# EDGAR Filing Document

**Accession Number:** 0001861115
**File Stem:** 0001752724-23-042391
**Filing Date:** 2023-2
**Character Count:** 452031
**Document Hash:** 7ddfc1e3fc2c833ec373e75060908512
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-042391.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-042391

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nuveen Multi-Asset Income Fund
- **CENTRAL INDEX KEY:** 0001861115
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23669
- **FILM NUMBER:** 23672920

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $634843111.00

**Total Liabilities:** $186553394.00

**Net Assets:** $448289717.00

**Delayed Delivery Securities:** $7602027.00

**Cash Not Reported:** $29240.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4.13000000 | **1-Year:** -470.88000000 | **5-Year:** -3023.84000000 | **10-Year:** -9919.31000000 | **30-Year:** -71611.62000000

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

- **3-Month:** -75.96000000 | **1-Year:** -5208.80000000 | **5-Year:** -26864.94000000 | **10-Year:** -9499.55000000 | **30-Year:** -50728.63000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.55%                | 9.13%                | -3.23%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-19118698.75            | $34020526.56                               |
| Month 2  | $-18279927.89            | $56938737.71                               |
| Month 3  | $-6716653.61             | $-10244587.95                              |

**Designated Index Information**

- **Index Name:** 50% MSCI All Country World , 50% Bloomberg US High Yield Corporate

