# EDGAR Filing Document

**Accession Number:** 0002040315
**File Stem:** 0001752724-25-205914
**Filing Date:** 2025-8
**Character Count:** 214528
**Document Hash:** fd18b72f8caed23e7a69078248917a30
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-205914.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-205914

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Capital Group KKR Core Plus (plus)
- **CENTRAL INDEX KEY:** 0002040315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-24016
- **FILM NUMBER:** 251257073

**BUSINESS ADDRESS:**
- **STREET 1:** 6455 IRVINE CENTER DRIVE
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92618
- **BUSINESS PHONE:** 213-486-9200

**MAIL ADDRESS:**
- **STREET 1:** 333 SOUTH HOPE STREET
- **STREET 2:** 55TH FLOOR
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Capital Group KKR Core Plus (plus)

- **b. Investment Company Act file number:** 811-24016

- **c. CIK number of Registrant:** 0002040315

- **d. LEI of Registrant:** 254900FNR428RJ1XK344

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

  - **Street Address 1:** 6455 Irvine Center Drive

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618-4518

  - **Telephone number:** 213-486-9200

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

- **a. Name of Series:** Capital Group KKR Core Plus (plus)

- **c. LEI of Series:** 254900FNR428RJ1XK344

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $193532349.20

**Total Liabilities:** $28910587.47

**Net Assets:** $164621761.73

**Delayed Delivery Securities:** $706882.16

**Stand-by Commitments:** $16367056.32

**Cash Not Reported:** $2137994.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 32.08899000 | **1-Year:** 3442.46189000 | **5-Year:** 18638.50785000 | **10-Year:** 13569.87963000 | **30-Year:** 1076.88540000

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

- **3-Month:** 21.66924000 | **1-Year:** 3057.87288000 | **5-Year:** 6305.65636000 | **10-Year:** 6072.47805000 | **30-Year:** 18.03069000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000004 | 0.00%                | -0.12%               | 1.80%                |
| Class ID C000000005 | 0.00%                | -0.12%               | 1.80%                |
| Class ID C000000002 | 0.00%                | -0.14%               | 1.78%                |
| Class ID C000000001 | 0.00%                | -0.13%               | 1.78%                |
| Class ID C000000003 | 0.00%                | -0.15%               | 1.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $98974.20                | $839455.98                                 |
| Month 2  | $-260655.72              | $-427942.88                                |
| Month 3  | $-135747.08              | $1517645.11                                |

**Designated Index Information**

- **Index Name:** 60% U.S. Corporate Investment Grade 40% U.S. Corporate High Yield

