Corp Bancaria SA                                                          | CUSIP: ZR8273016<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $502031.17    | 0.06%             | 2030-04-07      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                  | Altice Financing SA                                                              | CUSIP: ZP3544787<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1480916.62   | 0.18%             | 2025-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                      | Danske Bank A/S                                                                  | CUSIP: AX7515395<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1500000 | PA      | $1543139.51   | 0.18%             | 2029-06-21      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                        | RCI Banque SA                                                                    | CUSIP: AX8954742<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2665263.49   | 0.32%             | 2023-04-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC               | Standard Chartered PLC                                                           | CUSIP: ZQ4647595<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1292667.60   | 0.15%             | 2030-02-12      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| REC LIMITED                          | REC Ltd                                                                          | CUSIP: AZ1864943<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |   2300000 | PA      | $2206735.00   | 0.26%             | 2024-07-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                      | United Group BV                                                                  | CUSIP: ZS6131305<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $981110.91    | 0.12%             | 2025-05-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                    | INEOS Finance PLC                                                                | CUSIP: ZS0934399<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |   3900000 | PA      | $3611108.02   | 0.43%             | 2026-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PINEWOOD FINANCE CO LTD              | Pinewood Finance Co Ltd                                                          | CUSIP: ZR5763605<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    500000 | PA      | $559293.24    | 0.07%             | 2025-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEMIRE REAL ESTATE AG                | DEMIRE Deutsche Mittelstand Real Estate AG                                       | CUSIP: ZR8707450<br>LEI: 391200FHEFGXUKL2BO93 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1045740.16   | 0.12%             | 2024-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV             | LeasePlan Corp NV                                                                | CUSIP: ZR4789247<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3133765.08   | 0.37%             | 2023-09-13      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                | Trivium Packaging Finance BV                                                     | CUSIP: AZ6780326<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $508702.73    | 0.06%             | 2026-08-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                       | NE Property BV                                                                   | CUSIP: ZR9252704<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1262855.37   | 0.15%             | 2026-10-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET              | Samhallsbyggnadsbolaget i Norden AB                                              | CUSIP: ZS5185187<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              | CORP              | SE        |    650000 | PA      | $597234.07    | 0.07%             | 2025-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNAC HK FINBRIDGE CO LTD             | CNAC HK Finbridge Co Ltd                                                         | CUSIP: AZ1269184<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |   4500000 | PA      | $4371592.50   | 0.52%             | 2024-06-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL              | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $586972.29    | 0.07%             | 2023-12-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC              | Standard Industries Inc/NJ                                                       | CUSIP: ZQ6160712<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1839782.06   | 0.22%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                  | Intesa Sanpaolo SpA                                                              | CUSIP: AZ5284395<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1067918.73   | 0.13%             | 2029-07-12      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| GN STORE NORD                        | GN Store Nord AS                                                                 | CUSIP: BS4569866<br>LEI: 5493008U3H3W0NKPFL10 | Long             | DBT              | CORP              | DK        |   2070000 | PA      | $1995818.27   | 0.24%             | 2024-11-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AIR FRANCE-KLM                       | Air France-KLM                                                                   | CUSIP: BQ1794230<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |   2600000 | PA      | $2505177.75   | 0.30%             | 2026-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                 | Banco de Sabadell SA                                                             | CUSIP: BN4230734<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    900000 | PA      | $841410.74    | 0.10%             | 2031-04-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                          | Informa PLC                                                                      | CUSIP: ZO7031818<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |   2800000 | PA      | $2852688.64   | 0.34%             | 2025-10-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL              | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: BO6340000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1251953.31   | 0.15%             | 2026-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REC LIMITED                          | REC Ltd                                                                          | CUSIP: BO1961735<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $176744.63    | 0.02%             | 2026-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AXA LOGISTICS EUROPE                 | AXA Logistics Europe Master SCA                                                  | CUSIP: BS2909411<br>LEI: 213800IWFTNKN5BPH814 | Long             | DBT              | CORP              | LU        |    575000 | PA      | $509639.99    | 0.06%             | 2026-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA              | Garfunkelux Holdco 3 SA                                                          | CUSIP: BM0610824<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |   2870000 | PA      | $2475639.59   | 0.29%             | 2025-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA              | Garfunkelux Holdco 3 SA                                                          | CUSIP: BM0617860<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $473188.98    | 0.06%             | 2025-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA              | Garfunkelux Holdco 3 SA                                                          | CUSIP: BM0610881<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $280689.26    | 0.03%             | 2026-05-01      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                      | ZF Finance GmbH                                                                  | CUSIP: ZO4363768<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |   3200000 | PA      | $3163796.66   | 0.37%             | 2025-09-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                    | La Banque Postale SA                                                             | CUSIP: BM0153692<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1023172.27   | 0.12%             | 2031-01-26      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| MAF GLOBAL SECURITIES                | MAF Global Securities Ltd                                                        | CUSIP: EK2480003<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |   4500000 | PA      | $4447633.50   | 0.53%             | 2024-05-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANKA D             | Nova Ljubljanska Banka dd                                                        | CUSIP: BX7208842<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |   2100000 | PA      | $2217283.85   | 0.26%             | 2025-07-19      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC             | Encore Capital Group Inc                                                         | CUSIP: ZO3891942<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1764368.06   | 0.21%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV               | Volkswagen Financial Services NV                                                 | CUSIP: ZO4566816<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $353895.26    | 0.04%             | 2023-09-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-02-28

**Name of Applicant:** Professionally Managed Portfolios

**Signature:** /s/ Craig Benton

**Name of Signer:** Craig Benton

**Title:** Treasurer