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

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| GRINDING MEDIA INC                              | Grinding Media Inc., Term Loan B                                          | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    133238 | PA      | $124577.57    | 0.03%             | 2028-10-12      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| SYNIVERSE HOLDINGS INC                          | Syniverse Holdings, Inc., Term Loan                                       | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |    779297 | PA      | $683833.00    | 0.15%             | 2029-05-10      | Variable      | 11.58%                | No            | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                    | Aspen Insurance Holdings Ltd                                              | CUSIP: EP0515015<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     15200 | NS      | $274664.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AI AQUA MERGER SUB INC                          | AI Aqua Merger Sub Inc                                                    | CUSIP: 00132UAM6<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     18519 | PA      | $17484.54     | 0.00%             | 2028-07-30      | Variable      | 4.29%                 | No            | 2                  | On Loan: No      |
| BALLY'S CORP                                    | Twin River Worldwide Holdings, Inc., Term Loan B                          | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    329370 | PA      | $305655.67    | 0.07%             | 2028-10-01      | Variable      | 7.54%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co                                    | Coca-Cola Co                                                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     19723 | NS      | $1254580.03   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| riverbed technology inc                         | riverbed technology inc                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      3288 | NS      | $32.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc/The            | PNC Financial Services Group Inc/The                                      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      2490 | NS      | $393270.60    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| LIONS GATE CAPITAL HOLD                         | Lions Gate Capital Holdings LLC, Term Loan B                              | CUSIP: 53627MAB9<br>LEI: 549300MWJHNLR35C0837 | Long             | LON              | CORP              | US        |    117908 | PA      | $112896.43    | 0.03%             | 2025-03-24      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                        | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    989729 | PA      | $936624.14    | 0.21%             | 2052-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GRUPO AXO SA DE CV                              | Grupo Axo SAPI de CV                                                      | CUSIP: 40054MAA0<br>LEI: 4469000001BNKIG58H20 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $173500.00    | 0.04%             | 2026-06-08      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                 | CUSIP: 71568QAJ6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    335000 | PA      | $296832.63    | 0.07%             | 2029-07-17      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BRASKEM IDESA SAPI                              | Braskem Idesa SAPI                                                        | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $142763.69    | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           | 2                  | On Loan: No      |
| Fidelity National Information Services Inc      | Fidelity National Information Services Inc                                | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      2177 | NS      | $147709.45    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| TURK IHRACAT KR BK                              | Turkiye Ihracat Kredi Bankasi AS                                          | CUSIP: 90015LAD9<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $196030.00    | 0.04%             | 2024-05-03      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                             | Avantor Funding, Inc., Term Loan B5                                       | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |     57542 | PA      | $57361.84     | 0.01%             | 2027-11-06      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                      | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    295000 | PA      | $249844.59    | 0.06%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                          | CenturyLink, Inc., Term Loan B                                            | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     99611 | PA      | $94780.98     | 0.02%             | 2027-03-15      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| ALFA DESARROLLO SPA                             | Alfa Desarrollo SpA                                                       | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    199271 | PA      | $151372.36    | 0.03%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           | 2                  | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2                        | ABG Intermediate Holdings 2 LLC                                           | CUSIP: 00076VBA7<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    335000 | PA      | $325159.38    | 0.07%             | 2028-12-21      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| BBVA BANCOMER SA TEXAS                          | BBVA Bancomer SA/Texas                                                    | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $179520.30    | 0.04%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| DAE FUNDING LLC                                 | DAE Funding LLC                                                           | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177000.00    | 0.04%             | 2028-03-20      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Innovative Industrial Properties Inc            | Innovative Industrial Properties Inc                                      | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      5000 | NS      | $506750.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| KINGDOM OF JORDAN                               | Jordan Government International Bond                                      | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $178760.00    | 0.04%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Canadian Pacific Railway Ltd                    | Canadian Pacific Railway Ltd                                              | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4130 | NS      | $308056.70    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                  | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    423156 | PA      | $382787.30    | 0.09%             | 2052-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SS&C TECHNOLOGIES INC                           | SS&C European Holdings Sarl, Term Loan B4                                 | CUSIP: 78466DBE3<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    172010 | PA      | $169430.26    | 0.04%             | 2025-04-16      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                               | Transcanada Trust                                                         | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    645000 | PA      | $551475.00    | 0.12%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| RADIATE HOLDCO LLC                              | Radiate Holdco, LLC, Term Loan B                                          | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    572754 | PA      | $467899.64    | 0.10%             | 2026-09-25      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| AEGON NV                                        | Aegon NV                                                                  | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |    405000 | PA      | $363920.97    | 0.08%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Western Alliance Bancorp                        | Western Alliance Bancorp                                                  | CUSIP: 957638406<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EP               | CORP              | US        |      7800 | NS      | $157248.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Host Hotels & Resorts Inc                       | Host Hotels & Resorts Inc                                                 | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     67000 | NS      | $1075350.00   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                       | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    320000 | PA      | $286544.03    | 0.06%             | N/A             | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Hilton Worldwide Holdings Inc                   | Hilton Worldwide Holdings Inc                                             | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      3147 | NS      | $397654.92    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis Inc                                    | Prologis Inc                                                              | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     85356 | NS      | $9622181.88   | 2.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Veolia Environnement SA                         | Veolia Environnement SA                                                   | CUSIP: 403187909<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |      5547 | NS      | $142526.89    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ENTAIN HOLDINGS GIBRALTA                        | GVC Holdings (Gibraltar) Limited, Term Loan B                             | CUSIP: BL4031979<br>LEI: N/A                  | Long             | LON              | CORP              | GI        |    135000 | PA      | $134578.13    | 0.03%             | 2029-10-31      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                       | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    712000 | PA      | $454255.07    | 0.10%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| KKR APPLE BIDCO LLC                             | KKR Apple Bidco, LLC, Term Loan                                           | CUSIP: 48254EAF8<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    120000 | PA      | $120037.80    | 0.03%             | 2028-09-23      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                           | Argentine Republic Government International Bond                          | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    700000 | PA      | $177551.94    | 0.04%             | 2035-07-09      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                            | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     25000 | NS      | $624500.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Co                         | Bristol-Myers Squibb Co                                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     22031 | NS      | $1585130.45   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST STUDENT BIDCO INC                         | First Student Bidco Inc, Term Loan B                                      | CUSIP: 33718FAD2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    138888 | PA      | $125954.27    | 0.03%             | 2028-07-21      | Variable      | 7.73%                 | No            | 2                  | On Loan: No      |
| RIVERBED TECHNOLOGY INC                         | Riverbed Technology, Inc., Exit Term Loan                                 | CUSIP: BL3791722<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | LON              | CORP              | US        |    756068 | PA      | $326810.59    | 0.07%             | 2026-12-07      | Variable      | 10.54%                | No            | 2                  | On Loan: No      |
| United Rentals Inc                              | United Rentals Inc                                                        | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1794 | NS      | $637623.48    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                             | JPMorgan Chase & Co                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     21307 | NS      | $2857268.70   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| KOSMOS ENERGY LTD                               | Kosmos Energy Ltd                                                         | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166761.08    | 0.04%             | 2027-05-01      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| BANCOLOMBIA SA                                  | Bancolombia SA                                                            | CUSIP: 05968LAM4<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    320000 | PA      | $303110.96    | 0.07%             | 2025-01-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                      | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $220550.11    | 0.05%             | 2052-02-12      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2022-R08                              | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     35000 | PA      | $34764.96     | 0.01%             | 2042-07-25      | Variable      | 7.53%                 | Yes           | 2                  | On Loan: No      |
| adidas AG                                       | adidas AG                                                                 | CUSIP: D0066B185<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      2488 | NS      | $337189.44    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Dr Ing hc F Porsche AG                          | Dr Ing hc F Porsche AG                                                    | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EC               | CORP              | DE        |      4337 | NS      | $437661.86    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Woodward Capital Management                     | RCKT Mortgage Trust 2022-3                                                | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     96872 | PA      | $77456.59     | 0.02%             | 2052-05-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KENYA                               | Republic of Kenya Government International Bond                           | CUSIP: 491798AG9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $174500.00    | 0.04%             | 2028-02-28      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| TURK IHRACAT KR                                 | Turkiye Ihracat Kredi Bankasi AS                                          | CUSIP: 90016LAA4<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $181682.00    | 0.04%             | 2026-07-06      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| NETLINK NBN TRUST                               | NETLINK NBN TRUST                                                         | CUSIP: N/A<br>LEI: 25490032IBVZHHXJIM98       | Long             | EC               | CORP              | SG        |     80000 | NS      | $49581.31     | 0.01%             |  |  |  | Yes           | 1                  | On Loan: No      |
| AMERICAN EXPRESS CO                             | American Express Co                                                       | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    455000 | PA      | $373782.50    | 0.08%             | N/A             | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP/THE                                  | Hertz Corporation, (The), Term Loan C                                     | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     92226 | PA      | $90586.03     | 0.02%             | 2028-06-30      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                   | Boeing Co/The                                                             | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1077 | NS      | $205157.73    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Zurich Insurance Group AG                       | Zurich Insurance Group AG                                                 | CUSIP: H9870Y105<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      1882 | NS      | $899741.29    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordea Bank Abp                                 | Nordea Bank Abp                                                           | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     73493 | NS      | $789077.36    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Lonza Group AG                                  | Lonza Group AG                                                            | CUSIP: H50524133<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      2806 | NS      | $1377396.38   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| HUNGARY                                         | Hungary Government International Bond                                     | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $191000.00    | 0.04%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Masco Corp                                      | Masco Corp                                                                | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      4891 | NS      | $228262.97    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Parker-Hannifin Corp                            | Parker-Hannifin Corp                                                      | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1385 | NS      | $403035.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| CREDIT AGRICOLE SA                              | Credit Agricole SA                                                        | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    805000 | PA      | $797594.00    | 0.18%             | N/A             | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| American Equity Investment Life Holding Co      | American Equity Investment Life Holding Co                                | CUSIP: 025676602<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     24200 | NS      | $544258.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2022-DNA2                                   | CUSIP: 35564KRF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |    925000 | PA      | $900819.85    | 0.20%             | 2042-02-25      | Variable      | 6.33%                 | Yes           | 2                  | On Loan: No      |
| APA Group                                       | APA Group                                                                 | CUSIP: 624730909<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |     55689 | NS      | $407053.44    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                                       | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    220000 | PA      | $155650.00    | 0.03%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                    | Enbridge Inc                                                              | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $355071.93    | 0.08%             | 2083-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                              | Energy Transfer LP                                                        | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |      4909 | NS      | $58269.83     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                       | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     25000 | PA      | $21397.70     | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                  | BNP Paribas SA                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | US        | -44128750 | PA      | $-44128750.00 | -9.84%            |  |  |  | No            | N/A                | On Loan: No      |
| ENTEGRIS INC                                    | Entegris Inc                                                              | CUSIP: 29362LAL8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |    147000 | PA      | $146789.79    | 0.03%             | 2029-07-06      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 31418EJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1141000 | PA      | $1091526.51   | 0.24%             | 2037-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SEATTLE SPINCO INC                              | Seattle Spinco, Inc., Term Loan B3                                        | CUSIP: 81271EAB7<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |    547754 | PA      | $547754.45    | 0.12%             | 2024-06-21      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                        | Banco Bilbao Vizcaya Argentaria SA                                        | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $510857.82    | 0.11%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| PPL Corp                                        | PPL Corp                                                                  | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      1454 | NS      | $42485.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Moncler SpA                                     | Moncler SpA                                                               | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |     13644 | NS      | $724998.95    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| ZIONS BANCORP NA                                | Zions Bancorp NA                                                          | CUSIP: 989701BF3<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450000.00    | 0.10%             | N/A             | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| ENN CLEAN ENERGY                                | ENN Clean Energy International Investment Ltd                             | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $174272.03    | 0.04%             | 2026-05-12      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                           | Huntington Bancshares Inc/OH                                              | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    610000 | PA      | $566276.32    | 0.13%             | N/A             | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2022-GR2                              | CUSIP: 36267BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    471392 | PA      | $380437.92    | 0.08%             | 2052-08-26      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                         | Energean Israel Finance Ltd                                               | CUSIP: BO3321847<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     80000 | PA      | $73375.98     | 0.02%             | 2026-03-30      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Elia Group SA/NV                                | Elia Group SA/NV                                                          | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |       660 | NS      | $93827.35     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| National Grid PLC                               | National Grid PLC                                                         | CUSIP: 636274409<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |        37 | NS      | $2231.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| INGENOVIS HEALTH INC                            | CCRR Parent, Inc, Term Loan B                                             | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    246859 | PA      | $235544.50    | 0.05%             | 2028-03-05      | Variable      | 8.14%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF IRAQ                                | Iraq International Bond                                                   | CUSIP: 462652AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |    275000 | PA      | $253000.00    | 0.06%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                          | Galaxy Pipeline Assets Bidco Ltd                                          | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    435000 | PA      | $350089.75    | 0.08%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           | 2                  | On Loan: No      |
| New York Community Bancorp Inc                  | New York Community Bancorp Inc                                            | CUSIP: 649445202<br>LEI: 529900HVXOTLY61GL030 | Long             | EP               | CORP              | US        |     42814 | NS      | $929491.94    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Quarternorth Energy Holding Inc                 | Quarternorth Energy Holding Inc                                           | CUSIP: N/A<br>LEI: 549300BC3OH5VUTNXB92       | Long             | DE               | CORP              | US        |      2870 | NS      | $28700.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                          | Eskom Holdings SOC Ltd                                                    | CUSIP: 29646AAA4<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    500000 | PA      | $480100.00    | 0.11%             | 2023-08-06      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                        | Saudi Government International Bond                                       | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    325000 | PA      | $263571.10    | 0.06%             | 2033-02-02      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| KRONOS ACQUISITION HOLDI                        | Kronos Acquisition Holdings Inc., Term Loan B                             | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        15 | PA      | $14.27        | 0.00%             | 2026-12-22      | Variable      | 8.48%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                | DT Midstream, Inc, Term Loan B                                            | CUSIP: 23345NAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1253 | PA      | $1256.72      | 0.00%             | 2028-06-10      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings, LLC, Term Loan B1                                           | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    193350 | PA      | $183392.91    | 0.04%             | 2025-07-17      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| FILTRATION GROUP CORP                           | Filtration Group Corporation, Term Loan                                   | CUSIP: 31732FAR7<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    370312 | PA      | $364448.60    | 0.08%             | 2028-10-21      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5874854 | PA      | $5182052.60   | 1.16%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AVAYA INC                                       | Avaya, Inc., Term Loan B2                                                 | CUSIP: 05349UBD3<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |    246794 | PA      | $86624.67     | 0.02%             | 2027-12-15      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| NuStar Energy LP                                | NuStar Energy LP                                                          | CUSIP: 67058H201<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |     18300 | NS      | $412665.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                     | BNP Paribas SA                                                            | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    280000 | PA      | $276500.00    | 0.06%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                     | CHG Healthcare Services Inc., Term Loan                                   | CUSIP: N/A<br>LEI: 54930016Y1HPAVB9PZ54       | Long             | LON              | CORP              | US        |    113562 | PA      | $111346.90    | 0.02%             | 2028-09-30      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Terna - Rete Elettrica Nazionale                | Terna - Rete Elettrica Nazionale                                          | CUSIP: B01BN5908<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     88946 | NS      | $656883.34    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                        | Empresas Publicas de Medellin ESP                                         | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $158750.00    | 0.04%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                        | Petrobras Global Finance BV                                               | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    145000 | PA      | $126560.56    | 0.03%             | 2050-06-03      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| VIASAT INC                                      | ViaSat, Inc., Term Loan                                                   | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    124375 | PA      | $121324.08    | 0.03%             | 2029-03-04      | Variable      | 8.94%                 | No            | 2                  | On Loan: No      |
| Regency Centers Corp                            | Regency Centers Corp                                                      | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     29800 | NS      | $1862500.00   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| MAXAR TECHNOLOGIES INC                          | Maxar Technologies Ltd., Term Loan B                                      | CUSIP: BL3925007<br>LEI: 549300OEN2G821MIJ922 | Long             | LON              | CORP              | US        |    497188 | PA      | $497409.53    | 0.11%             | 2029-06-09      | Variable      | 8.67%                 | No            | 2                  | On Loan: No      |
| INTELSAT JACKSON HLDG                           | Intelsat Jackson Holdings S.A., Term Loan B                               | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | LON              | CORP              | LU        |    496080 | PA      | $479957.30    | 0.11%             | 2029-01-27      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Ping An Insurance Group Co of China Ltd         | Ping An Insurance Group Co of China Ltd                                   | CUSIP: B01FLR903<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | HK        |     52000 | NS      | $341626.45    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                         | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $932681.18    | 0.21%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| APPLOVIN CORP                                   | AppLovin Corporation, Term Loan B                                         | CUSIP: 03835EAF1<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | LON              | CORP              | US        |    372188 | PA      | $354508.59    | 0.08%             | 2028-10-21      | Variable      | 7.73%                 | No            | 2                  | On Loan: No      |
| HILTON GRAND VAC BORROWER                       | Hilton Grand Vacations Borrower LLC, Term Loan B                          | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |    345251 | PA      | $343394.94    | 0.08%             | 2028-08-02      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Belk Inc                                        | Belk Inc                                                                  | CUSIP: 942KDH907<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $8.50         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3533884 | PA      | $3314914.21   | 0.74%             | 2052-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2022-PJ5                              | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270278 | PA      | $216109.43    | 0.05%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                     | BNP Paribas SA                                                            | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1030000 | PA      | $1018440.80   | 0.23%             | N/A             | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                      | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    325000 | PA      | $305377.22    | 0.07%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SKYMILES IP LTD                                 | SkyMiles IP Ltd., Term Loan B                                             | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    325000 | PA      | $331886.75    | 0.07%             | 2027-10-20      | Variable      | 7.99%                 | No            | 2                  | On Loan: No      |
| ServiceNow Inc                                  | ServiceNow Inc                                                            | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1799 | NS      | $698497.73    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Japan Airport Terminal Co Ltd                   | Japan Airport Terminal Co Ltd                                             | CUSIP: 647217009<br>LEI: 353800W9WEQSGUY2EO26 | Long             | EC               | CORP              | JP        |     12200 | NS      | $601670.12    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| 1011778 BC ULC                                  | B.C. Unlimited Liability Company, Term Loan B4                            | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    886491 | PA      | $872954.15    | 0.19%             | 2026-11-19      | Variable      | 6.14%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                        | OCP SA                                                                    | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $151273.60    | 0.03%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| CLUBCORP HOLDINGS INC                           | ClubCorp Holdings, Inc., Term Loan B                                      | CUSIP: 18948TAB9<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |    654525 | PA      | $592511.68    | 0.13%             | 2024-09-18      | Variable      | 7.48%                 | No            | 2                  | On Loan: No      |
| Qube Holdings Ltd                               | Qube Holdings Ltd                                                         | CUSIP: N/A<br>LEI: 391200RT2MUFEO3RFW25       | Long             | EC               | CORP              | AU        |    113604 | NS      | $216703.15    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| NORDEA BANK ABP                                 | Nordea Bank Abp                                                           | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    610000 | PA      | $599058.03    | 0.13%             | N/A             | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| MetLife Inc                                     | MetLife Inc                                                               | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      4591 | NS      | $332250.67    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US, Inc., Term Loan                                         | CUSIP: 22834KAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     31085 | PA      | $30612.28     | 0.01%             | 2023-09-09      | Variable      | 14.28%                | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                              | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $152767.97    | 0.03%             | 2031-11-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Invitation Homes Inc                            | Invitation Homes Inc                                                      | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13000 | NS      | $385320.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ZURN LLC                                        | Zurn Holdings, Inc., Term Loan B                                          | CUSIP: 76168JAS5<br>LEI: 549300XLZXRC2KJ6VK87 | Long             | LON              | CORP              | US        |     64201 | PA      | $64152.61     | 0.01%             | 2028-10-04      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Inc                             | Cheniere Energy Inc                                                       | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     11102 | NS      | $1664855.92   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| LEVIATHAN BOND LTD                              | Leviathan Bond Ltd                                                        | CUSIP: BK6709046<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    127000 | PA      | $122661.92    | 0.03%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| PERATON CORP                                    | Peraton Corp., Term Loan B                                                | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    118759 | PA      | $116185.91    | 0.03%             | 2028-02-01      | Variable      | 8.14%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                            | Freeport-McMoRan Inc                                                      | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     43360 | NS      | $1647680.00   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                            | YPF SA                                                                    | CUSIP: AO4052764<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     20000 | PA      | $14168.40     | 0.00%             | 2027-07-21      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2                        | ABG Intermediate Holdings 2 LLC, Term Loan, Second Lien                   | CUSIP: 00076VAY6<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     80000 | PA      | $73500.00     | 0.02%             | 2029-12-20      | Variable      | 10.42%                | No            | 2                  | On Loan: No      |