- **Index Identifier:** 39425

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MEDLINE BORROWER/MEDL CO                                          | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71997.38     | 0.04%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                          | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19869.15     | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                               | Freddie Mac STACR REMIC Trust 2020-HQA1                                          | CUSIP: 35565JBE0<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $485374.30    | 0.29%             | 2050-01-25      | Floating      | 9.52%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                           | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70964.32     | 0.04%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                                        | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92989.98     | 0.06%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                 | Brown & Brown Inc                                                                | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130575.11    | 0.08%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1047290.60   | 0.64%             | 2058-05-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     64000 | PA      | $61870.05     | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                      | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29011.95     | 0.02%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KNQY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213878 | PA      | $169534.56    | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                          | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10155.31     | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                          | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149740.52    | 0.09%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Bonterra LLC - TL 1L DD 03/25                                     | Bonterra LLC - TL 1L DD 03/25                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    708029 | PA      | $704488.86    | 0.43%             | 2032-03-05      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179385.19    | 0.11%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Navient Corp - TL 06/25 Class B                                   | Navient Corp - TL 06/25 Class B                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    502948 | PA      | $502948.00    | 0.31%             | 2026-06-12      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| BOEING CO                                                         | Boeing Co/The                                                                    | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30863.79     | 0.02%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                            | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48612.72     | 0.03%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Unison Trust 2025-1 - UNSN 2025-1 A                               | Unison Trust 2025-1 - UNSN 2025-1 A                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570947 | PA      | $1443733.28   | 0.88%             | 2055-07-25      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62468.09     | 0.04%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                           | Borr IHC Ltd / Borr Finance LLC                                                  | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    178049 | PA      | $162762.58    | 0.10%             | 2028-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                          | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    175000 | PA      | $122937.50    | 0.07%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                        | AbbVie Inc                                                                       | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250319.89    | 0.15%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RFB5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $416302.91    | 0.25%             | 2028-08-21      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                          | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $167353.01    | 0.10%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                           | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204420.20    | 0.12%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                             | Mexico Government International Bond                                             | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $209085.00    | 0.13%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Eagle Railcar Services Roscoe Inc - Revolver 1L 06/25             | Eagle Railcar Services Roscoe Inc - Revolver 1L 06/25                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    451770 | PA      | $451770.00    | 0.27%             | 2032-05-22      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| ADVANCE AUTO PARTS                                                | Advance Auto Parts Inc                                                           | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    180000 | PA      | $168796.40    | 0.10%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199835.46    | 0.12%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                         | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28725.61     | 0.02%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    150000 | PA      | $149339.15    | 0.09%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                      | DC Commercial Mortgage Trust 2023-DC                                             | CUSIP: 24023AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $262458.60    | 0.16%             | 2040-09-12      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| ResaPowerLLC-TL1L04/25                                            | ResaPowerLLC-TL1L04/25                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2583350 | PA      | $2576116.93   | 1.56%             | 2032-04-28      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                             | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50553.30     | 0.03%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $48840.85     | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                             | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    215000 | PA      | $224840.55    | 0.14%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA US FIN                                                     | Takeda US Financing Inc                                                          | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201152.00    | 0.12%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                     | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    160000 | PA      | $163804.32    | 0.10%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38231.27     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Clarience Technologies LLC - TL 1L 06/25 (2025 Incremental)       | Clarience Technologies LLC - TL 1L 06/25 (2025 Incremental)                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29129 | PA      | $29129.01     | 0.02%             | 2032-02-13      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Ares Secondaries Pbn Finance Co IV LLC - TL DD B 05/25            | Ares Secondaries Pbn Finance Co IV LLC - TL DD B 05/25                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    461538 | PA      | $463291.84    | 0.28%             | 2039-04-14      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| Bank5                                                             | BANK5 2023-5YR1                                                                  | CUSIP: 06644EBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1087000 | PA      | $1132930.32   | 0.69%             | 2056-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                 | CUSIP: 31426K5G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    326657 | PA      | $304109.54    | 0.18%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                               | American Express Co                                                              | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127648.31    | 0.08%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                          | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69157.34     | 0.04%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                              | Bayer US Finance LLC                                                             | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210061.61    | 0.13%             | 2029-01-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr                                    | Credit Acceptance Auto Loan Trust 2024-3                                         | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $121436.57    | 0.07%             | 2035-01-16      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    107000 | PA      | $99507.09     | 0.06%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fortna Group Inc - Revolver 1L 01/25                              | Fortna Group Inc - Revolver 1L 01/25                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3420753 | PA      | $3420753.00   | 2.08%             | 2029-06-01      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| PARK INTERMED HOLDINGS                                            | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38781.19     | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UNISYS CORP                                                       | Unisys Corp                                                                      | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81442.04     | 0.05%             | 2031-01-15      | Fixed         | 10.62%                | Yes           |                  2 | On Loan: No      |
| Homrich & Berg Inc - TL 1L DD 11/24                               | Homrich & Berg Inc - TL 1L DD 11/24                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1097250 | PA      | $1097250.00   | 0.67%             | 2031-11-17      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| Avis Budget Rental Car Funding                                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHR8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103057.80    | 0.06%             | 2028-08-21      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                 | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57735.85     | 0.04%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                  | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6207891 | PA      | $6212452.88   | 3.77%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                          | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71872.57     | 0.04%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Tropicana Products Inc - Revolver 1L 02/25                        | Tropicana Products Inc - Revolver 1L 02/25                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3534777 | PA      | $3534777.38   | 2.15%             | 2029-01-24      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac - STACR                                               | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |   1561055 | PA      | $1609067.12   | 0.98%             | 2042-04-25      | Floating      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| PERATON CORP                                                      | Peraton Corp                                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     18949 | PA      | $16749.96     | 0.01%             | 2028-02-01      