| PAKISTAN WATER & POWER                          | Pakistan Water & Power Development Authority                              | CUSIP: BP8111539<br>LEI: 213800UA74QOTK6IES10 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $57000.00     | 0.01%             | 2031-06-04      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| TEMPO ACQUISITION LLC                           | Tempo Acquisition LLC, Term Loan B                                        | CUSIP: 88023HAF7<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |    459875 | PA      | $459185.01    | 0.10%             | 2028-08-31      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                    | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    205000 | PA      | $149075.46    | 0.03%             | 2032-04-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Bright Bidco BV                                 | Bright Bidco BV                                                           | CUSIP: N/A<br>LEI: 549300IL6Q1JWU688H15       | Long             | EC               | CORP              | NL        |      4211 | NS      | $55591.14     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                         | Frontier Communications Corp., Term Loan B                                | CUSIP: 35906EAQ3<br>LEI: 549300ZCZ76HYCS0H445 | Long             | LON              | CORP              | US        |    378207 | PA      | $362167.02    | 0.08%             | 2027-10-08      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| Vornado Realty Trust                            | Vornado Realty Trust                                                      | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11600 | NS      | $241396.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AVSC HOLDING CORP                               | AVSC Holding Corp., Term Loan B3                                          | CUSIP: 00241YAS3<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |    156378 | PA      | $161225.49    | 0.04%             | 2026-12-04      | Fixed         | 19.73%                | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                        | Outfront Media Capital LLC / Outfront Media Capital Corp                  | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $225061.61    | 0.05%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Crown Castle Inc                                | Crown Castle Inc                                                          | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     21507 | NS      | $2917209.48   | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Raytheon Technologies Corp                      | Raytheon Technologies Corp                                                | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      7060 | NS      | $712495.20    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                  | Wells Fargo Mortgage Backed Securities 2022-INV1 Trust                    | CUSIP: 95003NAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    238655 | PA      | $198773.15    | 0.04%             | 2052-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Enstar Group Ltd                                | Enstar Group Ltd                                                          | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |     11432 | NS      | $244644.80    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| WEST CORP                                       | Intrado Corporation, Term Loan                                            | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |    444939 | PA      | $411074.64    | 0.09%             | 2024-10-10      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp                              | Union Pacific Corp                                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     10283 | NS      | $2129300.81   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Properties Inc                           | Boston Properties Inc                                                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      5300 | NS      | $358174.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| INSTRUCTURE HOLDINGS INC                        | Instructure Holdings, Inc., Term Loan B                                   | CUSIP: 45783UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248750 | PA      | $245018.75    | 0.05%             | 2028-10-29      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| CABLE ONE INC                                   | Cable One, Inc., Term Loan B4                                             | CUSIP: 12685LAG5<br>LEI: 549300648QS85T0XSH18 | Long             | LON              | CORP              | US        |    120345 | PA      | $117892.64    | 0.03%             | 2028-05-03      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| Reliance Steel & Aluminum Co                    | Reliance Steel & Aluminum Co                                              | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       791 | NS      | $160130.04    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US, Inc., Term Loan                                         | CUSIP: 22834KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    367449 | PA      | $69444.13     | 0.02%             | 2025-02-28      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| 24 Hour Fitness Worldwide Inc                   | 24 Hour Fitness Worldwide Inc                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     83128 | NS      | $831.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GENESYS CLOUD SERVICES                          | Greeneden U.S. Holdings II, LLC, Term Loan B4                             | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    369221 | PA      | $355299.26    | 0.08%             | 2027-12-01      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                             | Fifth Third Bancorp                                                       | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     20222 | NS      | $495843.44    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                                    | Enbridge Inc                                                              | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | US        |     56962 | NS      | $2227214.20   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV       | Grupo Aeroportuario del Sureste SAB de CV                                 | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |      1156 | NS      | $269336.44    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                     | BNP Paribas SA                                                            | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    290000 | PA      | $274162.60    | 0.06%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| American Express Co                             | American Express Co                                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      4375 | NS      | $646406.25    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Enterprise Products Partners LP                 | Enterprise Products Partners LP                                           | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     16237 | NS      | $391636.44    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF ECUADOR                             | Ecuador Government International Bond                                     | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    622513 | PA      | $286192.91    | 0.06%             | 2035-07-31      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| Kimco Realty Corp                               | Kimco Realty Corp                                                         | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     96000 | NS      | $2033280.00   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| WILLIAM MORRIS ENDEAVOR EN                      | William Morris Endeavor Entertainment, LLC, Term Loan, First Lien         | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |    271859 | PA      | $266694.01    | 0.06%             | 2025-05-16      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government Bond                                  | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2875000 | PA      | $142513.68    | 0.03%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Brookfield Infrastructure Corp                  | Brookfield Infrastructure Corp                                            | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5063 | NS      | $196950.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| LEVIATHAN BOND LTD                              | Leviathan Bond Ltd                                                        | CUSIP: BK6709004<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     32000 | PA      | $31240.00     | 0.01%             | 2025-06-30      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| BANCO SANTANDER SA                              | Banco Santander SA                                                        | CUSIP: AX1003505<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $585660.00    | 0.13%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                         | MPLX LP                                                                   | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265950.00    | 0.06%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| QBE INSURANCE GROUP LTD                         | QBE Insurance Group Ltd                                                   | CUSIP: EK6047337<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |   1025000 | PA      | $999158.73    | 0.22%             | 2044-12-02      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| REALPAGE INC                                    | RealPage, Inc, Term Loan, First Lien                                      | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     68926 | PA      | $65686.48     | 0.01%             | 2028-04-22      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIO                     | Scientific Games International, Inc., Term Loan                           | CUSIP: BL3898659<br>LEI: 529900JXALYBOHXKFM62 | Long             | LON              | CORP              | US        |    318400 | PA      | $314875.31    | 0.07%             | 2029-04-07      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS Styrolution US Holding LLC, Term Loan B                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     78701 | PA      | $77520.49     | 0.02%             | 2026-01-29      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| CENTURI GROUP INC                               | Centuri Group Inc                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    198187 | PA      | $195337.76    | 0.04%             | 2028-08-27      | Variable      | 7.21%                 | No            | 2                  | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCA                        | B3 SA - Brasil Bolsa Balcao                                               | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $168528.70    | 0.04%             | 2031-09-20      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| TRUIST FIN CORP                                 | Truist Financial Corp                                                     | CUSIP: 89832QAB5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1024132.50   | 0.23%             | N/A             | Variable      | 7.87%                 | No            | 2                  | On Loan: No      |
| East Japan Railway Co                           | East Japan Railway Co                                                     | CUSIP: J1257M109<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |     13300 | NS      | $757540.42    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Aena SME SA                                     | Aena SME SA                                                               | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |     12552 | NS      | $1573497.42   | 0.35%             |  |  |  | Yes           | 1                  | On Loan: No      |
| ANADOLU EFES BIR                                | Anadolu Efes Biracilik Ve Malt Sanayii AS                                 | CUSIP: 032523AB8<br>LEI: 7890006LGARYVIPOJX03 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $154451.92    | 0.03%             | 2028-06-29      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Meta Platforms Inc                              | Meta Platforms Inc                                                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      4416 | NS      | $531421.44    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Enav SpA                                        | Enav SpA                                                                  | CUSIP: N/A<br>LEI: 81560048ECF8D2059980       | Long             | EC               | CORP              | IT        |     31556 | NS      | $133857.94    | 0.03%             |  |  |  | Yes           | 1                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                        | Petrobras Global Finance BV                                               | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    115000 | PA      | $88181.06     | 0.02%             | 2051-06-10      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| COVANTA HOLDING CORP                            | Covanta Holding Corporation, Term Loan C                                  | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |     16725 | PA      | $16626.23     | 0.00%             | 2028-11-30      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                       | CUSIP: 83367TBF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    865000 | PA      | $856193.08    | 0.19%             | N/A             | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| NCR CORP                                        | NCR Corporation, Term Loan                                                | CUSIP: 62886VAP5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | LON              | CORP              | US        |    357203 | PA      | $347826.09    | 0.08%             | 2026-08-28      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC CO                             | General Electric Co                                                       | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    945000 | PA      | $928408.17    | 0.21%             | N/A             | Variable      | 8.10%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                         | Philippine Government International Bond                                  | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $170332.63    | 0.04%             | 2047-03-29      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                        | Zelis Healthcare Corporation, Term Loan                                   | CUSIP: 98932TAD5<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    361049 | PA      | $357778.27    | 0.08%             | 2026-09-30      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Allegion plc                                    | Allegion plc                                                              | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | US        |      1176 | NS      | $123785.76    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| GENERAL MOTORS FINL CO                          | General Motors Financial Co Inc                                           | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1001856.89   | 0.22%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DIAMOND BC BV                                   | Diamond (BC) B.V., Term Loan B                                            | CUSIP: N/A<br>LEI: 549300SWLHWJF3D4N658       | Long             | LON              | CORP              | NL        |    367290 | PA      | $355582.63    | 0.08%             | 2028-09-29      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| BENIN INTL GOV BOND                             | Benin Government International Bond                                       | CUSIP: BQ5680468<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    190000 | PA      | $147301.84    | 0.03%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                         | Mexican Bonos                                                             | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3600000 | PA      | $174791.16    | 0.04%             | 2038-11-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1553457 | PA      | $1457683.17   | 0.33%             | 2052-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                                     | Asurion LLC, Term Loan B7                                                 | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    346533 | PA      | $337436.45    | 0.08%             | 2024-11-03      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Cleanaway Waste Management Ltd                  | Cleanaway Waste Management Ltd                                            | CUSIP: N/A<br>LEI: 549300D5C72CV6CIBS66       | Long             | EC               | CORP              | AU        |     85928 | NS      | $153109.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cumulus Media Inc                               | Cumulus Media Inc                                                         | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $12.42        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LSCS HOLDINGS INC                               | LSCS Holdings, Inc., Term Loan, First Lien                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    371250 | PA      | $355703.91    | 0.08%             | 2028-12-16      | Variable      | 8.88%                 | No            | 2                  | On Loan: No      |
| WEX INC                                         | WEX Inc., Term Loan                                                       | CUSIP: 96208UAT8<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |     94122 | PA      | $93710.22     | 0.02%             | 2028-04-01      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY             | RECEIVE NZD [262.38] PAY USD [-166.46] on 20221229 @ 0.634423             | CUSIP: NZD230104<br>LEI: 549300FSAZRK583VK349 | N/A              | DFE              | CORP              | US        |         1 | NC      | $0.13         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                              | Ally Financial Inc                                                        | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $250500.00    | 0.06%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                           | Hub International Limited, Term Loan B                                    | CUSIP: 44332EAV8<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     65000 | PA      | $64404.28     | 0.01%             | 2029-11-10      | Variable      | 8.22%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF NAMIBIA                             | Namibia International Bonds                                               | CUSIP: 62987BAB8<br>LEI: 549300T6Y4CWK77SML15 | Long             | DBT              | NUSS              | NA        |    200000 | PA      | $187000.00    | 0.04%             | 2025-10-29      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Canadian Pacific Railway Ltd                    | Canadian Pacific Railway Ltd                                              | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11660 | NS      | $869333.09    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp                           | Costco Wholesale Corp                                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2678 | NS      | $1222507.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2                        | ABG Intermediate Holdings 2 LLC, Term Loan B1                             | CUSIP: 00076VAZ3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    333325 | PA      | $323533.58    | 0.07%             | 2028-12-21      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2022-3                                           | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    822914 | PA      | $672331.01    | 0.15%             | 2052-08-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corporation, Term Loan B                             | CUSIP: N/A<br>LEI: 549300ZF1NDXLMCHNO20       | Long             | LON              | CORP              | CA        |    250000 | PA      | $243875.00    | 0.05%             | 2026-10-30      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                          | AngloGold Ashanti Holdings PLC                                            | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $174341.14    | 0.04%             | 2028-11-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                          | UnitedHealth Group Inc                                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3936 | NS      | $2086788.48   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Daikin Industries Ltd                           | Daikin Industries Ltd                                                     | CUSIP: J10038115<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |      4200 | NS      | $637196.63    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                        | Thailand Government Bond                                                  | CUSIP: AT4545436<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   6150000 | PA      | $185083.47    | 0.04%             | 2028-12-17      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NEW TROJAN PARENT INC                           | New Trojan Parent, Inc., Term Loan, First Lien                            | CUSIP: 64900YAB8<br>LEI: 254900KQOFMPF9290333 | Long             | LON              | CORP              | US        |     27347 | PA      | $19211.53     | 0.00%             | 2028-01-06      | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| PACTIV EVERGREEN GROUP                          | Reynolds Group Holdings Inc. , Term Loan B                                | CUSIP: 76173FAY3<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |    148125 | PA      | $146407.49    | 0.03%             | 2028-09-24      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                       | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    660000 | PA      | $603854.26    | 0.13%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RLJ LODGING TRUST LP                            | RLJ Lodging Trust LP                                                      | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222647.12    | 0.05%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Shell PLC                                       | Shell PLC                                                                 | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    128935 | NS      | $3634782.99   | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| American Equity Investment Life Holding Co      | American Equity Investment Life Holding Co                                | CUSIP: 025676503<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     31866 | NS      | $640825.26    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| H-FOOD HOLDINGS LLC                             | H Food Holdings LLC, Term Loan B                                          | CUSIP: 40422KAB7<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |    139861 | PA      | $124948.24    | 0.03%             | 2025-05-31      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                          | Discover Financial Services                                               | CUSIP: 254709AN8<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $103482.41    | 0.02%             | N/A             | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    345000 | PA      | $295406.25    | 0.07%             | N/A             | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKEY                              | Turkey Government International Bond                                      | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    245000 | PA      | $211680.00    | 0.05%             | 2028-02-17      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government International Bond                    | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $146420.00    | 0.03%             | 2047-09-27      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                     | MetLife Inc                                                               | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    790000 | PA      | $920301.23    | 0.21%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Tencent Holdings Ltd                            | Tencent Holdings Ltd                                                      | CUSIP: BMMV2K903<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | HK        |      9300 | NS      | $394323.38    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ADIENT US LLC                                   | Adient US LLC, Term Loan B                                                | CUSIP: 00687MAC5<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |    367826 | PA      | $364550.36    | 0.08%             | 2028-04-08      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| 8TH AVENUE FOOD & PRO                           | 8th Avenue Food & Provisions Inc                                          | CUSIP: 28253PAC3<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |    104000 | PA      | $87408.88     | 0.02%             | 2025-10-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Kamigumi Co Ltd                                 | Kamigumi Co Ltd                                                           | CUSIP: 648266005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23800 | NS      | $484520.81    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CEMEX SAB DE CV                                 | Cemex SAB de CV                                                           | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $168806.98    | 0.04%             | 2031-07-11      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                          | Bank of New York Mellon Corp                                              | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    395000 | PA      | $379251.35    | 0.08%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                        | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1574368 | PA      | $1446612.77   | 0.32%             | 2052-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                              | CUSIP: 06738EBA2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1055000 | PA      | $1029996.50   | 0.23%             | N/A             | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                         | KazMunayGas National Co JSC                                               | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $178674.19    | 0.04%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3826574 | PA      | $3683387.75   | 0.82%             | 2052-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3591250 | PA      | $2932281.97   | 0.65%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UNIVAR USA INC                                  | Univar Solutions USA Inc., Term Loan B6                                   | CUSIP: 91335PAJ8<br>LEI: 5493008FTB9VZW6CVA82 | Long             | LON              | CORP              | US        |      1558 | PA      | $1555.09      | 0.00%             | 2028-06-03      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                      | CUSIP: 693475AQ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    448000 | PA      | $387294.32    | 0.09%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2022-DNA4                                   | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $322153.12    | 0.07%             | 2042-05-25      | Variable      | 7.28%                 | Yes           | 2                  | On Loan: No      |
| DAVITA INC                                      | DaVita, Inc. , Term Loan B                                                | CUSIP: 23918VAY0<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |     59692 | PA      | $58289.83     | 0.01%             | 2026-08-12      | Variable      | 6.14%                 | No            | 2                  | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                        | Volcan Cia Minera SAA                                                     | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     95000 | PA      | $81846.86     | 0.02%             | 2026-02-11      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                         | American Electric Power Co Inc                                            | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    310000 | PA      | $241522.92    | 0.05%             | 2062-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| QBE INSURANCE GROUP LTD                         | QBE Insurance Group Ltd                                                   | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    420000 | PA      | $395924.84    | 0.09%             | N/A             | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                        | Asplundh Tree Expert, LLC, Term Loan B                                    | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    307912 | PA      | $307783.18    | 0.07%             | 2027-09-04      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| LS GROUP OPCO ACQUISITIO                        | Les Schwab Tire Centers, Term Loan B                                      | CUSIP: 50220KAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155398 | PA      | $153649.56    | 0.03%             | 2027-11-02      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide | Fraport AG Frankfurt Airport Services Worldwide                           | CUSIP: 710755901<br>LEI: 5299001ERX0K10IZUL40 | Long             | EC               | CORP              | DE        |      4146 | NS      | $167902.81    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AADVANTAGE LOYALTY IP                           | AAdvantage Loyalty IP Ltd., Term Loan                                     | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    162385 | PA      | $161953.58    | 0.04%             | 2028-04-20      | Variable      | 8.99%                 | No            | 2                  | On Loan: No      |
| Southern Co/The                                 | Southern Co/The                                                           | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     13241 | NS      | $945539.81    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                      | US Bancorp                                                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      7183 | NS      | $313250.63    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| SOPHIA LP                                       | Sophia, L.P., Term Loan B                                                 | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    770622 | PA      | $745581.03    | 0.17%             | 2027-10-07      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                          | Athenahealth, Inc., Term Loan                                             | CUSIP: 04686RAC7<br>LEI: 5493004JZ4RQIZBHP241 | Long             | LON              | CORP              | US        |     20629 | PA      | $18676.96     | 0.00%             | 2029-01-27      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SENEGAL                             | Senegal Government International Bond                                     | CUSIP: BP9003099<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    100000 | PA      | $71784.74     | 0.02%             | 2037-06-08      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Quarternorth Energy Holding Inc                 | Quarternorth Energy Holding Inc                                           | CUSIP: N/A<br>LEI: 549300BC3OH5VUTNXB92       | Long             | DE               | CORP              | US        |      3996 | NS      | $544786.67    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                    | Aspen Insurance Holdings Ltd                                              | CUSIP: EP0442657<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     39481 | NS      | $919117.68    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSCANADA TRUST                               | Transcanada Trust                                                         | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8632.20      | 0.00%             | 2079-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                    | ING Groep NV                                                              | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $850939.35    | 0.19%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Merck & Co Inc                                  | Merck & Co Inc                                                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     11461 | NS      | $1271597.95   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Selective Insurance Group Inc                   | Selective Insurance Group Inc                                             | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |      8200 | NS      | $137350.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                   | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $139888.16    | 0.03%             | 2050-01-14      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Siemens AG                                      | Siemens AG                                                                | CUSIP: D69671218<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     12932 | NS      | $1782691.74   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Infrastrutture Wireless Italiane SpA            | Infrastrutture Wireless Italiane SpA                                      | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |     35825 | NS      | $361409.94    | 0.08%             |  |  |  | Yes           | 1                  | On Loan: No      |
| ARCELIK AS                                      | Arcelik AS                                                                | CUSIP: 03938HAA1<br>LEI: 789000748KTQCUMJ0R25 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $199096.00    | 0.04%             | 2023-04-03      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| VISTRA CORP                                     | Vistra Corp                                                               | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    185000 | PA      | $176687.36    | 0.04%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Synovus Financial Corp                          | Synovus Financial Corp                                                    | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |     13700 | NS      | $297975.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF SENEGAL                             | Senegal Government International Bond                                     | CUSIP: AR4939435<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    215000 | PA      | $151394.24    | 0.03%             | 2048-03-13      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd       | Taiwan Semiconductor Manufacturing Co Ltd                                 | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     22015 | NS      | $1639897.35   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                        | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    530045 | PA      | $438967.54    | 0.10%             | 2052-02-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                         | Global Medical Response, Inc., Term Loan                                  | CUSIP: 00169QAD1<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |     98714 | PA      | $70539.37     | 0.02%             | 2025-03-14      | Variable      | 8.63%                 | No            | 2                  | On Loan: No      |
| BANK HAPOALIM                                   | Bank Hapoalim BM                                                          | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $171937.20    | 0.04%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| CIA CERVECERIAS UNIDAS                          | Cia Cervecerias Unidas SA                                                 | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |    175000 | PA      | $147598.50    | 0.03%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| Voya Financial Inc                              | Voya Financial Inc                                                        | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |     23800 | NS      | $518602.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEX TSG INTERMEDIATE CO                        | Onex TSG Intermediate Corp., Term Loan B                                  | CUSIP: 68276QAJ5<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |    156366 | PA      | $140062.19    | 0.03%             | 2028-02-26      | Variable      | 9.16%                 | No            | 2                  | On Loan: No      |
| RACKSPACE TECHNOLOGY                            | Rackspace Technology Global, Inc., Term Loan B                            | CUSIP: 75009XAB6<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |   1036448 | PA      | $653019.15    | 0.15%             | 2028-02-09      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Welltower Inc                                   | Welltower Inc                                                             | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     36500 | NS      | $2392575.00   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Diamondback Energy Inc                          | Diamondback Energy Inc                                                    | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      6260 | NS      | $856242.80    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Linde PLC                                       | Linde PLC                                                                 | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | US        |      2362 | NS      | $770437.16    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| MONGOLIA INTL BOND                              | Mongolia Government International Bond                                    | CUSIP: 60937LAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    300000 | PA      | $256521.81    | 0.06%             | 2026-04-07      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Lowe's Cos Inc                                  | Lowe's Cos Inc                                                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1226 | NS      | $244268.24    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF ANGOLA                              | Angolan Government International Bond                                     | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    270000 | PA      | $213300.00    | 0.05%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| PHOENIX GUARANTOR INC                           | Phoenix Guarantor Inc, Term Loan B3                                       | CUSIP: 71913BAH5<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    120961 | PA      | $114115.26    | 0.03%             | 2026-03-05      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| IRB HOLDING CORP                                | IRB Holding Corp, Term Loan B                                             | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    121260 | PA      | $117864.27    | 0.03%             | 2027-12-15      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Enagas SA                                       | Enagas SA                                                                 | CUSIP: 738307909<br>LEI: 213800OU3FQKGM4M2U23 | Long             | EC               | CORP              | ES        |      3807 | NS      | $63304.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BANGKOK BANK PCL/HK                             | Bangkok Bank PCL/Hong Kong                                                | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $156361.88    | 0.03%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           | 2                  | On Loan: No      |
| Analog Devices Inc                              | Analog Devices Inc                                                        | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2072 | NS      | $339870.16    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                         | KeyCorp                                                                   | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     18425 | NS      | $427091.50    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                           | GFL Environmental Inc                                                     | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $597692.23    | 0.13%             | 2026-12-15      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                             | Malaysia Government Bond                                                  | CUSIP: LW1697165<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    600000 | PA      | $136497.98    | 0.03%             | 2026-11-30      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Novartis AG                                     | Novartis AG                                                               | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     15804 | NS      | $1430221.20   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                        | Team Health Holdings, Inc., Term Loan B                                   | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    211968 | PA      | $160367.93    | 0.04%             | 2027-02-02      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| Bright Bidco BV                                 | Bright Bidco BV                                                           | CUSIP: N/A<br>LEI: 549300IL6Q1JWU688H15       | Long             | EC               | CORP              | US        |      3087 | NS      | $51522.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UKG INC                                         | Ultimate Software Group Inc (The), Term Loan, Second Lien                 | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    301604 | PA      | $278305.29    | 0.06%             | 2027-05-03      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Central Japan Railway Co                        | Central Japan Railway Co                                                  | CUSIP: J05523105<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      2300 | NS      | $282392.96    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| QATAR ENERGY TRADING LLC                        | QatarEnergy Trading LLC                                                   | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    310000 | PA      | $228625.00    | 0.05%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           | 2                  | On Loan: No      |
| Assurant Inc                                    | Assurant Inc                                                              | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |     11000 | NS      | $222090.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Shiseido Co Ltd                                 | Shiseido Co Ltd                                                           | CUSIP: 680526001<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |     13300 | NS      | $651881.99    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| PBF HOLDING CO LLC                              | PBF Holding Co LLC / PBF Finance Corp                                     | CUSIP: 69318FAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $60275.32     | 0.01%             | 2025-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| NEXTDC Ltd                                      | NEXTDC Ltd                                                                | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |     52565 | NS      | $324357.91    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                            | YPF SA                                                                    | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    139000 | PA      | $98470.38     | 0.02%             | 2027-07-21      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| HONDURAS GOVERNMENT                             | Honduras Government International Bond                                    | CUSIP: EJ5916519<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |         7 | PA      | $6.62         | 0.00%             | 2024-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                              | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $134504.45    | 0.03%             | 2051-11-02      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                              | CUSIP: UV4180070<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1365000 | PA      | $1332119.88   | 0.30%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                        | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    773678 | PA      | $766821.97    | 0.17%             | 2052-11-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings, Inc., Term Loan B                         | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1403072 | PA      | $1281179.96   | 0.29%             | 2026-08-21      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| SYCAMORE BUYER LLC                              | Sycamore Buyer LLC, Term Loan B                                           | CUSIP: 87114UAB9<br>LEI: 549300QY6JWOUB8MFP78 | Long             | LON              | CORP              | US        |    364088 | PA      | $356987.79    | 0.08%             | 2029-07-22      | Variable      | 6.69%                 | No            | 2                  | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | McGraw-Hill Education Inc                                                 | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     69000 | PA      | $57985.53     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| MILEAGE PLUS HOLDINGS IN                        | Mileage Plus Holdings LLC, Term Loan B                                    | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    616500 | PA      | $635226.19    | 0.14%             | 2027-06-20      | Variable      | 10.00%                | No            | 2                  | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                        | iHeartCommunications Inc                                                  | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     52044 | PA      | $44259.65     | 0.01%             | 2027-05-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1946072 | PA      | $1899298.58   | 0.42%             | 2037-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp                            | Targa Resources Corp                                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     13337 | NS      | $980269.50    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Packaging Corp of America                       | Packaging Corp of America                                                 | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       922 | NS      | $117933.02    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BANQUE OUEST AFRICAINE D                        | Banque Ouest Africaine de Developpement                                   | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $169920.00    | 0.04%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| REVLON CONSUMER PRODUCTS CO                     | Revlon Consumer Products Corporation, Term Loan B                         | CUSIP: 761520AY1<br>LEI: 2MKZBE7NMX7EJWQLHS95 | Long             | LON              | CORP              | US        |    742310 | PA      | $154957.21    | 0.03%             | 2023-09-07      | Variable      | 8.22%                 | No            | 2                  | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                         | Energean Israel Finance Ltd                                               | CUSIP: BO3321805<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     85000 | PA      | $81812.50     | 0.02%             | 2024-03-30      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| JO-ANN STORES INC                               | Jo-Ann Stores, Inc., Term Loan B1                                         | CUSIP: 47759DAE5<br>LEI: 549300GM65RR2EMGLI48 | Long             | LON              | CORP              | US        |    275239 | PA      | $188768.85    | 0.04%             | 2028-06-30      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2022-R07                              | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $209930.36    | 0.05%             | 2042-06-25      | Variable      | 8.59%                 | Yes           | 2                  | On Loan: No      |
| SBI Holdings Inc                                | SBI Holdings Inc                                                          | CUSIP: 630946903<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |     24700 | NS      | $470603.03    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                        | Brazil Notas do Tesouro Nacional Serie F                                  | CUSIP: EK0169285<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    825000 | PA      | $149489.67    | 0.03%             | 2025-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                        | iHeartCommunications Inc                                                  | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    625000 | PA      | $529427.08    | 0.12%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                     | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    600000 | PA      | $555000.00    | 0.12%             | N/A             | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Ashtead Group PLC                               | Ashtead Group PLC                                                         | CUSIP: 005367008<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |     15091 | NS      | $857240.47    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| PROVIDENT FINANCING TR I                        | Provident Financing Trust I                                               | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $686400.00    | 0.15%             | 2038-03-15      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| EG AMERICA LLC                                  | EG America LLC, Term Loan                                                 | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |    140604 | PA      | $133135.04    | 0.03%             | 2025-02-05      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| KALLPA GENERACION SA                            | Kallpa Generacion SA                                                      | CUSIP: LW1794947<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $192034.51    | 0.04%             | 2026-05-24      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ENTEL CHILE SA                                  | Empresa Nacional de Telecomunicaciones SA                                 | CUSIP: 29245VAE5<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |    150000 | PA      | $119250.00    | 0.03%             | 2032-09-14      | Fixed         | 3.05%                 | Yes           | 2                  | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                         | Pakistan Government International Bond                                    | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $79000.00     | 0.02%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| BELK INC                                        | Belk, Inc., Term Loan                                                     | CUSIP: 07783AAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8049 | PA      | $998.07       | 0.00%             | 2025-07-31      | Fixed         | 17.44%                | No            | 2                  | On Loan: No      |
| INGRAM MICRO INC                                | Ingram Micro Inc., Term Loan B                                            | CUSIP: 45258FAB6<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |    309843 | PA      | $305970.28    | 0.07%             | 2028-07-02      | Variable      | 8.22%                 | No            | 2                  | On Loan: No      |
| REGIONS FINANCIAL CORP                          | Regions Financial Corp                                                    | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    625000 | PA      | $609206.25    | 0.14%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN INTL GROUP                             | American International Group Inc                                          | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    233000 | PA      | $222556.10    | 0.05%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                            | M&T Bank Corp                                                             | CUSIP: 55261FAG9<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    765000 | PA      | $746790.74    | 0.17%             | N/A             | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                     | CUSIP: 90372UAR5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    425000 | PA      | $77576.78     | 0.02%             | 2031-05-21      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                     | Goldman Sachs Group Inc/The                                               | CUSIP: 38145G308<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |      5100 | NS      | $125715.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman                                 | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $183070.27    | 0.04%             | N/A             | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                         | Romanian Government International Bond                                    | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    140000 | PA      | $123862.20    | 0.03%             | 2027-02-27      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| SVB FINANCIAL GROUP                             | SVB Financial Group                                                       | CUSIP: 78486QAG6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    200000 | PA      | $114464.26    | 0.03%             | N/A             | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5222113 | PA      | $5027250.32   | 1.12%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                     | Ivory Coast Government International Bond                                 | CUSIP: AN4195839<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    395000 | PA      | $351037.37    | 0.08%             | 2033-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                        | Tengizchevroil Finance Co International Ltd                               | CUSIP: 88034QAA5<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $170760.00    | 0.04%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| AbbVie Inc                                      | AbbVie Inc                                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     11524 | NS      | $1862393.64   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Enel SpA                                        | Enel SpA                                                                  | CUSIP: 714456902<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    217256 | NS      | $1168433.54   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/S                                | Novo Nordisk A/S                                                          | CUSIP: K72807132<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     20016 | NS      | $2718484.29   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryman Hospitality Properties Inc                | Ryman Hospitality Properties Inc                                          | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      7800 | NS      | $637884.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Severn Trent PLC                                | Severn Trent PLC                                                          | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |     25269 | NS      | $807297.02    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| CAMELOT FINANCE SA                              | Camelot U.S. Acquisition LLC, Term Loan B                                 | CUSIP: L2000AAC4<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | LU        |    354150 | PA      | $349058.68    | 0.08%             | 2026-10-31      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                                     | Asurion LLC, Term Loan B9                                                 | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    340038 | PA      | $298597.38    | 0.07%             | 2027-07-31      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| VEON HOLDINGS BV                                | VEON Holdings BV                                                          | CUSIP: ZR9241608<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $155000.00    | 0.03%             | 2025-04-09      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SAKA ENERGI INDONESIA PT                        | Saka Energi Indonesia PT                                                  | CUSIP: 69371EAA3<br>LEI: 25490049636XFM5KBR83 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $190846.59    | 0.04%             | 2024-05-05      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| EMBRAER NETHERLANDS FINA                        | Embraer Netherlands Finance BV                                            | CUSIP: 29082HAC6<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200000.00    | 0.04%             | 2028-01-17      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| INDUSTRIAL DPR FUNDING LTD.                     | Industrial DPR Funding Ltd                                                | CUSIP: 45605PAZ1<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $211187.50    | 0.05%             | 2034-04-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Corteva Inc                                     | Corteva Inc                                                               | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     17735 | NS      | $1042463.30   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| CHARIOT BUYER LLC                               | Chamberlain Group Inc, Term Loan B                                        | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    150330 | PA      | $142061.58    | 0.03%             | 2028-10-22      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| CYXTERA DC HOLDINGS INC                         | Cyxtera DC Holdings, Inc., Term Loan B                                    | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    958461 | PA      | $821582.77    | 0.18%             | 2024-05-01      | Variable      | 7.36%                 | No            | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                            | RegionalCare Hospital Partners Holdings, Inc., Term Loan B                | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    533512 | PA      | $504236.00    | 0.11%             | 2025-11-16      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ANGOLA                              | Angolan Government International Bond                                     | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $172860.00    | 0.04%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CLP Holdings Ltd                                | CLP Holdings Ltd                                                          | CUSIP: Y1660Q104<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |      7500 | NS      | $54641.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NAKED JUICE LLC                                 | Naked Juice LLC, Term Loan                                                | CUSIP: 62984CAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    347938 | PA      | $312902.63    | 0.07%             | 2029-01-20      | Variable      | 7.93%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 3140XFTE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867779 | PA      | $738879.91    | 0.16%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ALGONQUIN PWR & UTILITY                         | Algonquin Power & Utilities Corp                                          | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $255150.00    | 0.06%             | 2082-01-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 3140QNSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3591566 | PA      | $3166539.72   | 0.71%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Universal Music Group BV                        | Universal Music Group BV                                                  | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |     44855 | NS      | $1084713.19   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| DIRECTV FINANCING LLC                           | DirecTV Financing, LLC, Term Loan                                         | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    465733 | PA      | $454429.46    | 0.10%             | 2027-08-02      | Variable      | 9.38%                 | No            | 2                  | On Loan: No      |
| DT Midstream Inc                                | DT Midstream Inc                                                          | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10117 | NS      | $559065.42    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| FREEPORT INDONESIA PT                           | Freeport Indonesia PT                                                     | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $174602.47    | 0.04%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| Itau Unibanco Holding SA                        | Itau Unibanco Holding SA                                                  | CUSIP: B037HR904<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |    174400 | NS      | $825984.96    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| FINASTRA USA INC                                | Finastra USA, Inc., Term Loan, First Lien                                 | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   1052025 | PA      | $933230.13    | 0.21%             | 2024-06-13      | Variable      | 6.87%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings, LLC, Term Loan                                              | CUSIP: 64072UAH5<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    254577 | PA      | $238467.09    | 0.05%             | 2026-01-15      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                          | General Motors Financial Co Inc                                           | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    527000 | PA      | $446039.61    | 0.10%             | N/A             | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Ferrovial SA                                    | Ferrovial SA                                                              | CUSIP: 7C2D12119<br>LEI: 95980020140005757903 | Long             | EC               | CORP              | ES        |     48596 | NS      | $1272375.17   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| TotalEnergies SE                                | TotalEnergies SE                                                          | CUSIP: F92124100<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     19756 | NS      | $1240146.06   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                        | J.P. Morgan Mortgage Trust 2022-INV3                                      | CUSIP: 46593FAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    592152 | PA      | $491906.58    | 0.11%             | 2052-09-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ING GROEP NV                                    | ING Groep NV                                                              | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    845000 | PA      | $749840.31    | 0.17%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                     | Oracle Corp                                                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4878 | NS      | $398727.72    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ING GROEP NV                                    | ING Groep NV                                                              | CUSIP: AX2850722<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    530000 | PA      | $509356.50    | 0.11%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC                                    | Acrisure, LLC, Term Loan B                                                | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    362207 | PA      | $340765.82    | 0.08%             | 2027-02-15      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Recruit Holdings Co Ltd                         | Recruit Holdings Co Ltd                                                   | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     40000 | NS      | $1252078.98   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman                                 | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $467351.26    | 0.10%             | N/A             | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| Independence Realty Trust Inc                   | Independence Realty Trust Inc                                             | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     45000 | NS      | $758700.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANS UNION LLC                                 | Trans Union, LLC, Term Loan B6                                            | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    298669 | PA      | $296242.66    | 0.07%             | 2028-12-01      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| BANCO DE CREDITO DEL PER                        | Banco de Credito del Peru S.A                                             | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    120000 | PA      | $108736.18    | 0.02%             | 2030-07-01      | Fixed         | 3.12%                 | Yes           | 2                  | On Loan: No      |
| Elevance Health Inc                             | Elevance Health Inc                                                       | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1590 | NS      | $815622.30    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Aeroportuario del Pacifico SAB de CV      | Grupo Aeroportuario del Pacifico SAB de CV                                | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |      5578 | NS      | $802172.18    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| SHINHAN BANK                                    | Shinhan Bank Co Ltd                                                       | CUSIP: 82460CAR5<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $177172.83    | 0.04%             | 2032-04-13      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Millennium Health LLC                           | Millennium Health LLC                                                     | CUSIP: 933UAY902<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11534 | NS      | $553.63       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2021-PJ10                             | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    322249 | PA      | $247783.07    | 0.06%             | 2052-03-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Pfizer Inc                                      | Pfizer Inc                                                                | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      5733 | NS      | $293758.92    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                    | Chevron Corp                                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7586 | NS      | $1361611.14   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| DTE Energy Co                                   | DTE Energy Co                                                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     11073 | NS      | $1301409.69   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Connections Inc                           | Waste Connections Inc                                                     | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |      8473 | NS      | $1123180.88   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| AHP HEALTH PARTNERS                             | AHP Health Partners, Inc., Term Loan B                                    | CUSIP: 00130MAJ3<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |    369692 | PA      | $364032.22    | 0.08%             | 2028-08-23      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| BARBADOS GOVT OF                                | Barbados Government International Bond                                    | CUSIP: 067070AH5<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |    200000 | PA      | $185400.12    | 0.04%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GHANA                               | Ghana Government International Bond                                       | CUSIP: AS6138877<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    355000 | PA      | $130004.55    | 0.03%             | 2029-05-16      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| NATURA &CO LUX HLD SARL                         | Natura &Co Luxembourg Holdings Sarl                                       | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $175038.68    | 0.04%             | 2029-04-19      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                          | Kazakhstan Government International Bond                                  | CUSIP: 486661AH4<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $207312.00    | 0.05%             | 2045-07-21      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Marsh & McLennan Cos Inc                        | Marsh & McLennan Cos Inc                                                  | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3578 | NS      | $592087.44    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Linde PLC                                       | Linde PLC                                                                 | CUSIP: ACI0YTV75<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |      8246 | NS      | $2687875.06   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Phillips 66                                     | Phillips 66                                                               | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1744 | NS      | $181515.52    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                           | GFL Environmental Inc., Term Loan                                         | CUSIP: C7052BAH7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |    693110 | PA      | $694215.99    | 0.15%             | 2025-05-30      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Ameren Corp                                     | Ameren Corp                                                               | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      3078 | NS      | $273695.76    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PRIME SECURITY SERVICES BOR                     | Prime Security Services Borrower, LLC, Term Loan                          | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    368658 | PA      | $365892.81    | 0.08%             | 2026-09-23      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| TE Connectivity Ltd                             | TE Connectivity Ltd                                                       | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |      3667 | NS      | $420971.60    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| COBANK ACB                                      | CoBank ACB                                                                | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314925.00    | 0.07%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| NASCAR HOLDINGS LLC                             | NASCAR Holdings, Inc, Term Loan B                                         | CUSIP: 63108EAB4<br>LEI: 254900HRWKQR5V0WN013 | Long             | LON              | CORP              | US        |    673152 | PA      | $672468.27    | 0.15%             | 2026-10-18      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | Credit Suisse Group AG                                                    | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1250000 | PA      | $998899.60    | 0.22%             | N/A             | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Charles Schwab Corp/The                         | Charles Schwab Corp/The                                                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      6395 | NS      | $532447.70    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CREDIT AGRICOLE SA                              | Credit Agricole SA                                                        | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    755000 | PA      | $764362.00    | 0.17%             | N/A             | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| Farm Credit Bank of Texas                       | Farm Credit Bank of Texas                                                 | CUSIP: 30767E406<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |      4750 | NS      | $470862.75    | 0.11%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Apple Inc                                       | Apple Inc                                                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     24027 | NS      | $3121828.11   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Regions Financial Corp                          | Regions Financial Corp                                                    | CUSIP: 7591EP506<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     12231 | NS      | $293421.69    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International Inc                 | Philip Morris International Inc                                           | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1940 | NS      | $196347.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                         | Aeropuerto Internacional de Tocumen SA                                    | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $163331.38    | 0.04%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| GOVERNMENT OF JAMAICA                           | Jamaica Government International Bond                                     | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    215000 | PA      | $241648.16    | 0.05%             | 2045-07-28      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                              | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $574875.00    | 0.13%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| ABU DHABI GOVT INT'L                            | Abu Dhabi Government International Bond                                   | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $147546.00    | 0.03%             | 2049-09-30      | Fixed         | 3.12%                 | Yes           | 2                  | On Loan: No      |
| FLUTTER FINANCING BV                            | Stars Group Holdings B.V. (The), Term Loan B                              | CUSIP: N8233BAE2<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    249375 | PA      | $248648.07    | 0.06%             | 2028-07-04      | Variable      | 8.09%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                     | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    625000 | PA      | $607035.68    | 0.14%             | 2024-09-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| BP PLC                                          | BP PLC                                                                    | CUSIP: 079805909<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     80530 | NS      | $464653.39    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Gaming and Leisure Properties Inc               | Gaming and Leisure Properties Inc                                         | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     13000 | NS      | $677170.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| BROADSTREET PARTNERS INC                        | Broadstreet Partners, Inc., Term Loan B                                   | CUSIP: 11132VAP4<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    390000 | PA      | $378951.30    | 0.08%             | 2027-01-27      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                            | Royal Bank of Canada                                                      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Short            | RA               | CORP              | CA        | -15765000 | PA      | $-15765000.00 | -3.52%            |  |  |  | No            | N/A                | On Loan: No      |
| VODAFONE GROUP PLC                              | Vodafone Group PLC                                                        | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $502715.00    | 0.11%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                              | Koninklijke KPN NV                                                        | CUSIP: N4297B146<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    212430 | NS      | $657524.80    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                          | CUSIP: 3132D6C32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    964097 | PA      | $957751.84    | 0.21%             | 2037-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                                       | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    205000 | PA      | $138219.61    | 0.03%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| CREDICORP LTD                                   | Credicorp Ltd                                                             | CUSIP: 22530EAA0<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $186812.00    | 0.04%             | 2025-06-17      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Kering SA                                       | Kering SA                                                                 | CUSIP: F5433L103<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      2994 | NS      | $1523728.86   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| PETRONAS CAPITAL LTD                            | Petronas Capital Ltd                                                      | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    205000 | PA      | $141088.87    | 0.03%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                  | Wells Fargo Mortgage Backed Securities 2022-2 Trust                       | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    192503 | PA      | $148018.86    | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| TURK SISE VE CAM FABRIKA                        | Turkiye Sise ve Cam Fabrikalari AS                                        | CUSIP: 90016AAB6<br>LEI: 789000KWOK751Q6R8875 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $194719.60    | 0.04%             | 2026-03-14      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                                       | CUSIP: 03846JAD2<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $164894.00    | 0.04%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| Honeywell International Inc                     | Honeywell International Inc                                               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      7162 | NS      | $1534816.60   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| INTELSAT JACKSON HLDG                           | Intelsat Jackson Holdings S.A., Term Loan B5                              | CUSIP: L5137LAH8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |       660 | PA      | $639.01       | 0.00%             | 2024-01-02      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Texas Instruments Inc                           | Texas Instruments Inc                                                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1503 | NS      | $248325.66    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                        | Israel Electric Corp Ltd                                                  | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $188750.00    | 0.04%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                           | Hub International Limited, Term Loan B                                    | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    869652 | PA      | $863029.72    | 0.19%             | 2025-04-25      | Variable      | 7.53%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                | Wells Fargo & Co                                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     49056 | NS      | $2025522.24   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                    | Alphabet Inc                                                              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     12460 | NS      | $1099345.80   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                        | Diamond Sports Group, LLC, Term Loan, Second Lien                         | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |    351094 | PA      | $45057.61     | 0.01%             | 2026-08-24      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                     | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    360000 | PA      | $64794.96     | 0.01%             | 2035-03-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| FLY FUNDING II SARL                             | Fly Funding II S.a.r.l., Term Loan B                                      | CUSIP: N/A<br>LEI: 54930033GL3A930IIN33       | Long             | LON              | CORP              | LU        |    379828 | PA      | $310826.42    | 0.07%             | 2025-08-09      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                             | Medline Borrower, LP, Term Loan B                                         | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1562679 | PA      | $1487834.28   | 0.33%             | 2028-10-21      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| SERTA SIMMONS BEDDING LL                        | Serta Simmons Bedding, LLC, Term Loan                                     | CUSIP: 81753HAF8<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |     17091 | PA      | $16905.34     | 0.00%             | 2023-08-10      | Variable      | 12.27%                | No            | 2                  | On Loan: No      |
| AltaGas Ltd                                     | AltaGas Ltd                                                               | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Long             | EC               | CORP              | CA        |      2026 | NS      | $34983.66     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Caterpillar Inc                                 | Caterpillar Inc                                                           | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      4608 | NS      | $1103892.48   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government International Bond                    | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $150009.60    | 0.03%             | 2044-07-24      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                        | Visa Inc                                                                  | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4756 | NS      | $988106.56    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                     | CUSIP: EK2424217<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    425000 | PA      | $395656.54    | 0.09%             | 2044-04-30      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                     | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223830.00    | 0.05%             | 2028-10-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2022-R05                              | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60000 | PA      | $58185.78     | 0.01%             | 2042-04-25      | Variable      | 6.93%                 | Yes           | 2                  | On Loan: No      |
| EQUINOX HOLDINGS INC                            | Equinox Holdings, Inc., Term Loan, First Lien                             | CUSIP: 29446CAP9<br>LEI: 549300W05QKLNGQIIA73 | Long             | LON              | CORP              | US        |    370446 | PA      | $280927.82    | 0.06%             | 2024-03-08      | Variable      | 7.73%                 | No            | 2                  | On Loan: No      |
| Nintendo Co Ltd                                 | Nintendo Co Ltd                                                           | CUSIP: 663955003<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     39910 | NS      | $1678078.69   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| CHARLES SCHWAB CORP                             | Charles Schwab Corp                                                       | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978000.00    | 0.22%             | N/A             | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                                       | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    225000 | PA      | $149552.10    | 0.03%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Gibson Energy Inc                               | Gibson Energy Inc                                                         | CUSIP: 374825206<br>LEI: 549300WYW5D9I3FR0643 | Long             | EC               | CORP              | CA        |      4455 | NS      | $77781.54     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                  | Wells Fargo Mortgage Backed Securities 2022-INV1 Trust                    | CUSIP: 95003NAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    143193 | PA      | $114494.56    | 0.03%             | 2052-03-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| COMMSCOPE INC                                   | CommScope, Inc., Term Loan B                                              | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    233623 | PA      | $220831.76    | 0.05%             | 2026-04-04      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| CSX Corp                                        | CSX Corp                                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     13249 | NS      | $410454.02    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| WEBER-STEPHEN PRODUCTS L                        | Weber-Stephen Products LLC, Term Loan B                                   | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    454841 | PA      | $386362.74    | 0.09%             | 2027-10-30      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| NIKE Inc                                        | NIKE Inc                                                                  | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      8644 | NS      | $1011434.44   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                         | Talen Energy Supply, LLC, Term Loan                                       | CUSIP: N/A<br>LEI: K5K33XN0PQAU1XF7NN66       | Long             | LON              | CORP              | US        |    284000 | PA      | $286841.42    | 0.06%             | 2023-11-11      | Variable      | 9.06%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp                                 | CMS Energy Corp                                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      9500 | NS      | $601635.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | Credit Suisse Group AG                                                    | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    305000 | PA      | $265675.55    | 0.06%             | N/A             | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| SBA Communications Corp                         | SBA Communications Corp                                                   | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      9154 | NS      | $2565957.74   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                           | Sri Lanka Government International Bond                                   | CUSIP: QJ4365756<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    415000 | PA      | $130763.49    | 0.03%             | 2025-11-03      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                          | Clydesdale Acquisition Holdings Inc, Term Loan B                          | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    144275 | PA      | $137764.59    | 0.03%             | 2029-03-30      | Variable      | 8.60%                 | No            | 2                  | On Loan: No      |
| Eaton Corp PLC                                  | Eaton Corp PLC                                                            | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |      3723 | NS      | $584324.85    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Eiffage SA                                      | Eiffage SA                                                                | CUSIP: F2924U106<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      5204 | NS      | $511886.43    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSMONTAIGNE OPERATING CO                     | TransMontaigne Operating Company L.P., Term Loan B                        | CUSIP: 89376WAH1<br>LEI: 549300V4T155OZCUJ734 | Long             | LON              | CORP              | US        |    233238 | PA      | $229229.31    | 0.05%             | 2028-11-05      | Variable      | 7.87%                 | No            | 2                  | On Loan: No      |
| CUMULUS MEDIA NEW HLDGS                         | Cumulus Media New Holdings Inc., Term Loan B                              | CUSIP: 23108LAB2<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | LON              | CORP              | US        |     49400 | PA      | $46460.60     | 0.01%             | 2026-03-31      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| LIFE TIME INC                                   | Life Time Inc                                                             | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232625.00    | 0.05%             | 2026-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| DOTDASH MEREDITH INC                            | Dotdash Meredith Inc, Term Loan B                                         | CUSIP: N/A<br>LEI: 549300R2AA7U9CJUQO13       | Long             | LON              | CORP              | US        |    370628 | PA      | $320593.34    | 0.07%             | 2028-12-01      | Variable      | 8.22%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                    | Enbridge Inc                                                              | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $497319.83    | 0.11%             | 2080-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GOVT OF BERMUDA                                 | Bermuda Government International Bond                                     | CUSIP: 085209AF1<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $199085.89    | 0.04%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KENYA                               | Republic of Kenya Government International Bond                           | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $153600.00    | 0.03%             | 2034-01-23      | Fixed         | 6.30%                 | Yes           | 2                  | On Loan: No      |