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                          | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85121.44     | 0.05%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $401965.49    | 0.24%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                             | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109307.93    | 0.07%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                          | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $49906.01     | 0.03%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                  | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68070.77     | 0.04%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20308.50     | 0.01%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Xylem Kendall - TL 1L DD-A 06/25 (6th Amendment)                  | Xylem Kendall - TL 1L DD-A 06/25 (6th Amendment)                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44543 | PA      | $44542.82     | 0.03%             | 2030-04-22      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1999801 | PA      | $2066903.17   | 1.26%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                          | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51192.30     | 0.03%             | 2029-10-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Eagle Railcar Services Roscoe Inc - TL 1L DD 06/25                | Eagle Railcar Services Roscoe Inc - TL 1L DD 06/25                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    501966 | PA      | $500711.09    | 0.30%             | 2032-06-13      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| Avis Budget Rental Car Funding                                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJU9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101803.50    | 0.06%             | 2029-12-20      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                               | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158869.57    | 0.10%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue                                    | Multifamily Connecticut Avenue Securities Trust 2025-01                          | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258000 | PA      | $259283.55    | 0.16%             | 2055-05-25      | Floating      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80700.10     | 0.05%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                    | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32252.25     | 0.02%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                            | Diamondback Energy Inc                                                           | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116150.55    | 0.07%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                    | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54806.40     | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Sunrun Julius Issuer                                              | Sunrun Julius Issuer 2023-2 LLC                                                  | CUSIP: 86772JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    722752 | PA      | $725226.26    | 0.44%             | 2059-01-30      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                        | US Bancorp                                                                       | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112132.88    | 0.07%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                        | Viasat Inc                                                                       | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47298.54     | 0.03%             | 2028-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AG ISSUER LLC                                                     | AG Issuer LLC                                                                    | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $130106.34    | 0.08%             | 2028-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050676<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $24503.36     | 0.01%             | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                      | Synopsys Inc                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149244.78    | 0.09%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                                | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19497.08     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ares Secondaries Pbn Finance Co IV LLC - TL DD A 05/25            | Ares Secondaries Pbn Finance Co IV LLC - TL DD A 05/25                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    923077 | PA      | $917538.54    | 0.56%             | 2039-04-14      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| VetCorProfessionalPracticesLLC-TL1LB08/22                         | VetCorProfessionalPracticesLLC-TL1LB08/22                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2654497 | PA      | $2654496.73   | 1.61%             | 2029-08-31      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| SOUTHERN CAL EDISON                                               | Southern California Edison Co                                                    | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171893.28    | 0.10%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Clarience Technologies LLC - Revolver 1L 06/25 (2025 Replacement) | Clarience Technologies LLC - Revolver 1L 06/25 (2025 Replacement)                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139057 | PA      | $139057.24    | 0.08%             | 2031-02-13      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| DISH NETWORK CORP                                                 | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    421000 | PA      | $434301.92    | 0.26%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     61162 | PA      | $60497.82     | 0.04%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                                    | American Credit Acceptance Receivables Trust 2023-1                              | CUSIP: 02530UAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $838092.72    | 0.51%             | 2029-12-12      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66045.32     | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                            | Philip Morris International Inc                                                  | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50336.80     | 0.03%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                    | Transocean Inc                                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     32000 | PA      | $32933.09     | 0.02%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                  | Peruvian Government International Bond                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $53973.00     | 0.03%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    110000 | PA      | $113135.55    | 0.07%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                         | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175504.26    | 0.11%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                            | Verizon Communications Inc                                                       | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252177.41    | 0.15%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                           | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $70792.82     | 0.04%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    575000 | PA      | $570153.17    | 0.35%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA                                                                          | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $254646.22    | 0.15%             | 2031-05-28      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                          | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    400000 | PA      | $402551.20    | 0.24%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                | Banco Santander SA                                                               | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207705.76    | 0.13%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                           | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $416037.60    | 0.25%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                             | Norfolk Southern Corp                                                            | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95598.19     | 0.06%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2957000 | PA      | $2981710.76   | 1.81%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| West Star Aviation Inc - TL 1L 05/25                              | West Star Aviation Inc - TL 1L 05/25                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3100000 | PA      | $3088530.00   | 1.88%             | 2032-05-20      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $128891.11    | 0.08%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253228.85    | 0.15%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2907000 | PA      | $2985812.99   | 1.81%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                     | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237095.50    | 0.14%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Affirm Inc                                                        | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100475.98    | 0.06%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                            | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40398.32     | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                          | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9856.05      | 0.01%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    304950 | PA      | $309953.09    | 0.19%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                            | Chubb INA Holdings LLC                                                           | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101932.43    | 0.06%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                                    | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20170.12     | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ALA Trust                                                         | ALA Trust 2025-OANA                                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142000 | PA      | $142999.21    | 0.09%             | 2040-06-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FIN LLC/CO-ISS II                                          | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                             | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60372.48     | 0.04%             | 2027-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                               | Gilead Sciences Inc                                                              | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49392.59     | 0.03%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                       | RCKT Mortgage Trust 2024-CES8                                                    | CUSIP: 749421AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3036837.00   | 1.84%             | 2044-11-25      | Fixed         | 8.39%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                           | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29130.54     | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                          | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     36190 | PA      | $36787.89     | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| METHANEX