| PG&E Corp                                       | PG&E Corp                                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     15746 | NS      | $256029.96    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AUST & NZ BANKING GRP/UK                        | Australia & New Zealand Banking Group Ltd/United Kingdom                  | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $239137.90    | 0.05%             | N/A             | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| MCAFEE CORP                                     | McAfee, LLC, Term Loan B                                                  | CUSIP: 57906HAD9<br>LEI: 254900SAGUYT3MBUU161 | Long             | LON              | CORP              | US        |    360202 | PA      | $336273.34    | 0.08%             | 2029-02-03      | Variable      | 7.97%                 | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                  | Commonwealth Bank of Australia                                            | CUSIP: Q26915100<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |     15355 | NS      | $1066478.66   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| TRAVELPORT FINANCE LUXEM                        | Travelport Finance (Luxembourg) S.a.r.l., Term Loan                       | CUSIP: L9308UAU4<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |    267117 | PA      | $268058.35    | 0.06%             | 2025-02-28      | Variable      | 6.23%                 | No            | 2                  | On Loan: No      |
| VICI Properties Inc                             | VICI Properties Inc                                                       | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     57000 | NS      | $1846800.00   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Getlink SE                                      | Getlink SE                                                                | CUSIP: B292JQ905<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |     67535 | NS      | $1081448.04   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF EL SALVADOR                         | El Salvador Government International Bond                                 | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    190000 | PA      | $73318.33     | 0.02%             | 2050-01-20      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Bayer AG                                        | Bayer AG                                                                  | CUSIP: 506921907<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     41275 | NS      | $2124426.24   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| SBL HOLDINGS INC                                | SBL Holdings Inc                                                          | CUSIP: 78397DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1218750.00   | 0.27%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| AI AQUA MERGER SUB INC                          | AI Aqua Merger Sub Inc, Term Loan B                                       | CUSIP: 00132UAL8<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    106481 | PA      | $100536.09    | 0.02%             | 2028-07-30      | Variable      | 7.84%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities Inc             | Alexandria Real Estate Equities Inc                                       | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     16200 | NS      | $2359854.00   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Eversource Energy                               | Eversource Energy                                                         | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     12531 | NS      | $1050599.04   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                         | Pakistan Government International Bond                                    | CUSIP: AQ2330779<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    515000 | PA      | $198275.00    | 0.04%             | 2027-12-05      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                    | US Foods, Inc.,                                                           | CUSIP: 90351HAD0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |     59889 | PA      | $59413.67     | 0.01%             | 2026-09-13      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Hitachi Ltd                                     | Hitachi Ltd                                                               | CUSIP: 642910004<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     49500 | NS      | $2490655.82   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| PANAMA NOTAS DEL TESORO                         | Panama Notas del Tesoro                                                   | CUSIP: ZS1514182<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    155000 | PA      | $145779.05    | 0.03%             | 2026-04-17      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                           | Hub International Limited, Term Loan B                                    | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    247409 | PA      | $245103.48    | 0.05%             | 2025-04-25      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                          | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2426669 | PA      | $2068852.73   | 0.46%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WEC Energy Group Inc                            | WEC Energy Group Inc                                                      | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     10992 | NS      | $1030609.92   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| JSM GLOBAL SARL                                 | JSM Global Sarl                                                           | CUSIP: 46592BAA0<br>LEI: 222100JFIJNVE1XMFY68 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $133250.00    | 0.03%             | 2030-10-20      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government International Bond                    | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    225000 | PA      | $202500.00    | 0.05%             | 2032-04-20      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| American International Group Inc                | American International Group Inc                                          | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      8128 | NS      | $514014.72    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                  | Wells Fargo Mortgage Backed Securities 2021-2 Trust                       | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    123925 | PA      | $95288.40     | 0.02%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA              | Banco Bilbao Vizcaya Argentaria SA                                        | CUSIP: E11805103<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    219615 | NS      | $1322799.38   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Booking Holdings Inc                            | Booking Holdings Inc                                                      | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       100 | NS      | $201528.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| PHYSICIAN PARTNERS LLC                          | Physician Partners LLC, Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     93265 | PA      | $89114.78     | 0.02%             | 2029-02-01      | Variable      | 8.42%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                            | Edison International                                                      | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    570000 | PA      | $476491.27    | 0.11%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions Inc                          | Motorola Solutions Inc                                                    | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1213 | NS      | $312602.23    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| GSK PLC                                         | GSK PLC                                                                   | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     31854 | NS      | $550540.13    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                         | KeyCorp                                                                   | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     49625 | NS      | $1217301.25   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| EssilorLuxottica SA                             | EssilorLuxottica SA                                                       | CUSIP: F31668100<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      6012 | NS      | $1087768.94   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Orsted AS                                       | Orsted AS                                                                 | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |      3194 | NS      | $288755.60    | 0.06%             |  |  |  | Yes           | 1                  | On Loan: No      |
| SEMPRA ENERGY                                   | Sempra Energy                                                             | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    900000 | PA      | $832212.00    | 0.19%             | N/A             | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US Inc                                                      | CUSIP: 22834KAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    424624 | PA      | $418167.31    | 0.09%             | 2023-09-09      | Variable      | 14.42%                | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                        | OCP SA                                                                    | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $167200.00    | 0.04%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| MILLICOM INTL CELLULAR                          | Millicom International Cellular SA                                        | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $172083.93    | 0.04%             | 2029-03-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Synchrony Financial                             | Synchrony Financial                                                       | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |     27448 | NS      | $470733.20    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| DAWN ACQUISITIONS LLC                           | Dawn Acquisition LLC, Term Loan                                           | CUSIP: 23923HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    387062 | PA      | $255875.20    | 0.06%             | 2025-12-31      | Variable      | 8.47%                 | No            | 2                  | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                        | Amentum Government Services Holdings LLC, Term Loan                       | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    309225 | PA      | $302074.17    | 0.07%             | 2029-02-07      | Variable      | 8.64%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1015811 | PA      | $953292.88    | 0.21%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PEGASUS BIDCO BV                                | Sunshine Investments B.V., Term Loan                                      | CUSIP: BL3903723<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |    375000 | PA      | $363750.00    | 0.08%             | 2029-05-05      | Variable      | 8.52%                 | No            | 2                  | On Loan: No      |
| Cineworld Warrant                               | Cineworld Warrant                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     34453 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                        | J.P. Morgan Mortgage Trust 2022-LTV2                                      | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    144492 | PA      | $126822.24    | 0.03%             | 2052-09-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Danaher Corp                                    | Danaher Corp                                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       477 | NS      | $126605.34    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| RWE AG                                          | RWE AG                                                                    | CUSIP: 476896907<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     55916 | NS      | $2471916.99   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Keyera Corp                                     | Keyera Corp                                                               | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1370 | NS      | $29939.66     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 3140XFSL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2251463 | PA      | $1919479.42   | 0.43%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                     | Walmart Inc                                                               | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     10783 | NS      | $1528921.57   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF SENEGAL                             | Senegal Government International Bond                                     | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $140565.60    | 0.03%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                     | BNP Paribas SA                                                            | CUSIP: 05565AHN6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    740000 | PA      | $714829.50    | 0.16%             | N/A             | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| GAINWELL ACQUISITION COR                        | Gainwell Acquisition Corp., Term Loan B                                   | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    697391 | PA      | $656418.82    | 0.15%             | 2027-10-01      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| RADIATE HOLDCO LLC                              | Radiate Holdco, LLC, Term Loan B                                          | CUSIP: BL3754662<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    500000 | PA      | $408465.00    | 0.09%             | 2026-09-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| UGANDA GOVERNMENT BOND                          | Republic of Uganda Government Bonds                                       | CUSIP: EK4656584<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        | 669000000 | PA      | $167302.28    | 0.04%             | 2029-08-23      | Fixed         | 14.25%                | No            | 2                  | On Loan: No      |
| Auckland International Airport Ltd              | Auckland International Airport Ltd                                        | CUSIP: Q06213146<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |    289157 | NS      | $1434100.31   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                        | Provincia de Buenos Aires/Government Bonds                                | CUSIP: BR3458824<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    475000 | PA      | $163875.00    | 0.04%             | 2037-09-01      | Fixed         | 3.90%                 | Yes           | 2                  | On Loan: No      |
| EPICOR SOFTWARE CORP                            | Epicor Software Corporation, Term Loan                                    | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    921177 | PA      | $886577.29    | 0.20%             | 2027-07-31      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2022-2                                           | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1318830 | PA      | $1054511.28   | 0.24%             | 2052-08-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Walt Disney Co                                  | Walt Disney Co                                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     10829 | NS      | $940823.52    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| SPIN HOLDCO INC                                 | Spin Holdco Inc., Term Loan                                               | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    244391 | PA      | $207365.51    | 0.05%             | 2028-03-04      | Variable      | 7.14%                 | No            | 2                  | On Loan: No      |
| DRIVEN HOLDINGS LLC                             | Driven Holdings, LLC, Term Loan B                                         | CUSIP: N/A<br>LEI: 2549009H8IC4YXR5FV18       | Long             | LON              | CORP              | US        |    372188 | PA      | $354508.59    | 0.08%             | 2028-12-17      | Variable      | 7.74%                 | No            | 2                  | On Loan: No      |
| Mondelez International Inc                      | Mondelez International Inc                                                | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      7521 | NS      | $501274.65    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| COBANK ACB                                      | CoBank ACB                                                                | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |    765000 | PA      | $751612.50    | 0.17%             | N/A             | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                          | Standard Chartered PLC                                                    | CUSIP: 853254BH2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $417539.97    | 0.09%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2022-R03                              | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    560000 | PA      | $567779.97    | 0.13%             | 2042-03-25      | Variable      | 7.43%                 | Yes           | 2                  | On Loan: No      |
| NVR Inc                                         | NVR Inc                                                                   | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        63 | NS      | $290592.54    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway Inc                          | Berkshire Hathaway Inc                                                    | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1858 | NS      | $573936.20    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| EQUITABLE HOLDINGS INC                          | Equitable Holdings Inc                                                    | CUSIP: 29452EAA9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    390000 | PA      | $367653.00    | 0.08%             | N/A             | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                            | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     10100 | NS      | $255025.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Seagen Inc                                      | Seagen Inc                                                                | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6463 | NS      | $830560.13    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| PCI GAMING AUTHORITY                            | PCI Gaming Authority, Term Loan                                           | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |     57000 | PA      | $56762.60     | 0.01%             | 2026-05-31      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                              | Voya Financial Inc                                                        | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    420000 | PA      | $408986.12    | 0.09%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CUSHMAN & WAKEFIELD US                          | Cushman & Wakefield U.S. Borrower, LLC, Term Loan B                       | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    244742 | PA      | $239584.97    | 0.05%             | 2025-08-21      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Equity Residential                              | Equity Residential                                                        | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     44000 | NS      | $2596000.00   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Brixmor Property Group Inc                      | Brixmor Property Group Inc                                                | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     69000 | NS      | $1564230.00   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF EL SALVADOR                         | El Salvador Government International Bond                                 | CUSIP: EJ4635615<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     40000 | PA      | $25833.11     | 0.01%             | 2025-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy Inc                          | CenterPoint Energy Inc                                                    | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     27211 | NS      | $816057.89    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| WEST CORP                                       | West Corporation, Term Loan B1                                            | CUSIP: 68162RAD3<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |    284848 | PA      | $263040.38    | 0.06%             | 2024-10-10      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| VERTIV GROUP CORP                               | Vertiv Group Corporation, Term Loan B                                     | CUSIP: 92537EAC2<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    194265 | PA      | $187992.49    | 0.04%             | 2027-03-02      | Variable      | 6.89%                 | No            | 2                  | On Loan: No      |
| CMS ENERGY CORP                                 | CMS Energy Corp                                                           | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    360000 | PA      | $311385.34    | 0.07%             | 2050-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                        | Banco BTG Pactual SA/Cayman Islands                                       | CUSIP: 05971AAG6<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $181750.00    | 0.04%             | 2026-01-11      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                              | Enstar Finance LLC                                                        | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $187833.15    | 0.04%             | 2042-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                      | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72375.00     | 0.02%             | N/A             | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Metro-Goldwyn-Mayer Inc                         | Metro-Goldwyn-Mayer Inc                                                   | CUSIP: 591610100<br>LEI: 8JA4NT75BITP5LG6P072 | Long             | EC               | CORP              | US        |      4198 | NS      | $18576.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ONEOK Inc                                       | ONEOK Inc                                                                 | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      5873 | NS      | $385856.10    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| INVEST ENERGY RES LTD                           | Investment Energy Resources Ltd                                           | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $191100.00    | 0.04%             | 2029-04-26      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Vivendi SE                                      | Vivendi SE                                                                | CUSIP: F97982106<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |     61426 | NS      | $586798.34    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                               | CUSIP: 38148BAC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    650000 | PA      | $616842.28    | 0.14%             | N/A             | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                               | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    955000 | PA      | $925847.99    | 0.21%             | N/A             | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Co                    | Canadian National Railway Co                                              | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | US        |      3994 | NS      | $474806.72    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| AMER AGCREDIT ACA                               | American AgCredit Corp                                                    | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $482850.01    | 0.11%             | N/A             | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT L                        | Fertitta Entertainment, LLC, Term Loan B                                  | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   1230095 | PA      | $1171978.74   | 0.26%             | 2029-01-27      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                        | Banco do Brasil SA/Cayman                                                 | CUSIP: 05959LAH6<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $186465.54    | 0.04%             | 2029-01-11      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Contact Energy Ltd                              | Contact Energy Ltd                                                        | CUSIP: 615252905<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |       512 | NS      | $2505.57      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Roche Holding AG                                | Roche Holding AG                                                          | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      5914 | NS      | $1858399.60   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Onslow Bay Financial LLC                        | OBX 2022-INV5 Trust                                                       | CUSIP: 67448JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    318739 | PA      | $274056.05    | 0.06%             | 2052-10-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| GRIFOLS WORLDWIDE OPERAT                        | Grifols Worldwide Operations USA, Inc., Term Loan B                       | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72000 | PA      | $69780.24     | 0.02%             | 2027-11-15      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| ASSURANT INC                                    | Assurant Inc                                                              | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1314299.84   | 0.29%             | 2048-03-27      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| POWER FINANCE CORP LTD                          | Power Finance Corp Ltd                                                    | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $175123.19    | 0.04%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                            | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     39606 | NS      | $996090.90    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Iberdrola SA                                    | Iberdrola SA                                                              | CUSIP: E6165F166<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     74331 | NS      | $867702.06    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Services Inc                           | Republic Services Inc                                                     | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     10975 | NS      | $1415665.25   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| SRAM LLC                                        | SRAM, LLC , Term Loan B                                                   | CUSIP: 85232BAT3<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |     69953 | PA      | $68291.80     | 0.02%             | 2028-05-18      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                        | AT&T Inc                                                                  | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      7900 | NS      | $137776.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AES ANDES SA                                    | AES Andes SA                                                              | CUSIP: 00105DAF2<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    265000 | PA      | $252103.13    | 0.06%             | 2079-03-26      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                     | RCKT Mortgage Trust 2022-4                                                | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    201581 | PA      | $167391.97    | 0.04%             | 2052-06-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                     | Surgery Center Holdings, Inc., Term Loan                                  | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |   1056518 | PA      | $1045836.75   | 0.23%             | 2026-08-31      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GHANA                               | Ghana Government International Bond                                       | CUSIP: 37443GAL5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    235000 | PA      | $85963.00     | 0.02%             | 2029-04-07      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                   | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    210000 | PA      | $155536.98    | 0.03%             | 2045-01-27      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Brookfield Renewable Corp                       | Brookfield Renewable Corp                                                 | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9335 | NS      | $257085.90    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity LifeStyle Properties Inc                 | Equity LifeStyle Properties Inc                                           | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     33500 | NS      | $2164100.00   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| DTI HOLDCO INC                                  | DTI Holdco, Inc., Term Loan                                               | CUSIP: 23358EAF6<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |    249375 | PA      | $230360.16    | 0.05%             | 2029-04-21      | Variable      | 8.84%                 | No            | 2                  | On Loan: No      |
| Heineken NV                                     | Heineken NV                                                               | CUSIP: 779255900<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      8345 | NS      | $786033.66    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR APPLE BIDCO LLC                             | KKR Apple Bidco, LLC, Term Loan                                           | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    420440 | PA      | $415348.31    | 0.09%             | 2028-09-23      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| ASSUREDPARTNERS INC                             | AssuredPartners, Inc., Term Loan B                                        | CUSIP: 04621HAS2<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    247486 | PA      | $240308.80    | 0.05%             | 2027-02-13      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                          | CUSIP: 3132DNAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1636239 | PA      | $1394965.02   | 0.31%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Millennium Health LLC                           | Millennium Health LLC                                                     | CUSIP: 933EBP906<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12280 | NS      | $1817.44      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| COVANTA HOLDING CORP                            | Covanta Holding Corporation, Term Loan B                                  | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |    221601 | PA      | $220295.46    | 0.05%             | 2028-11-30      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| BANCO NACIONAL COM EXT                          | Banco Nacional de Comercio Exterior SNC/Cayman Islands                    | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $166836.14    | 0.04%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                              | Ally Financial Inc                                                        | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1039600 | PA      | $695232.50    | 0.16%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| EIG PEARL HOLDINGS SARL                         | EIG Pearl Holdings Sarl                                                   | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $153510.80    | 0.03%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           | 2                  | On Loan: No      |
| Rexford Industrial Realty Inc                   | Rexford Industrial Realty Inc                                             | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     44000 | NS      | $2404160.00   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF          | iShares Core MSCI Emerging Markets ETF                                    | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |    789275 | NS      | $36859142.50  | 8.22%             |  |  |  | No            | 1                  | On Loan: No      |
| AIR CANADA                                      | Air Canada                                                                | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $132859.90    | 0.03%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                        | SeaWorld Parks & Entertainment, Inc., Term Loan B                         | CUSIP: 78488CAH3<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    395000 | PA      | $388828.13    | 0.09%             | 2028-08-25      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                            | Bank of America Corp                                                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     22038 | NS      | $729898.56    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                  | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    975133 | PA      | $873617.98    | 0.19%             | 2043-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Hibu plc                                        | Hibu plc                                                                  | CUSIP: 930SNL904<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    655185 | NS      | $792.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AES ANDES SA                                    | AES Andes SA                                                              | CUSIP: 00105DAG0<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $275963.62    | 0.06%             | 2079-10-07      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| UNICREDIT SPA                                   | UniCredit SpA                                                             | CUSIP: EK1429340<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    435000 | PA      | $415425.00    | 0.09%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Entergy Corp                                    | Entergy Corp                                                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1106 | NS      | $124425.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Pioneer Natural Resources Co                    | Pioneer Natural Resources Co                                              | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       345 | NS      | $78794.55     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                                  | Salesforce Inc                                                            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      5063 | NS      | $671303.17    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corporation, Term Loan B                                         | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |    165153 | PA      | $158812.01    | 0.04%             | 2025-06-30      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Evoqua Water Technologies Corp                  | Evoqua Water Technologies Corp                                            | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |       334 | NS      | $13226.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                        | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5051752 | PA      | $4498235.30   | 1.00%             | 2052-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CAMELOT US ACQUISITION LLC                      | Camelot U.S. Acquisition LLC, Term Loan B                                 | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |    327534 | PA      | $323030.44    | 0.07%             | 2026-10-31      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| UKG INC                                         | UKG Inc                                                                   | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    750000 | PA      | $715312.50    | 0.16%             | 2026-05-03      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                        | Prime Security Services Borrower LLC / Prime Finance Inc                  | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    973000 | PA      | $936512.50    | 0.21%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| M&T BANK CORPORATION                            | M&T Bank Corp                                                             | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42971.17     | 0.01%             | N/A             | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| INTELSAT JACKSON HLDG                           | Intelsat Jackson Holdings S.A., Term Loan B4                              | CUSIP: 932QMGII9<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |       407 | PA      | $393.92       | 0.00%             | 2024-01-02      | Variable      | 13.00%                | No            | 2                  | On Loan: No      |
| Agree Realty Corp                               | Agree Realty Corp                                                         | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10900 | NS      | $773137.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Spirit Realty Capital Inc                       | Spirit Realty Capital Inc                                                 | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     17000 | NS      | $678810.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| SPRINT LLC                                      | Sprint LLC                                                                | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1267482.50   | 0.28%             | 2023-09-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF CAMEROON                            | Republic of Cameroon International Bond                                   | CUSIP: BQ3349835<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    100000 | PA      | $78969.20     | 0.02%             | 2032-07-07      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | Lloyds Banking Group PLC                                                  | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1225000 | PA      | $1181766.22   | 0.26%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Infomart Corp                                   | Infomart Corp                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     59300 | NS      | $160611.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| STAPLES INC                                     | Staples, Inc., Term Loan B2                                               | CUSIP: 855031AR1<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    247436 | PA      | $245168.14    | 0.05%             | 2024-09-12      | Variable      | 8.94%                 | No            | 2                  | On Loan: No      |
| SPRINGER NATURE DEUTSCHL                        | Springer Nature Deutschland GmbH, Term Loan B18                           | CUSIP: N/A<br>LEI: 549300WM0X4AUT710770       | Long             | LON              | CORP              | DE        |    384799 | PA      | $381757.03    | 0.09%             | 2026-08-14      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| OpenText Corporation                            | OpenText Corporation, Term Loan                                           | CUSIP: 68371YAN3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    900000 | PA      | $881212.50    | 0.20%             | 2029-08-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2022-DNA3                                   | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    695000 | PA      | $687741.56    | 0.15%             | 2042-04-25      | Variable      | 6.83%                 | Yes           | 2                  | On Loan: No      |
| WALTER INVESTMENT MGMT                          | Ditech Holding Corporation, Term Loan                                     | CUSIP: BL1181694<br>LEI: Z4TM9IUZR644E7BFXU45 | Long             | LON              | CORP              | US        |    195595 | PA      | $21515.46     | 0.00%             | 2022-12-19      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Weyerhaeuser Co                                 | Weyerhaeuser Co                                                           | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     43500 | NS      | $1348500.00   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| International Container Terminal Services Inc   | International Container Terminal Services Inc                             | CUSIP: 645581000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |     40700 | NS      | $146071.86    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                    | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    350000 | PA      | $259774.81    | 0.06%             | 2031-04-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Deutsche Post AG                                | Deutsche Post AG                                                          | CUSIP: D19225107<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     13619 | NS      | $509713.22    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF ANGOLA                              | Angolan Government International Bond                                     | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    335000 | PA      | $304448.00    | 0.07%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Nestle SA                                       | Nestle SA                                                                 | CUSIP: 712387901<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      5905 | NS      | $682082.72    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                                  | Public Storage                                                            | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      7800 | NS      | $2185482.00   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| AVAYA INC                                       | Avaya, Inc., Term Loan                                                    | CUSIP: 05349UBE1<br>LEI: 549300NZS2OZN6Q63A60 | Long             | LON              | CORP              | US        |    581000 | PA      | $358767.50    | 0.08%             | 2027-12-15      | Variable      | 14.34%                | No            | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                            | Paraguay Government International Bond                                    | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $160063.30    | 0.04%             | 2033-01-29      | Fixed         | 2.74%                 | Yes           | 2                  | On Loan: No      |
| Athene Holding Ltd                              | Athene Holding Ltd                                                        | CUSIP: EP0572651<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     19836 | NS      | $425482.20    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| T-Mobile US Inc                                 | T-Mobile US Inc                                                           | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2608 | NS      | $365120.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| CINCINNATI BELL INC                             | Cincinnati Bell, Inc., Term Loan B2                                       | CUSIP: 17187MAS9<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |    223312 | PA      | $219739.50    | 0.05%             | 2028-11-23      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| MARAVAI INTERMEDIATE HOL                        | Maravai Intermediate Holdings LLC                                         | CUSIP: 56589PAG0<br>LEI: 2549005DIMMJLV8LMZ14 | Long             | LON              | CORP              | US        |    224967 | PA      | $221170.35    | 0.05%             | 2027-10-19      | Variable      | 6.96%                 | No            | 2                  | On Loan: No      |
| CORE & MAIN LP                                  | Core & Main LP, Term Loan B                                               | CUSIP: 40416VAE5<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    175461 | PA      | $173706.36    | 0.04%             | 2028-06-10      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| MTN MAURITIUS INVSTMENTS                        | MTN Mauritius Investments Ltd                                             | CUSIP: 55377XAB2<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $199526.40    | 0.04%             | 2026-10-13      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Americanas SA                                   | Americanas SA                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    133504 | NS      | $243495.21    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| PACKAGING COORDINATORS                          | Packaging Coordinators Midco Inc                                          | CUSIP: BL3765460<br>LEI: 549300SL20D7D39KSB12 | Long             | LON              | CORP              | US        |    375000 | PA      | $356585.63    | 0.08%             | 2027-11-30      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                          | Discover Financial Services                                               | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    305000 | PA      | $296030.95    | 0.07%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                | Deutsche Bank AG                                                          | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1356914.56   | 0.30%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc                                      | Fiserv Inc                                                                | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      3442 | NS      | $347882.94    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                              | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $374000.00    | 0.08%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                      | Avis Budget Car Rental, LLC, Term Loan B                                  | CUSIP: 05377JAR3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    315319 | PA      | $306483.79    | 0.07%             | 2027-08-06      | Variable      | 6.14%                 | No            | 2                  | On Loan: No      |
| Lam Research Corp                               | Lam Research Corp                                                         | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       280 | NS      | $117684.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CHART INDUSTRIES INC                            | Chart Industries Inc                                                      | CUSIP: BL4070373<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |     95000 | PA      | $94169.23     | 0.02%             | 2029-12-08      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                          | Athenahealth, Inc., Term Loan B                                           | CUSIP: 04686RAB9<br>LEI: 5493004JZ4RQIZBHP241 | Long             | LON              | CORP              | US        |    121104 | PA      | $109643.12    | 0.02%             | 2029-01-27      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| CAESARS RESORT COLLECTIO                        | Caesars Resort Collection, LLC, Term Loan B, First Lien                   | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    445441 | PA      | $445013.56    | 0.10%             | 2024-12-22      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                              | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    895000 | PA      | $869587.14    | 0.19%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                             | CUSIP: 172967HQ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943250.00    | 0.21%             | N/A             | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| DUN & BRADSTREET CORP                           | Dun & Bradstreet Corporation (The), Term Loan                             | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    117658 | PA      | $116786.21    | 0.03%             | 2026-02-08      | Variable      | 7.64%                 | No            | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                            | Petronas Capital Ltd                                                      | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $182315.80    | 0.04%             | 2030-04-21      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                      | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    365000 | PA      | $356696.25    | 0.08%             | N/A             | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Ventas Inc                                      | Ventas Inc                                                                | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     27000 | NS      | $1216350.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                      | Avis Budget Car Rental, LLC, Term Loan C                                  | CUSIP: 05377JAS1<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    287924 | PA      | $284326.88    | 0.06%             | 2029-03-15      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| iShares MSCI ACWI ETF                           | iShares MSCI ACWI ETF                                                     | CUSIP: 464288257<br>LEI: 549300KZ2WFTI4GQ7M77 | Long             | EC               | RF                | US        |     48368 | NS      | $4105475.84   | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| BENIN INTL GOV BOND                             | Benin Government International Bond                                       | CUSIP: BN4939383<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    100000 | PA      | $77145.15     | 0.02%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Boston Scientific Corp                          | Boston Scientific Corp                                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     17422 | NS      | $806115.94    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| FONDO MIVIVIENDA SA                             | Fondo MIVIVIENDA SA                                                       | CUSIP: 344593AF5<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $283427.68    | 0.06%             | 2027-04-12      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2022-R09                              | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    105000 | PA      | $107286.48    | 0.02%             | 2042-09-25      | Variable      | 8.69%                 | Yes           | 2                  | On Loan: No      |
| Transocean Ltd                                  | Transocean Ltd                                                            | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | US        |      7368 | NS      | $33598.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                                  | Microsoft Corp                                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     15285 | NS      | $3665648.70   | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| TEVA PHARM FNC NL II                            | Teva Pharmaceutical Finance Netherlands II BV                             | CUSIP: BS1759429<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    175000 | PA      | $154995.49    | 0.03%             | 2030-05-09      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Unilever PLC                                    | Unilever PLC                                                              | CUSIP: G92087165<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     10980 | NS      | $554356.20    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Quarternorth Energy Holding Inc                 | Quarternorth Energy Holding Inc                                           | CUSIP: N/A<br>LEI: 549300BC3OH5VUTNXB92       | Long             | DE               | CORP              | US        |      5530 | NS      | $41475.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Port of Tauranga Ltd                            | Port of Tauranga Ltd                                                      | CUSIP: BZCMYD906<br>LEI: 254900G6SDK8Q9NVJD26 | Long             | EC               | CORP              | NZ        |     57238 | NS      | $227741.36    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                          | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    230000 | PA      | $179522.05    | 0.04%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| NextEra Energy Inc                              | NextEra Energy Inc                                                        | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38464 | NS      | $3215590.40   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| AVAYA INC                                       | Avaya, Inc., Term Loan B                                                  | CUSIP: N/A<br>LEI: J6LB5QIFSP2MFEFG4U76       | Long             | LON              | CORP              | US        |    282000 | PA      | $97793.37     | 0.02%             | 2027-12-15      | Variable      | 8.57%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government Bond                                  | CUSIP: EI2585962<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   3075000 | PA      | $146012.36    | 0.03%             | 2031-02-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| MA FINANCECO LLC                                | MA FinanceCo., LLC, Term Loan B                                           | CUSIP: 55280FAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113472 | PA      | $113331.12    | 0.03%             | 2025-06-05      | Variable      | 8.97%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                        | J.P. Morgan Mortgage Trust 2022-4                                         | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    382510 | PA      | $305323.64    | 0.07%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                          | Galaxy Pipeline Assets Bidco Ltd                                          | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    231967 | PA      | $186245.88    | 0.04%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     11808 | NS      | $1003916.16   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                                       | CUSIP: AR2881704<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    300000 | PA      | $189036.00    | 0.04%             | 2048-02-21      | Fixed         | 7.90%                 | No            | 2                  | On Loan: No      |
| United Parcel Service Inc                       | United Parcel Service Inc                                                 | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       939 | NS      | $163235.76    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CT TRUST                                        | CT Trust                                                                  | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    200000 | PA      | $175618.48    | 0.04%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                          | CUSIP: 25213YAV7<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |     21546 | PA      | $19388.38     | 0.00%             | 2028-10-04      | Variable      | 6.87%                 | No            | 2                  | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                        | Perusahaan Penerbit SBSN Indonesia III                                    | CUSIP: 71567PAV2<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $196787.37    | 0.04%             | 2032-06-06      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| NAKED JUICE LLC                                 | Naked Juice LLC, Term Loan, Second Lien                                   | CUSIP: 62984CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164404 | PA      | $132884.30    | 0.03%             | 2030-01-20      | Variable      | 10.68%                | No            | 2                  | On Loan: No      |
| Diageo PLC                                      | Diageo PLC                                                                | CUSIP: 023740905<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     59130 | NS      | $2588229.81   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Extra Space Storage Inc                         | Extra Space Storage Inc                                                   | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $588720.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                        | Prudential Financial Inc                                                  | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    335000 | PA      | $304850.00    | 0.07%             | 2052-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP/THE                                  | Hertz Corp/The                                                            | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    640000 | PA      | $536000.00    | 0.12%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Corp Trust 2022-PJ2                         | CUSIP: 36267ECK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    923151 | PA      | $738134.04    | 0.16%             | 2052-06-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Wintrust Financial Corp                         | Wintrust Financial Corp                                                   | CUSIP: 97650W504<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |     14500 | NS      | $377725.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Sempra Energy                                   | Sempra Energy                                                             | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      7160 | NS      | $1106506.40   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                        | Prime Security Services Borrower LLC / Prime Finance Inc                  | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $295802.00    | 0.07%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF EL SALVADOR                         | El Salvador Government International Bond                                 | CUSIP: ED9640662<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     65000 | PA      | $25836.89     | 0.01%             | 2035-06-15      | Fixed         | 7.65%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper Inc                            | Keurig Dr Pepper Inc                                                      | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     13975 | NS      | $498348.50    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| PARAMOUNT GLOBAL                                | Paramount Global                                                          | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    560000 | PA      | $457805.19    | 0.10%             | 2062-03-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                            | Saudi Arabian Oil Co                                                      | CUSIP: ZS0947920<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $178540.80    | 0.04%             | 2039-04-16      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Inc                               | Kinder Morgan Inc                                                         | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     30474 | NS      | $550969.92    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO DEL ESTADO -CHILE                         | Banco del Estado de Chile                                                 | CUSIP: 05965MAG8<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $188474.55    | 0.04%             | 2025-01-09      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| Stryker Corp                                    | Stryker Corp                                                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      3550 | NS      | $867939.50    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Management Inc                            | Waste Management Inc                                                      | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      4591 | NS      | $720236.08    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| QNB FINANCE LTD                                 | QNB Finance Ltd                                                           | CUSIP: BJ2959366<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $188800.00    | 0.04%             | 2025-05-12      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                              | Energy Transfer LP                                                        | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    535000 | PA      | $460100.00    | 0.10%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Meridian Energy Ltd                             | Meridian Energy Ltd                                                       | CUSIP: Q5997E121<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |     88140 | NS      | $293170.17    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc                | Reinsurance Group of America Inc                                          | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     10300 | NS      | $267285.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| JAZZ FINANCING LUX SARL                         | Jazz Financing Lux S.a.r.l., Term Loan                                    | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |    862651 | PA      | $856383.56    | 0.19%             | 2028-05-05      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GHANA                               | Ghana Government International Bond                                       | CUSIP: 37443GAJ0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    250000 | PA      | $86750.00     | 0.02%             | 2061-03-11      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                        | iHeartCommunications, Inc., Term Loan                                     | CUSIP: 45174UAF5<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    329194 | PA      | $302756.40    | 0.07%             | 2026-05-01      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                    | Enbridge Inc                                                              | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $154721.23    | 0.03%             | 2077-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SCIENTIFIC GAMES HOLDIN                         | Scientific Games Holdings LP                                              | CUSIP: 80875CAB3<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    292000 | PA      | $279179.74    | 0.06%             | 2029-02-04      | Variable      | 7.10%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                     | Goldman Sachs Group Inc/The                                               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      3526 | NS      | $1210757.88   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| AIR CANADA                                      | Air Canada, Term Loan B                                                   | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |    323375 | PA      | $320595.59    | 0.07%             | 2028-08-11      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Essex Property Trust Inc                        | Essex Property Trust Inc                                                  | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      6700 | NS      | $1419864.00   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| APTTUS CORP                                     | Apttus Corporation, Term Loan                                             | CUSIP: 03835XAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    111702 | PA      | $104999.52    | 0.02%             | 2028-05-06      | Variable      | 8.66%                 | No            | 2                  | On Loan: No      |
| CHG PPC PARENT LLC                              | CHG PPC Parent LLC, Term Loan                                             | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |    253088 | PA      | $245494.88    | 0.05%             | 2028-12-08      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4459380 | PA      | $4397709.89   | 0.98%             | 2052-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CITY BREWING CO LLC                             | City Brewing Company, LLC, Term Loan                                      | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40896 | PA      | $18352.29     | 0.00%             | 2028-04-05      | Variable      | 7.79%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                         | Mexican Bonos                                                             | CUSIP: EG1116375<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2350000 | PA      | $113666.85    | 0.03%             | 2027-06-03      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Equinix Inc                                     | Equinix Inc                                                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      5930 | NS      | $3884327.90   | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems Inc                               | Cisco Systems Inc                                                         | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     31912 | NS      | $1520287.68   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Rio Tinto PLC                                   | Rio Tinto PLC                                                             | CUSIP: 071887004<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     11036 | NS      | $776757.80    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| BOXER PARENT CO INC                             | Banff Merger Sub Inc, Term Loan                                           | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    365911 | PA      | $351191.93    | 0.08%             | 2025-10-02      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                              | Enstar Finance LLC                                                        | CUSIP: 29360AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $294125.00    | 0.07%             | 2040-09-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 3140QMRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1767339 | PA      | $1448239.92   | 0.32%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| DEXKO GLOBAL INC                                | DexKo Global Inc., Term Loan B                                            | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    112778 | PA      | $101484.79    | 0.02%             | 2028-10-04      | Variable      | 8.59%                 | No            | 2                  | On Loan: No      |
| Dollar General Corp                             | Dollar General Corp                                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       623 | NS      | $153413.75    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                          | Republic of Uzbekistan International Bond                                 | CUSIP: AX2152962<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $195434.01    | 0.04%             | 2024-02-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Keyence Corp                                    | Keyence Corp                                                              | CUSIP: J32491102<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      1500 | NS      | $582366.76    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                         | Frontier Communications Holdings LLC                                      | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $348213.75    | 0.08%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                          | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1013219 | PA      | $975304.27    | 0.22%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| M6 ETX HOLDINGS II MIDCO                        | M6 ETX Holdings II Midco LLC, Term Loan B                                 | CUSIP: 55285DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164588 | PA      | $164767.72    | 0.04%             | 2029-08-11      | Variable      | 9.16%                 | No            | 2                  | On Loan: No      |
| NAKED JUICE LLC                                 | Naked Juice LLC, Term Loan                                                | CUSIP: 62984CAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32727 | PA      | $29431.80     | 0.01%             | 2029-01-20      | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| POSCO                                           | POSCO                                                                     | CUSIP: 73730EAB9<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $187753.52    | 0.04%             | 2027-08-04      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| PANAMA BONOS DEL                                | Panama Bonos del Tesoro                                                   | CUSIP: BQ2336940<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    190000 | PA      | $152950.00    | 0.03%             | 2031-06-30      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                             | Nigeria Government International Bond                                     | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $142088.00    | 0.03%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                          | Oman Government International Bond                                        | CUSIP: AQ7342571<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    385000 | PA      | $379633.10    | 0.08%             | 2028-01-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Atlas Arteria Ltd                               | Atlas Arteria Ltd                                                         | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Long             | EC               | CORP              | AU        |    191204 | NS      | $861081.54    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands, Inc., Term Loan B                            | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     44712 | PA      | $40328.28     | 0.01%             | 2028-04-12      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Transurban Group                                | Transurban Group                                                          | CUSIP: Q9194A106<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |    397673 | NS      | $3498668.01   | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| GRAY TELEVISION INC                             | Gray Television, Inc., Term Loan B                                        | CUSIP: 389376AX2<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    137131 | PA      | $137178.98    | 0.03%             | 2024-02-07      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                        | Uruguay Government International Bond                                     | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     80000 | PA      | $79462.44     | 0.02%             | 2031-01-23      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| British American Tobacco PLC                    | British American Tobacco PLC                                              | CUSIP: 028758902<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     17007 | NS      | $672765.57    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Corp                                      | Cigna Corp                                                                | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1711 | NS      | $566922.74    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF ECUADOR                             | Ecuador Government International Bond                                     | CUSIP: ZO2104248<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    118843 | PA      | $46414.96     | 0.01%             | 2030-07-31      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4625524 | PA      | $4202388.63   | 0.94%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Antero Resources Corp                           | Antero Resources Corp                                                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     36719 | NS      | $1137921.81   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| HERTZ CORP/THE                                  | Hertz Corporation, (The), Term Loan B                                     | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    483953 | PA      | $475348.45    | 0.11%             | 2028-06-30      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| DELTA 2 LUX SARL                                | Formula One Holdings Limited., Term Loan B                                | CUSIP: BL4053676<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    235000 | PA      | $235176.25    | 0.05%             | 2030-01-15      | Variable      | 7.79%                 | No            | 2                  | On Loan: No      |
| IGT HOLDING IV AB                               | IGT Holding IV AB, Term Loan B2                                           | CUSIP: N/A<br>LEI: 549300S0NZ6VQU5JU607       | Long             | LON              | CORP              | SE        |    370289 | PA      | $363808.89    | 0.08%             | 2028-03-29      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| AXALTA COATING SYSTEMS US H                     | Axalta Coating Systems US Holdings Inc                                    | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    200000 | PA      | $200450.00    | 0.04%             | 2029-12-08      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| MKS INSTRUMENTS INC                             | MKS Instruments Inc., Term Loan                                           | CUSIP: BL3678663<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    860000 | PA      | $851860.10    | 0.19%             | 2028-10-22      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| PENN NATIONAL GAMING INC                        | Penn National Gaming, Inc., Term Loan B                                   | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167906 | PA      | $166518.49    | 0.04%             | 2029-04-20      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDINGS LLC                           | W.R. Grace & Co.-Conn., Term Loan B                                       | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1241 | PA      | $1220.94      | 0.00%             | 2028-09-22      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | Credit Suisse Group AG                                                    | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1645000 | PA      | $1182522.12   | 0.26%             | N/A             | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Aeroports de Paris                              | Aeroports de Paris                                                        | CUSIP: B164FY903<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |      1549 | NS      | $207521.85    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| BRIGHT BIDCO BV                                 | Bright Bidco BV                                                           | CUSIP: N/A<br>LEI: 549300IL6Q1JWU688H15       | Long             | LON              | CORP              | NL        |    212632 | PA      | $186760.85    | 0.04%             | 2027-10-31      | Variable      | 12.09%                | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                              | Cellnex Telecom SA                                                        | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |     31527 | NS      | $1045788.83   | 0.23%             |  |  |  | Yes           | 1                  | On Loan: No      |
| KLOECKNER PENTAPLAST OF AME                     | Klockner-Pentaplast of America, Inc., Term Loan B                         | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |     16871 | PA      | $15057.55     | 0.00%             | 2026-02-09      | Variable      | 8.26%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                        | Citizens Financial Group Inc                                              | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    335000 | PA      | $268924.11    | 0.06%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                 | AstraZeneca PLC                                                           | CUSIP: 098952906<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     28662 | NS      | $3878523.26   | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |
| PHOENIX GUARANTOR INC                           | Phoenix Guarantor Inc, Term Loan B                                        | CUSIP: 71913BAE2<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |     72009 | PA      | $67688.04     | 0.02%             | 2026-03-05      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                            | Edison International                                                      | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122758.50    | 0.03%             | N/A             | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                             | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1532600.00   | 0.34%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| MLN US HOLDCO LLC                               | MLN US HoldCo LLC, Term Loan, First Lien                                  | CUSIP: 55292HAB9<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |    260844 | PA      | $91947.39     | 0.02%             | 2025-11-30      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY INC                          | CenterPoint Energy Inc                                                    | CUSIP: 15189TAS6<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1005800.00   | 0.22%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Sun Communities Inc                             | Sun Communities Inc                                                       | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     18000 | NS      | $2574000.00   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2022-HP1                              | CUSIP: 36265LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    331823 | PA      | $265319.56    | 0.06%             | 2052-09-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| INFORMATICA LLC                                 | Informatica LLC, Term Loan B                                              | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |    521062 | PA      | $512464.97    | 0.11%             | 2028-10-14      | Variable      | 7.14%                 | No            | 2                  | On Loan: No      |
| Reinsurance Group of America Inc                | Reinsurance Group of America Inc                                          | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     25900 | NS      | $598808.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours Inc                           | DuPont de Nemours Inc                                                     | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      4688 | NS      | $321737.44    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF NIGERIA                             | Nigeria Government International Bond                                     | CUSIP: AQ1229378<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $128292.46    | 0.03%             | 2047-11-28      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                     | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    895000 | PA      | $805725.94    | 0.18%             | N/A             | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| PACTIV EVERGREEN GROUP                          | Reynolds Group Holdings Inc. , Term Loan B2                               | CUSIP: 76173FAW7<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |    124365 | PA      | $123160.38    | 0.03%             | 2026-02-05      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| SSE PLC                                         | SSE PLC                                                                   | CUSIP: G8842P102<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      4418 | NS      | $90864.73     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinor ASA                                     | Equinor ASA                                                               | CUSIP: R8413J103<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     65611 | NS      | $2358075.34   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | McGraw-Hill Global Education Holdings, LLC, Term Loan                     | CUSIP: 58063DAC7<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |    482054 | PA      | $455088.26    | 0.10%             | 2028-07-30      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Quarternorth Energy Holding Inc                 | Quarternorth Energy Holding Inc                                           | CUSIP: N/A<br>LEI: 549300BC3OH5VUTNXB92       | Long             | EC               | CORP              | US        |      7238 | NS      | $986778.25    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Baxter International Inc                        | Baxter International Inc                                                  | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      4138 | NS      | $210913.86    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding, LLC, Term Loan B2                                    | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    149625 | PA      | $149379.62    | 0.03%             | 2029-06-09      | Variable      | 7.84%                 | No            | 2                  | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                        | Agile Group Holdings Ltd                                                  | CUSIP: BP4631803<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $89718.48     | 0.02%             | 2026-05-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| USI INC/NY                                      | USI Inc/NY                                                                | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498750 | PA      | $495009.38    | 0.11%             | 2029-11-16      | Variable      | 8.33%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp                                  | Air Lease Corp                                                            | CUSIP: 00912X500<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |     20500 | NS      | $492410.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| C&W SENIOR FINANCING DAC                        | C&W Senior Financing DAC                                                  | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $186000.00    | 0.04%             | 2027-09-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| SANDS CHINA LTD                                 | Sands China Ltd                                                           | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $191206.42    | 0.04%             | 2025-08-08      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Reckitt Benckiser Group PLC                     | Reckitt Benckiser Group PLC                                               | CUSIP: G74079107<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     13330 | NS      | $923986.53    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France S.A., Term Loan B12                                         | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |    118407 | PA      | $110020.66    | 0.02%             | 2026-01-31      | Variable      | 7.77%                 | No            | 2                  | On Loan: No      |
| PHOENIX NEWCO INC                               | Parexel International Corporation, Term Loan, First Lien                  | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   1438715 | PA      | $1388762.82   | 0.31%             | 2028-11-15      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| EastGroup Properties Inc                        | EastGroup Properties Inc                                                  | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      5000 | NS      | $740300.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                         | Talen Energy Supply, LLC, Term Loan B                                     | CUSIP: 87422LAM2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    523341 | PA      | $531721.94    | 0.12%             | 2026-07-08      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                          | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $174690.86    | 0.04%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| AvalonBay Communities Inc                       | AvalonBay Communities Inc                                                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     21200 | NS      | $3424224.00   | 0.76%             |  |  |  | No            | 1                  | On Loan: No      |
| SELECT MEDICAL CORP                             | Select Medical Corporation, Term Loan B                                   | CUSIP: 816194AV6<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    406397 | PA      | $399437.51    | 0.09%             | 2025-03-06      | Variable      | 6.89%                 | No            | 2                  | On Loan: No      |
| Snam SpA                                        | Snam SpA                                                                  | CUSIP: T8578L107<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     61001 | NS      | $295783.87    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CNT HOLDINGS I CORP                             | CNT Holdings I Corp, Term Loan                                            | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    368131 | PA      | $357251.20    | 0.08%             | 2027-11-08      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                     | Vistra Corp                                                               | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159238.31    | 0.04%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| iShares MSCI EAFE ETF                           | iShares MSCI EAFE ETF                                                     | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |      8699 | NS      | $571002.36    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| MLN US HOLDCO LLC                               | MLN US HoldCo LLC, Term Loan                                              | CUSIP: 55292HAJ2<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |    151386 | PA      | $122622.85    | 0.03%             | 2027-10-18      | Variable      | 11.15%                | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                        | Vistra Operations Company LLC, Term Loan B3, First Lien                   | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |      2901 | PA      | $2880.43      | 0.00%             | 2025-12-31      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Emera Inc                                       | Emera Inc                                                                 | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      1647 | NS      | $62948.49     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| COSTA RICA GOVERNMENT                           | Costa Rica Government International Bond                                  | CUSIP: 221602AC9<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $188083.55    | 0.04%             | 2044-04-04      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| CHS Inc                                         | CHS Inc                                                                   | CUSIP: 12542R308<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |      8807 | NS      | $225283.06    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AZURE POWER ENERGY LTD                          | Azure Power Energy Ltd                                                    | CUSIP: 05502VAA1<br>LEI: 54930051LQDFHGQMHF47 | Long             | DBT              | CORP              | MU        |    186100 | PA      | $143297.00    | 0.03%             | 2026-08-19      | Fixed         | 3.58%                 | Yes           | 2                  | On Loan: No      |
| CNTL AMR BOTTLING CORP                          | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    145000 | PA      | $135171.90    | 0.03%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Healthpeak Properties Inc                       | Healthpeak Properties Inc                                                 | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     53000 | NS      | $1328710.00   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK LEUMI LE-ISRAEL                            | Bank Leumi Le-Israel BM                                                   | CUSIP: BX9184165<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $198018.84    | 0.04%             | 2027-07-27      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Kite Realty Group Trust                         | Kite Realty Group Trust                                                   | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58000 | NS      | $1220900.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS                      | AMC Entertainment Holdings, Inc. , Term Loan B                            | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |    842901 | PA      | $460872.75    | 0.10%             | 2026-04-22      | Variable      | 7.27%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                             | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $900700.00    | 0.20%             | N/A             | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| TRANS UNION LLC                                 | Trans Union, LLC, Term Loan B5                                            | CUSIP: 89334GAX2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    201175 | PA      | $198678.32    | 0.04%             | 2026-11-13      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| EAGLE BROADBAND INVEST                          | Eagle Broadband Investments LLC, Term Loan                                | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |    365982 | PA      | $351723.78    | 0.08%             | 2027-11-12      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                        | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $182502.33    | 0.04%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| UKG INC                                         | Ultimate Software Group Inc (The), Term Loan                              | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    794482 | PA      | $757736.82    | 0.17%             | 2026-05-03      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| TJX Cos Inc/The                                 | TJX Cos Inc/The                                                           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      2984 | NS      | $237526.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                         | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    680000 | PA      | $668950.00    | 0.15%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                              | Energy Transfer LP                                                        | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45925.00     | 0.01%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                               | Johnson & Johnson                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6250 | NS      | $1104062.50   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp                                 | McDonald's Corp                                                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      6889 | NS      | $1815458.17   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA INC                                         | HCA Inc                                                                   | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1242818.39   | 0.28%             | 2024-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CHS Inc                                         | CHS Inc                                                                   | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     34746 | NS      | $845370.18    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| SVB FINANCIAL GROUP                             | SVB Financial Group                                                       | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    510000 | PA      | $336610.21    | 0.08%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                       | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    545000 | PA      | $450438.41    | 0.10%             | 2030-01-23      | Fixed         | 6.84%                 | No            | 2                  | On Loan: No      |
| Mastercard Inc                                  | Mastercard Inc                                                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       694 | NS      | $241324.62    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CERIDIAN HCM HOLDING INC                        | Ceridian HCM Holding Inc., Term Loan B                                    | CUSIP: 15677GAF1<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    723244 | PA      | $713118.33    | 0.16%             | 2025-04-30      | Variable      | 6.89%                 | No            | 2                  | On Loan: No      |
| ORIX Corp                                       | ORIX Corp                                                                 | CUSIP: 666114004<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     32100 | NS      | $513813.55    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Valero Energy Corp                              | Valero Energy Corp                                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     10332 | NS      | $1310717.52   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| CENTRAL PARENT INC                              | CDK Global, Inc., Term Loan B                                             | CUSIP: BL3922269<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    305000 | PA      | $302764.35    | 0.07%             | 2029-06-09      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| Tesla Inc                                       | Tesla Inc                                                                 | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2031 | NS      | $250178.58    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| EMBECTA CORP                                    | Embecta Corp, Term Loan B                                                 | CUSIP: 29081LAC8<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | LON              | CORP              | US        |    102486 | PA      | $97970.87     | 0.02%             | 2029-01-27      | Variable      | 7.79%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                    | Comcast Corp                                                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     16196 | NS      | $566374.12    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| AVOLON TLB BORROWER 1 US                        | Avolon TLB Borrower 1 (US) LLC, Term Loan B3                              | CUSIP: 05400KAE0<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    153953 | PA      | $153696.95    | 0.03%             | 2025-01-15      | Variable      | 6.10%                 | No            | 2                  | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                          | Vertical US Newco Inc, Term Loan B                                        | CUSIP: BL3650696<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |       703 | PA      | $678.66       | 0.00%             | 2027-07-31      | Variable      | 6.87%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                              | CUSIP: EK7554620<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1030000 | PA      | $1017125.00   | 0.23%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                       | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1753206.40   | 0.39%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CHURCHILL DOWNS INC                             | Churchill Downs Incorporated, Term Loan B1                                | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |    220360 | PA      | $218891.38    | 0.05%             | 2028-03-17      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp                              | Realty Income Corp                                                        | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     28500 | NS      | $1807755.00   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| INSTITUTO COSTARRICENSE                         | Instituto Costarricense de Electricidad                                   | CUSIP: 45777VAE7<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |    200000 | PA      | $191800.00    | 0.04%             | 2031-10-07      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| PRA HEALTH SCIENCES INC                         | ICON Luxembourg S.A.R.L., Term Loan                                       | CUSIP: N/A<br>LEI: 549300R1HR1VWWHIAK47       | Long             | LON              | CORP              | US        |     69681 | PA      | $69559.40     | 0.02%             | 2028-07-01      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Partners LP                      | NextEra Energy Partners LP                                                | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |      7007 | NS      | $491120.63    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| OPTIV SECURITY INC                              | Optiv Security, Inc. , Term Loan, First Lien                              | CUSIP: 68404XAB2<br>LEI: 549300VZRXJMEDMZX746 | Long             | LON              | CORP              | US        |     99454 | PA      | $95372.87     | 0.02%             | 2024-02-01      | Variable      | 8.40%                 | No            | 2                  | On Loan: No      |
| STARS GROUP HOLDINGS BV                         | Stars Group Holdings B.V. (The), Term Loan                                | CUSIP: 933MFSII9<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |   1670106 | PA      | $1649689.41   | 0.37%             | 2025-07-10      | Variable      | 6.98%                 | No            | 2                  | On Loan: No      |
| ASTRA ACQUISTION CORP                           | Astra Acquisition Corp., Term Loan, First Lien                            | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    360710 | PA      | $320130.31    | 0.07%             | 2028-10-22      | Variable      | 9.63%                 | No            | 2                  | On Loan: No      |
| 24 Hour Fitness Worldwide Inc                   | 24 Hour Fitness Worldwide, Inc., Exit Term Loan                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    364602 | PA      | $30384.15     | 0.01%             | 2025-12-29      | Fixed         | 9.73%                 | No            | 2                  | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                        | Alterra Mountain Company, Term Loan                                       | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    370930 | PA      | $367337.24    | 0.08%             | 2028-08-17      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust                                                  | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1842794 | PA      | $1573568.20   | 0.35%             | 2052-07-25      | Variable      | 3.25%                 | Yes           | 2                  | On Loan: No      |
| PERRIGO INVESTMENTS LLC                         | Perrigo Investments, LLC, Term Loan B                                     | CUSIP: BL3890177<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |    155220 | PA      | $154637.93    | 0.03%             | 2029-04-05      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| TRINSEO MATERIALS OPERATING                     | Trinseo Materials Operating S.C.A., Term Loan                             | CUSIP: L9339LAG8<br>LEI: 549300WNMXD3KV7LO256 | Long             | LON              | CORP              | LU        |    180535 | PA      | $175618.81    | 0.04%             | 2024-09-09      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Accenture PLC                                   | Accenture PLC                                                             | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1863 | NS      | $497122.92    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ZIGGO FINANCING PARTNERS                        | Ziggo Financing Partnership, Term Loan I                                  | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | LON              | CORP              | US        |    230992 | PA      | $225777.28    | 0.05%             | 2028-04-30      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF IRAQ                                | Iraq International Bond                                                   | CUSIP: 462652AE8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |    200000 | PA      | $196920.00    | 0.04%             | 2023-03-09      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch & Lomb, Inc., Term Loan                                            | CUSIP: BL3906049<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    859742 | PA      | $820116.82    | 0.18%             | 2027-05-05      | Variable      | 7.84%                 | No            | 2                  | On Loan: No      |
| AERCAP HOLDINGS NV                              | AerCap Holdings NV                                                        | CUSIP: 00774YAA7<br>LEI: 549300SZYINBBLJQU475 | Long             | DBT              | CORP              | NL        |   1645000 | PA      | $1497690.25   | 0.33%             | 2079-10-10      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                      | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238217.69    | 0.05%             | N/A             | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC Holdings PLC                                                         | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2120000 | PA      | $2054443.73   | 0.46%             | N/A             | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Terreno Realty Corp                             | Terreno Realty Corp                                                       | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23500 | NS      | $1336445.00   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Corp                                     | Target Corp                                                               | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      5888 | NS      | $877547.52    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| GRUPO AVAL LTD                                  | Grupo Aval Ltd                                                            | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $162006.15    | 0.04%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| NuStar Energy LP                                | NuStar Energy LP                                                          | CUSIP: 67058H300<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |     30300 | NS      | $617514.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                  | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    238943 | PA      | $202534.90    | 0.05%             | 2052-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                                     | Asurion LLC, Term Loan B4, Second Lien                                    | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    274000 | PA      | $214600.91    | 0.05%             | 2029-01-15      | Variable      | 9.63%                 | No            | 2                  | On Loan: No      |
| PBF LOGISTICS LP/FINANCE                        | PBF Logistics LP / PBF Logistics Finance Corp                             | CUSIP: 69318UAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249687.50    | 0.06%             | 2023-05-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                     | CUSIP: QJ1143487<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    100000 | PA      | $20604.00     | 0.00%             | 2028-09-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                     | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $171424.80    | 0.04%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| American Tower Corp                             | American Tower Corp                                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     31932 | NS      | $6765113.52   | 1.51%             |  |  |  | No            | 1                  | On Loan: No      |
| SBL HOLDINGS INC                                | SBL Holdings Inc                                                          | CUSIP: 78397DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $830437.50    | 0.19%             | N/A             | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| International Flavors & Fragrances Inc          | International Flavors & Fragrances Inc                                    | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      8380 | NS      | $878559.20    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| PT PERTAMINA (PERSERO)                          | Pertamina Persero PT                                                      | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    500000 | PA      | $402823.45    | 0.09%             | 2031-02-09      | Fixed         | 2.30%                 | Yes           | 2                  | On Loan: No      |
| IVORY COAST                                     | Ivory Coast Government International Bond                                 | CUSIP: ZQ0630710<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    270000 | PA      | $217397.77    | 0.05%             | 2040-10-17      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                        | Diamond Sports Group, LLC, Term Loan                                      | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |     51279 | PA      | $48725.36     | 0.01%             | 2026-05-19      | Variable      | 12.32%                | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                       | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    245000 | PA      | $185427.76    | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| 24 Hour Fitness Worldwide Inc                   | 24 Hour Fitness Worldwide Inc                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    144237 | PA      | $79330.16     | 0.02%             | 2026-09-30      | Variable      | 2.04%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 3140QNEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1842179 | PA      | $1504747.37   | 0.34%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Zimmer Biomet Holdings Inc                      | Zimmer Biomet Holdings Inc                                                | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      1149 | NS      | $146497.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Alliant Energy Corp                             | Alliant Energy Corp                                                       | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     13513 | NS      | $746052.73    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources Inc                               | EOG Resources Inc                                                         | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3451 | NS      | $446973.52    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC Holdings PLC                                                         | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1110000 | PA      | $1018768.80   | 0.23%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF EL SALVADOR                         | El Salvador Government International Bond                                 | CUSIP: EK4903846<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    135000 | PA      | $59062.50     | 0.01%             | 2027-01-18      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK LTD                        | United Overseas Bank Ltd                                                  | CUSIP: 91127KAF9<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $192088.66    | 0.04%             | 2025-04-07      | Fixed         | 3.06%                 | Yes           | 2                  | On Loan: No      |
| Capital One Financial Corp                      | Capital One Financial Corp                                                | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     26800 | NS      | $482400.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| SS&C TECHNOLOGIES INC                           | SS&C Technologies Inc., Term Loan B3                                      | CUSIP: 78466DBD5<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    197768 | PA      | $194801.12    | 0.04%             | 2025-04-16      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| DUBAI GOVT INT'L BONDS                          | Emirate of Dubai Government International Bonds                           | CUSIP: ZO2911030<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    400000 | PA      | $285950.26    | 0.06%             | 2050-09-09      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                    | Broadcom Inc                                                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2625 | NS      | $1467716.25   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                          | AngloGold Ashanti Holdings PLC                                            | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $173466.89    | 0.04%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Equitable Holdings Inc                          | Equitable Holdings Inc                                                    | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     21900 | NS      | $411939.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Vinci SA                                        | Vinci SA                                                                  | CUSIP: F5879X108<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     25284 | NS      | $2520482.93   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| SS&C TECHNOLOGIES INC                           | SS&C Technologies Inc., Term Loan B6                                      | CUSIP: 78466DBG8<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     44664 | PA      | $43951.89     | 0.01%             | 2029-03-22      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                   | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $169134.81    | 0.04%             | 2041-01-07      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF JORDAN                               | Jordan Government International Bond                                      | CUSIP: 418097AK7<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $191466.40    | 0.04%             | 2025-07-07      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                        | Capital One Financial Corp                                                | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    295000 | PA      | $231687.29    | 0.05%             | N/A             | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                         | KazMunayGas National Co JSC                                               | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $148200.00    | 0.03%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| DISCOVERY PURCHASER CORP                        | Discovery Purchaser Corporation, Term Loan                                | CUSIP: BL3878735<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    315000 | PA      | $288146.25    | 0.06%             | 2029-08-03      | Variable      | 7.97%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                     | RCKT Mortgage Trust 2022-2                                                | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    747112 | PA      | $570747.45    | 0.13%             | 2052-02-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Xcel Energy Inc                                 | Xcel Energy Inc                                                           | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     21770 | NS      | $1526294.70   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Axis Capital Holdings Ltd                       | Axis Capital Holdings Ltd                                                 | CUSIP: 05461T305<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      2500 | NS      | $49000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Parkway Life Real Estate Investment Trust       | Parkway Life Real Estate Investment Trust                                 | CUSIP: N/A<br>LEI: 549300I4DKVD2OF5LW91       | Long             | EC               | CORP              | SG        |     53200 | NS      | $149448.27    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PROOFPOINT INC                                  | Proofpoint, Inc., Term Loan, First Lien                                   | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     62594 | PA      | $60342.22     | 0.01%             | 2028-08-31      | Variable      | 7.98%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | Credit Suisse Group AG                                                    | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $215000.24    | 0.05%             | N/A             | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| TC Energy Corp                                  | TC Energy Corp                                                            | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     27006 | NS      | $1076649.84   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                       | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    140000 | PA      | $86685.19     | 0.02%             | 2045-01-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| WESCO International Inc                         | WESCO International Inc                                                   | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |      6800 | NS      | $178296.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| GOVERNMENT OF JAMAICA                           | Jamaica Government International Bond                                     | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    215000 | PA      | $251172.39    | 0.06%             | 2039-03-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                        | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2713304 | PA      | $2350678.90   | 0.52%             | 2052-05-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC Holdings PLC                                                         | CUSIP: 404280AS8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $290909.00    | 0.06%             | N/A             | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government International Bond                    | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $146340.00    | 0.03%             | 2049-09-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2022-HQA1                                   | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99313.48     | 0.02%             | 2042-03-25      | Variable      | 7.43%                 | Yes           | 2                  | On Loan: No      |
| Vanguard Short-Term Bond ETF                    | Vanguard Short-Term Bond ETF                                              | CUSIP: 921937827<br>LEI: N/A                  | Long             | EC               | RF                | US        |    175131 | NS      | $13183861.68  | 2.94%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1361712 | PA      | $1237521.15   | 0.28%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent                           | American Homes 4 Rent                                                     | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     71000 | NS      | $2139940.00   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Athene Holding Ltd                              | Athene Holding Ltd                                                        | CUSIP: 04686J309<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     19590 | NS      | $468984.60    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2022-DNA5                                   | CUSIP: 35564KYP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1047023.80   | 0.23%             | 2042-06-25      | Variable      | 8.43%                 | Yes           | 2                  | On Loan: No      |
| UEP PENONOME II SA                              | UEP Penonome II SA                                                        | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    184656 | PA      | $135029.47    | 0.03%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm, Inc., Term Loan E                                              | CUSIP: 89364MBQ6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     39897 | PA      | $39539.36     | 0.01%             | 2025-05-30      | Variable      | 6.98%                 | No            | 2                  | On Loan: No      |
| BlackRock Inc                                   | BlackRock Inc                                                             | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       446 | NS      | $316048.98    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                          | Eskom Holdings SOC Ltd                                                    | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $184500.00    | 0.04%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| AIR LEASE CORP                                  | Air Lease Corp                                                            | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    395000 | PA      | $330109.36    | 0.07%             | N/A             | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                      | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    415000 | PA      | $328887.50    | 0.07%             | N/A             | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain                             | Cie de Saint-Gobain                                                       | CUSIP: F80343100<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     18804 | NS      | $919906.68    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                | Exxon Mobil Corp                                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     23963 | NS      | $2643118.90   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                        | Element Materials Technology Group US Holdings Inc., Term Loan            | CUSIP: BL3903004<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     26842 | PA      | $26294.14     | 0.01%             | 2029-04-12      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| EDP Renovaveis SA                               | EDP Renovaveis SA                                                         | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | PT        |      2594 | NS      | $57160.17     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MARKEL CORP                                     | Markel Corp                                                               | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    681000 | PA      | $658867.50    | 0.15%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                           | Caesars Entertainment Inc                                                 | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1433221.36   | 0.32%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| EXPORT-IMPORT BK INDIA                          | Export-Import Bank of India                                               | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $157131.60    | 0.04%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                          | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1881750.00   | 0.42%             | N/A             | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                          | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $537366.00    | 0.12%             | N/A             | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                       | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121658.75    | 0.03%             | N/A             | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| PPG Industries Inc                              | PPG Industries Inc                                                        | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1972 | NS      | $247959.28    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                 | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $164640.78    | 0.04%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| Volkswagen AG                                   | Volkswagen AG                                                             | CUSIP: 549716900<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |      4086 | NS      | $506866.62    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Hydro One Ltd                                   | Hydro One Ltd                                                             | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |     10745 | NS      | $287829.51    | 0.06%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Home Depot Inc/The                              | Home Depot Inc/The                                                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      5439 | NS      | $1717962.54   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| ANTICIMEX GLOBAL AB                             | Anticimex International AB, Term Loan B1                                  | CUSIP: N/A<br>LEI: 54930005SBU6WYFBEB41       | Long             | LON              | CORP              | SE        |    198000 | PA      | $191565.00    | 0.04%             | 2028-11-16      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                     | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    625000 | PA      | $559213.13    | 0.12%             | 2028-06-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Clearway Energy Inc                             | Clearway Energy Inc                                                       | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     13320 | NS      | $424508.40    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Holdings Inc                              | Crown Holdings Inc                                                        | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     13876 | NS      | $1140745.96   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| VERSCEND HOLDING CORP                           | Verscend Holding Corp., Term Loan B                                       | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    243847 | PA      | $242780.65    | 0.05%             | 2025-08-27      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| Deere & Co                                      | Deere & Co                                                                | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       758 | NS      | $325000.08    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                        | Banco Bilbao Vizcaya Argentaria SA                                        | CUSIP: 05946KAG6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $574503.41    | 0.13%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| 3i Infrastructure PLC                           | 3i Infrastructure PLC                                                     | CUSIP: BF5FX1900<br>LEI: 549300SQ4ZSVSWC6H750 | Long             | EC               | RF                | GB        |     42908 | NS      | $173225.50    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 3140MUXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535817 | PA      | $516151.63    | 0.12%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LONDON                           | Macquarie Bank Ltd/London                                                 | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $430928.59    | 0.10%             | N/A             | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| OQ SAOC                                         | OQ SAOC                                                                   | CUSIP: 67624L2A5<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | CORP              | OM        |    200000 | PA      | $189230.40    | 0.04%             | 2028-05-06      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Chubb Ltd                                       | Chubb Ltd                                                                 | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |      3756 | NS      | $828573.60    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| ORGANON & CO                                    | Organon & Co, Term Loan                                                   | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    430831 | PA      | $427715.64    | 0.10%             | 2028-06-02      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Flughafen Zurich AG                             | Flughafen Zurich AG                                                       | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |      4954 | NS      | $766583.02    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| RKPF OVERSEAS 2020 A LTD                        | RKPF Overseas 2020 A Ltd                                                  | CUSIP: BN3253570<br>LEI: 254900LKOLISWWIE7W36 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $142525.59    | 0.03%             | 2026-01-12      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| EOS US FINCO LLC                                | EOS Finco Sarl, Term Loan                                                 | CUSIP: 26877MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $97625.00     | 0.02%             | 2029-08-03      | Variable      | 9.61%                 | No            | 2                  | On Loan: No      |
| MA FINANCECO LLC                                | Seattle Spinco, Inc., Term Loan B5                                        | CUSIP: 81271EAC5<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |    488253 | PA      | $488252.86    | 0.11%             | 2027-01-14      | Variable      | 8.42%                 | No            | 2                  | On Loan: No      |
| Exelon Corp                                     | Exelon Corp                                                               | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      1267 | NS      | $54772.41     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| STANDARD INDUSTRIES INC                         | Standard Industries Inc., Term Loan B                                     | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |    207225 | PA      | $204968.52    | 0.05%             | 2028-09-22      | Variable      | 6.43%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                              | Banco Santander SA                                                        | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $647790.21    | 0.14%             | N/A             | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                    | US Foods, Inc., Term Loan B                                               | CUSIP: 90351HAE8<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    931072 | PA      | $928338.86    | 0.21%             | 2028-11-22      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| MATADOR RESOURCES CO                            | Matador Resources Co                                                      | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240364.76    | 0.05%             | 2026-09-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                                     | Southern Co/The                                                           | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $250250.00    | 0.06%             | 2051-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHS Inc                                         | CHS Inc                                                                   | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     24270 | NS      | $583208.10    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| CALUMET SPECIALTY PROD                          | Calumet Specialty Products Partners LP / Calumet Finance Corp             | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $233750.00    | 0.05%             | 2027-01-15      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                        | Citizens Financial Group Inc                                              | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    260000 | PA      | $236801.52    | 0.05%             | N/A             | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                     | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378257.10    | 0.08%             | 2026-01-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| ARCOS DORADOS BV                                | Arcos Dorados BV                                                          | CUSIP: 03965TAB9<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $193798.00    | 0.04%             | 2029-05-27      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                      | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1938141.97   | 0.43%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                          | Oman Government International Bond                                        | CUSIP: AQ7342613<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $187110.80    | 0.04%             | 2048-01-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NXP Semiconductors NV                           | NXP Semiconductors NV                                                     | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | US        |      1402 | NS      | $221558.06    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ACCESS BANK PLC                                 | Access Bank PLC                                                           | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    200000 | PA      | $153420.00    | 0.03%             | 2026-09-21      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                     | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $124509.16    | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| ConocoPhillips                                  | ConocoPhillips                                                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      7538 | NS      | $889484.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                         | Procter & Gamble Co/The                                                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      9826 | NS      | $1489228.56   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                          | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $176885.82    | 0.04%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           | 2                  | On Loan: No      |
| EDP - Energias de Portugal SA                   | EDP - Energias de Portugal SA                                             | CUSIP: X67925119<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |    109126 | NS      | $543971.83    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                        | Development Bank of Kazakhstan JSC                                        | CUSIP: 48129VAA4<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $199600.00    | 0.04%             | 2025-05-12      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| NiSource Inc                                    | NiSource Inc                                                              | CUSIP: 65473P881<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |     10000 | NS      | $242900.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF ZAMBIA                              | Zambia Government International Bond                                      | CUSIP: 988895AE8<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    425000 | PA      | $191250.00    | 0.04%             | 2024-04-14      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2022-INV1                             | CUSIP: 36264TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    564365 | PA      | $451255.49    | 0.10%             | 2052-07-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                              | CUSIP: 902613AG3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    685000 | PA      | $572421.26    | 0.13%             | N/A             | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| FREEPORT LNG INVESTMENTS                        | Freeport LNG Investments, LLLP, Term Loan A                               | CUSIP: N/A<br>LEI: 549300LR5YVRZH4YPQ33       | Long             | LON              | CORP              | US        |    402333 | PA      | $382216.30    | 0.09%             | 2026-11-16      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                              | Energy Transfer LP                                                        | CUSIP: 29273V605<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      5400 | NS      | $118206.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| DELTA TOPCO INC                                 | Delta TopCo, Inc., Term Loan B                                            | CUSIP: 24780DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    361579 | PA      | $335183.81    | 0.07%             | 2027-12-01      | Variable      | 8.15%                 | No            | 2                  | On Loan: No      |
| Pembina Pipeline Corp                           | Pembina Pipeline Corp                                                     | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |     23938 | NS      | $812548.36    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| ASML Holding NV                                 | ASML Holding NV                                                           | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      3798 | NS      | $2070865.72   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                  | Amazon.com Inc                                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      8060 | NS      | $677040.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams Cos Inc/The                            | Williams Cos Inc/The                                                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     56897 | NS      | $1871911.30   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                   | Medtronic PLC                                                             | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |      4297 | NS      | $333962.84    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                        | NAK Naftogaz Ukraine via Kondor Finance PLC                               | CUSIP: AZ6401204<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $31000.00     | 0.01%             | 2024-07-19      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| FIRST STUDENT BIDCO INC                         | First Student Bidco Inc, Term Loan C                                      | CUSIP: 33718FAB6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     70318 | PA      | $63769.49     | 0.01%             | 2028-07-21      | Variable      | 7.73%                 | No            | 2                  | On Loan: No      |
| Mid-America Apartment Communities Inc           | Mid-America Apartment Communities Inc                                     | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     13600 | NS      | $2135064.00   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                    | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $157530.72    | 0.04%             | 2034-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| STATE OF QATAR                                  | Qatar Government International Bond                                       | CUSIP: BH6210380<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    405000 | PA      | $371117.26    | 0.08%             | 2050-04-16      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| IHS Holding Ltd                                 | IHS Holding Ltd                                                           | CUSIP: G4701H109<br>LEI: 213800CLGMKL63VKTD94 | Long             | EC               | CORP              | US        |     11544 | NS      | $70995.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LENOVO GROUP LTD                                | Lenovo Group Ltd                                                          | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $158600.43    | 0.04%             | 2030-11-02      | Fixed         | 3.42%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                        | Virgin Media Bristol LLC, Term Loan N                                     | CUSIP: BL3183086<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $246272.50    | 0.05%             | 2028-01-31      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac Structured Agency Credit Risk Debt Notes                      | CUSIP: 35564KDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    315000 | PA      | $311644.71    | 0.07%             | 2033-08-25      | Variable      | 6.23%                 | Yes           | 2                  | On Loan: No      |
| PepsiCo Inc                                     | PepsiCo Inc                                                               | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1155 | NS      | $208662.30    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                        | Sweihan PV Power Co PJSC                                                  | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |    198642 | PA      | $159161.90    | 0.04%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| AXIS SPECIALTY FINANCE                          | AXIS Specialty Finance LLC                                                | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $369000.00    | 0.08%             | 2040-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm, Inc., Term Loan F                                              | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     63672 | PA      | $63019.16     | 0.01%             | 2025-12-09      | Variable      | 6.98%                 | No            | 2                  | On Loan: No      |
| Digital Realty Trust Inc                        | Digital Realty Trust Inc                                                  | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     18740 | NS      | $1879059.80   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED AIRLINES INC                             | United Airlines, Inc., Term Loan B                                        | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    367197 | PA      | $363602.12    | 0.08%             | 2028-04-21      | Variable      | 8.11%                 | No            | 2                  | On Loan: No      |
| Applied Materials Inc                           | Applied Materials Inc                                                     | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2390 | NS      | $232738.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| American Electric Power Co Inc                  | American Electric Power Co Inc                                            | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      3403 | NS      | $323114.85    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Monster Beverage Corp                           | Monster Beverage Corp                                                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      7888 | NS      | $800868.64    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Dover Corp                                      | Dover Corp                                                                | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      2259 | NS      | $305891.19    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                     | CUSIP: QJ1137778<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    115000 | PA      | $27542.50     | 0.01%             | 2024-09-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| HeidelbergCement AG                             | HeidelbergCement AG                                                       | CUSIP: D31709104<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     17084 | NS      | $968064.82    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                              | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1365000 | PA      | $1342918.89   | 0.30%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| INDIAN RAILWAY FINANCE                          | Indian Railway Finance Corp Ltd                                           | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $171108.00    | 0.04%             | 2032-01-21      | Fixed         | 3.57%                 | Yes           | 2                  | On Loan: No      |
| ANTOFAGASTA PLC                                 | Antofagasta PLC                                                           | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196158.96    | 0.04%             | 2032-05-13      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Glencore PLC                                    | Glencore PLC                                                              | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | GB        |    287383 | NS      | $1916454.84   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| 24 Hour Fitness Worldwide Inc                   | 24 Hour Fitness Worldwide Inc                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    174789 | NS      | $1398.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Trane Technologies PLC                          | Trane Technologies PLC                                                    | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |      2154 | NS      | $362065.86    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                    | Alphabet Inc                                                              | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4098 | NS      | $363615.54    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                          | Oman Government International Bond                                        | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $201101.60    | 0.04%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Simon Property Group Inc                        | Simon Property Group Inc                                                  | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     39400 | NS      | $4628712.00   | 1.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Bradesco SA                               | Banco Bradesco SA                                                         | CUSIP: B00FM5901<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |    323300 | NS      | $922209.03    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Aeroportuario del Centro Norte SAB de CV  | Grupo Aeroportuario del Centro Norte SAB de CV                            | CUSIP: 400501102<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               | CORP              | MX        |      8515 | NS      | $526567.60    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF RWANDA                              | Rwanda International Government Bond                                      | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |    300000 | PA      | $227334.00    | 0.05%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                                       | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $162470.00    | 0.04%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           | 2                  | On Loan: No      |
| Pennon Group PLC                                | Pennon Group PLC                                                          | CUSIP: N/A<br>LEI: 213800V1CCTS41GWH423       | Long             | EC               | CORP              | GB        |      5089 | NS      | $54714.82     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AVAYA INC                                       | Avaya Inc                                                                 | CUSIP: 053499AL3<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $402600.00    | 0.09%             | 2028-09-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                        | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries          | CUSIP: 75973PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $167937.33    | 0.04%             | 2028-07-14      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| VTR COMUNICACIONES SPA                          | VTR Comunicaciones SpA                                                    | CUSIP: 918367AA1<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |    160000 | PA      | $99368.34     | 0.02%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                        | Celulosa Arauco y Constitucion SA                                         | CUSIP: 151191BL6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    205000 | PA      | $178121.30    | 0.04%             | 2050-01-29      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| CENGAGE LEARNING INC                            | Cengage Learning, Inc., Term Loan B                                       | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    518249 | PA      | $467315.26    | 0.10%             | 2026-07-14      | Variable      | 7.81%                 | No            | 2                  | On Loan: No      |
| BANCO DE CREDITO DEL PER                        | Banco de Credito del Peru S.A                                             | CUSIP: 05971U2D8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     65000 | PA      | $57148.26     | 0.01%             | 2031-09-30      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| NEMAK SAB DE CV                                 | Nemak SAB de CV                                                           | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $156446.96    | 0.03%             | 2031-06-28      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| MISSION BROADCASTING INC                        | Mission Broadcasting, Inc., Term Loan B                                   | CUSIP: 605024AS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83938 | PA      | $82608.35     | 0.02%             | 2028-06-03      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Sembcorp Industries Ltd                         | Sembcorp Industries Ltd                                                   | CUSIP: B08X16905<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |    177400 | NS      | $447897.65    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF ECUADOR                             | Ecuador Government International Bond                                     | CUSIP: ZO2094340<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    137000 | PA      | $62984.11     | 0.01%             | 2035-07-31      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                             | Nigeria Government International Bond                                     | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $331000.00    | 0.07%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| MISC CAPITAL TWO LABUAN                         | Misc Capital Two Labuan Ltd                                               | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    215000 | PA      | $194807.56    | 0.04%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings, Inc., Term Loan, First Lien                            | CUSIP: 74839XAF6<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    166562 | PA      | $165013.56    | 0.04%             | 2027-01-31      | Variable      | 7.01%                 | No            | 2                  | On Loan: No      |
| KESTREL BIDCO INC                               | Kestrel Bidco Inc., Term Loan B                                           | CUSIP: N/A<br>LEI: 5493004LHNGMD0JHE251       | Long             | LON              | CORP              | CA        |    947771 | PA      | $869433.33    | 0.19%             | 2026-12-11      | Variable      | 7.35%                 | No            | 2                  | On Loan: No      |
| OCKENFELS GROUP GMBH & C                        | Birkenstock GmbH & Co. KG, Term Loan B                                    | CUSIP: BL3604495<br>LEI: 5299000ZMFOERHT5OW39 | Long             | LON              | CORP              | US        |    348642 | PA      | $340907.59    | 0.08%             | 2028-04-28      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp                           | Northrop Grumman Corp                                                     | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       295 | NS      | $160954.95    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France S.A., Term Loan B13                                         | CUSIP: 963YSLII7<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    337591 | PA      | $314945.10    | 0.07%             | 2026-08-14      | Variable      | 8.65%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                       | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    245000 | PA      | $245306.25    | 0.05%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 3140XGV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3966330 | PA      | $3497787.22   | 0.78%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LEVIATHAN BOND LTD                              | Leviathan Bond Ltd                                                        | CUSIP: BK6709079<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     75000 | PA      | $70709.10     | 0.02%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                        | J.P. Morgan Mortgage Trust 2022-6                                         | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    241533 | PA      | $193124.89    | 0.04%             | 2052-11-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| EMERA INC                                       | Emera Inc                                                                 | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    860000 | PA      | $825789.20    | 0.18%             | 2076-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NORTONLIFELOCK INC                              | NortonLifeLock Inc., Term Loan B                                          | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    500000 | PA      | $492605.00    | 0.11%             | 2029-01-28      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                | Duke Energy Corp                                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      7142 | NS      | $735554.58    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| PACKAGING COORDINATORS                          | Packaging Coordinators Midco, Inc., Term Loan, First Lien                 | CUSIP: 69515EAH5<br>LEI: 549300SL20D7D39KSB12 | Long             | LON              | CORP              | US        |    370289 | PA      | $352105.91    | 0.08%             | 2027-11-30      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                      | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $154204.46    | 0.03%             | 2041-08-14      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2022-R06                              | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    970000 | PA      | $991481.43    | 0.22%             | 2042-05-25      | Variable      | 7.78%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2022-HQA3                                   | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     75000 | PA      | $74491.15     | 0.02%             | 2042-08-25      | Variable      | 7.48%                 | Yes           | 2                  | On Loan: No      |
| NETWORK I2I LTD                                 | Network i2i Ltd                                                           | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $174000.00    | 0.04%             | N/A             | Fixed         | 3.98%                 | Yes           | 2                  | On Loan: No      |
| AERCAP GLOBAL AVIATION T                        | AerCap Global Aviation Trust                                              | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |    610000 | PA      | $574998.71    | 0.13%             | 2045-06-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| GULF FINANCE LLC                                | Gulf Finance, LLC, Term Loan                                              | CUSIP: 40227UAC0<br>LEI: 549300GL13V5C6ULWJ40 | Long             | LON              | CORP              | US        |    569250 | PA      | $538889.05    | 0.12%             | 2026-08-25      | Variable      | 11.03%                | No            | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                             | Ecuador Government International Bond                                     | CUSIP: ZO2104560<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    467212 | PA      | $190660.50    | 0.04%             | 2040-07-31      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| LEGAL & GENERAL GROUP                           | Legal & General Group PLC                                                 | CUSIP: AM7838908<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $198875.00    | 0.04%             | 2047-03-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd              | Hong Kong Exchanges & Clearing Ltd                                        | CUSIP: Y3506N139<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      7800 | NS      | $335167.86    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                         | Adani Ports & Special Economic Zone Ltd                                   | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $146623.65    | 0.03%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| FARM CREDIT BK OF TEXAS                         | Farm Credit Bank of Texas                                                 | CUSIP: 30767EAC3<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |    525000 | PA      | $467250.00    | 0.10%             | N/A             | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| GATES GLOBAL LLC                                | Gates Global LLC, Term Loan B3                                            | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |    412640 | PA      | $404692.73    | 0.09%             | 2027-03-31      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | Lloyds Banking Group PLC                                                  | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1255000 | PA      | $1216346.00   | 0.27%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US, Inc., Term Loan B1                                      | CUSIP: 22834KAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125386 | PA      | $148661.69    | 0.03%             | 2024-05-23      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2022-R04                              | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    410000 | PA      | $409042.81    | 0.09%             | 2042-03-25      | Variable      | 7.03%                 | Yes           | 2                  | On Loan: No      |
| Haleon PLC                                      | Haleon PLC                                                                | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |    232201 | NS      | $918730.11    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Micron Technology Inc                           | Micron Technology Inc                                                     | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      4460 | NS      | $222910.80    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                 | CUSIP: 71568QAD9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $168750.00    | 0.04%             | 2047-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                             | Abbott Laboratories                                                       | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     14515 | NS      | $1593601.85   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US, Inc., Term Loan                                         | CUSIP: 22834KAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84847 | PA      | $15709.08     | 0.00%             | 2026-09-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| ICON LUXEMBOURG SARL                            | ICON Luxembourg S.A.R.L., Term Loan                                       | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |    279674 | PA      | $279186.19    | 0.06%             | 2028-07-01      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                     | CUSIP: ZO5317961<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    270000 | PA      | $224116.49    | 0.05%             | 2032-09-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| GOGO INTERMEDIATE HOLDIN                        | GOGO Intermediate Holdings LLC, Term Loan B                               | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    369682 | PA      | $366987.05    | 0.08%             | 2028-04-30      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer            | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $425423.14    | 0.09%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| TRITON WATER HOLDINGS IN                        | Triton Water Holdings, Inc, Term Loan                                     | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |    317246 | PA      | $296109.42    | 0.07%             | 2028-03-31      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| Daiichi Sankyo Co Ltd                           | Daiichi Sankyo Co Ltd                                                     | CUSIP: B0J7D9901<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |     70700 | NS      | $2275599.01   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| RH                                              | Restoration Hardware, Inc., Term Loan B                                   | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |    178548 | PA      | $164755.15    | 0.04%             | 2028-10-15      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| LCPR SR SECURED FIN DAC                         | LCPR Senior Secured Financing DAC                                         | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $248522.45    | 0.06%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                        | First Citizens BancShares Inc/NC                                          | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549340.00    | 0.12%             | N/A             | Variable      | 8.74%                 | No            | 2                  | On Loan: No      |
| China Merchants Port Holdings Co Ltd            | China Merchants Port Holdings Co Ltd                                      | CUSIP: 641613005<br>LEI: 529900GA4UH90FUOR048 | Long             | EC               | CORP              | HK        |    112000 | NS      | $163518.67    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CROCS INC                                       | Crocs Inc, Term Loan B                                                    | CUSIP: 22704NAD4<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |    209375 | PA      | $205710.94    | 0.05%             | 2029-02-19      | Variable      | 7.73%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                          | Standard Chartered PLC                                                    | CUSIP: 853254CD0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $283954.75    | 0.06%             | N/A             | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| QUARTERNORTH ENERGY HOLD                        | QuarterNorth Energy Holding Inc., Exit Term Loan, Second Lien             | CUSIP: 74771KAB3<br>LEI: 549300BC3OH5VUTNXB92 | Long             | LON              | CORP              | US        |    365047 | PA      | $364211.00    | 0.08%             | 2026-08-27      | Variable      | 12.38%                | No            | 2                  | On Loan: No      |
| SEMPRA GLOBAL                                   | Sempra Global                                                             | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159451.04    | 0.04%             | 2032-01-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| BROADSTREET PARTNERS INC                        | Broadstreet Partners, Inc., Term Loan B2                                  | CUSIP: 11132VAR0<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    370312 | PA      | $360591.80    | 0.08%             | 2027-01-27      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                        | Element Materials Technology Group US Holdings Inc., Term Loan            | CUSIP: BL3899012<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     58158 | PA      | $56970.60     | 0.01%             | 2029-04-12      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                           | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1417958 | PA      | $1208866.47   | 0.27%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                         | Global Medical Response, Inc., Term Loan B                                | CUSIP: 00169QAF6<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    820275 | PA      | $579835.85    | 0.13%             | 2025-10-02      | Variable      | 8.42%                 | No            | 2                  | On Loan: No      |
| BELK INC                                        | Belk, Inc., Term Loan                                                     | CUSIP: 07783AAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1695 | PA      | $1501.91      | 0.00%             | 2025-07-31      | Variable      | 12.20%                | No            | 2                  | On Loan: No      |
| PETSMART INC                                    | PetSmart, Inc., Term Loan B                                               | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1098858 | PA      | $1078594.86   | 0.24%             | 2028-02-12      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| ULTRATECH CEMENT LTD                            | UltraTech Cement Ltd                                                      | CUSIP: 90403YAA7<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $158960.80    | 0.04%             | 2031-02-16      | Fixed         | 2.80%                 | Yes           | 2                  | On Loan: No      |
| RYAN SPECIALTY GROUP                            | Ryan Specialty Group, LLC, Term Loan                                      | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    449569 | PA      | $447510.17    | 0.10%             | 2027-09-01      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| CK Infrastructure Holdings Ltd                  | CK Infrastructure Holdings Ltd                                            | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | HK        |     64500 | NS      | $336563.36    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| CRH PLC                                         | CRH PLC                                                                   | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     36346 | NS      | $1445485.48   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| SS&C TECHNOLOGIES INC                           | SS&C Technologies Inc., Term Loan B7                                      | CUSIP: 78466DBH6<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     67298 | PA      | $66225.40     | 0.01%             | 2029-03-22      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| LAND O'LAKES INC                                | Land O' Lakes Inc                                                         | CUSIP: 514666AK2<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2103750.00   | 0.47%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| INTELSAT JACKSON HLDG                           | Intelsat Jackson Holdings S.A., Term Loan B                               | CUSIP: L5137LAF2<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |      3138 | PA      | $3036.41      | 0.00%             | 2023-11-27      | Variable      | 12.25%                | No            | 2                  | On Loan: No      |
| HANESBRANDS INC                                 | Hanesbrands Inc                                                           | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89357.09     | 0.02%             | 2026-05-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| BHP Group Ltd                                   | BHP Group Ltd                                                             | CUSIP: 614469005<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     27094 | NS      | $839289.24    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                             | Suzano Austria GmbH                                                       | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $168274.00    | 0.04%             | 2028-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Corp                               | Toyota Motor Corp                                                         | CUSIP: 690064001<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    149700 | NS      | $2042288.65   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| ALI GROUP NORTH AMERICA                         | Ali Group North America Corporation, Term Loan B                          | CUSIP: 01608UAE7<br>LEI: 815600323321F0921705 | Long             | LON              | CORP              | IT        |    331667 | PA      | $329593.74    | 0.07%             | 2028-10-13      | Variable      | 6.44%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc             | Sumitomo Mitsui Financial Group Inc                                       | CUSIP: J7771X109<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     50500 | NS      | $2031736.67   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                        | Saudi Government International Bond                                       | CUSIP: ZP6092883<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    385000 | PA      | $304337.91    | 0.07%             | 2055-01-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                         | AMC Entertainment Holdings Inc                                            | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $50625.00     | 0.01%             | 2026-06-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Airbus SE                                       | Airbus SE                                                                 | CUSIP: 401225909<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |     23957 | NS      | $2848544.48   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| ING Groep NV                                    | ING Groep NV                                                              | CUSIP: N4578E595<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    122916 | NS      | $1497257.97   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Sony Group Corp                                 | Sony Group Corp                                                           | CUSIP: J76379106<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     37400 | NS      | $2850686.91   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                        | Uruguay Government International Bond                                     | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   6200000 | PA      | $133926.20    | 0.03%             | 2031-05-21      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                             | Dominion Energy Inc                                                       | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     13611 | NS      | $834626.52    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| VODAFONE GROUP PLC                              | Vodafone Group PLC                                                        | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $304306.64    | 0.07%             | 2081-06-04      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAPITAL L                        | Outfront Media Capital LLC, Term Loan B                                   | CUSIP: 12505MAF3<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |     73000 | PA      | $70513.62     | 0.02%             | 2026-11-18      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY             | Fixed Income Clearing Corp                                                | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   3122264 | PA      | $3122263.85   | 0.70%             |  |  |  | No            | 2                  | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding, LLC, Term Loan B                                     | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    190523 | PA      | $187374.59    | 0.04%             | 2028-04-22      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| SRS Distribution Inc                            | SRS Distribution Inc                                                      | CUSIP: 78466YAP3<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |     70000 | PA      | $67068.75     | 0.01%             | 2028-06-04      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                         | HCA Inc                                                                   | CUSIP: 40412C101<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | EC               | CORP              | US        |      1423 | NS      | $341463.08    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI                      | Alliant Holdings Intermediate, LLC, Term Loan B4                          | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    342757 | PA      | $335473.38    | 0.07%             | 2027-11-06      | Variable      | 7.85%                 | No            | 2                  | On Loan: No      |
| DSV A/S                                         | DSV A/S                                                                   | CUSIP: B1WT5G909<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      5444 | NS      | $860898.65    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                          | CUSIP: 3132DNAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1941027 | PA      | $1590810.09   | 0.35%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    635000 | PA      | $555793.28    | 0.12%             | N/A             | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ELECTRICIDAD FIRME DE ME                        | Electricidad Firme de Mexico Holdings SA de CV                            | CUSIP: 28504MAA1<br>LEI: 549300B9KK10OSYRIY06 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $175750.00    | 0.04%             | 2026-11-20      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| PG&E CORP                                       | PG&E Corp                                                                 | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    484000 | PA      | $441815.79    | 0.10%             | 2028-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | Credit Suisse Group AG                                                    | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    575000 | PA      | $500250.00    | 0.11%             | N/A             | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| AECOM TECHNOLOGY                                | AECOM, Term Loan B                                                        | CUSIP: 00766WAV5<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | LON              | CORP              | US        |      2798 | PA      | $2798.95      | 0.00%             | 2028-04-13      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US, Inc., Term Loan                                         | CUSIP: N/A<br>LEI: 2138005YBTL32WI3LH04       | Long             | LON              | CORP              | GB        |    294000 | PA      | $52080.63     | 0.01%             | 2023-05-31      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

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

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Vice President and Funds Controller