CORP                                                     | Methanex Corp                                                                    | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99728.95     | 0.06%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     83000 | PA      | $90942.26     | 0.06%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                                    | BRAVO Residential Funding Trust 2025-NQM5                                        | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |    218117 | PA      | $219474.42    | 0.13%             | 2065-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                           | Talen Energy Supply LLC                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $150126.36    | 0.09%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41282.56     | 0.03%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                        | Progress Residential 2025-SFR3 Trust                                             | CUSIP: 74334BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $715687.28    | 0.43%             | 2030-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                                    | BRAVO Residential Funding Trust 2024-NQM7                                        | CUSIP: 105698AC8<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-MBS          | CORP              | US        |    827248 | PA      | $830363.55    | 0.50%             | 2064-10-27      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                            | American International Group Inc                                                 | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76296.00     | 0.05%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                               | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47966.23     | 0.03%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                           | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170848.53    | 0.10%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | U.S. TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        29 | NC      | $122589.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XBTH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305805 | PA      | $242410.63    | 0.15%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp - TL 06/25 Class C                                   | Navient Corp - TL 06/25 Class C                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402541 | PA      | $402541.00    | 0.24%             | 2026-06-12      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156805.22    | 0.10%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                            | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178009.94    | 0.11%             | 2035-11-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                      | Navient Corp                                                                     | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101241.42    | 0.06%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                      | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99665.22     | 0.06%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                             | Norfolk Southern Corp                                                            | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18599.36     | 0.01%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                               | Coinbase Global Inc                                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35647.45     | 0.02%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                               | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133430.99    | 0.08%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue                                    | Multifamily Connecticut Avenue Securities Trust 2025-01                          | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288980 | PA      | $289850.38    | 0.18%             | 2055-05-25      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                             | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $100224.34    | 0.06%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                       | RCKT Mortgage Trust 2025-CES1                                                    | CUSIP: 749427AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2548417.50   | 1.55%             | 2045-01-25      | Variable      | 7.65%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                          | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19487.32     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | Hyundai Capital America                                                          | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95061.82     | 0.06%             | 2030-06-24      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                            | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128078.02    | 0.08%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                          | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60936.54     | 0.04%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Xylem Kendall - TL 1L 06/25                                       | Xylem Kendall - TL 1L 06/25                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    729697 | PA      | $729697.00    | 0.44%             | 2030-04-22      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BOEING CO/THE                                                     | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    323000 | PA      | $351160.19    | 0.21%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                          | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268307.31    | 0.16%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                      | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182218.54    | 0.11%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                     | Takeda US Financing Inc                                                          | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200102.35    | 0.12%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                             | Endo Finance Holdings Inc                                                        | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52990.40     | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SSI ABS Issuer LLC                                                | SSI ABS-2025-1 Issuer LLC                                                        | CUSIP: 78475CAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408000 | PA      | $407989.43    | 0.25%             | 2065-07-25      | Fixed         | 7.82%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                        | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230232.34    | 0.14%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                          | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118322.98    | 0.07%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Rialto Capital Management LLC - Revolver 1L 12/24                 | Rialto Capital Management LLC - Revolver 1L 12/24                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65847 | PA      | $65847.00     | 0.04%             | 2030-12-05      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CENTENE CORP                                                      | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30157.81     | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                               | TreeHouse Foods Inc                                                              | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100419.08    | 0.06%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                               | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66331.05     | 0.04%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Finance of America Structured                                     | Finance of America Structured Securities Trust Series 2025-PC1                   | CUSIP: 316929AA6<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-MBS          | CORP              | US        |    219749 | PA      | $211664.48    | 0.13%             | 2075-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                                          | CVR Partners LP / CVR Nitrogen Finance Corp                                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80187.77     | 0.05%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                | Union Pacific Corp                                                               | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37835.80     | 0.02%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                          | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    225000 | PA      | $152412.01    | 0.09%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                              | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48549.32     | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                                      | Alphabet Inc                                                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18726.44     | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $64025.87     | 0.04%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                            | Minera Mexico SA de CV                                                           | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $203616.00    | 0.12%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $119994.93    | 0.07%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                          | Benchmark 2018-B7 Mortgage Trust                                                 | CUSIP: 08162TBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $281817.54    | 0.17%             | 2053-05-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                          | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100553.42    | 0.06%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Eagle Railcar Services Roscoe Inc - TL 1L 06/25                   | Eagle Railcar Services Roscoe Inc - TL 1L 06/25                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2409439 | PA      | $2403415.40   | 1.46%             | 2032-05-22      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| UKG INC                                                           | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51910.00     | 0.03%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                            | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19674.41     | 0.01%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                      | Navient Corp                                                                     | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     70000 | PA      | $79363.48     | 0.05%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                            | Philip Morris International Inc                                                  | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68852.52     | 0.04%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bonterra LLC - TL 1L 03/25                                        | Bonterra LLC - TL 1L 03/25                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2625000 | PA      | $2611875.00   | 1.59%             | 2032-03-05      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| VOYAGER PARENT LLC                                                | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78078.88     | 0.05%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47700.23     | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                 | Hyatt Hotels Corp                                                                | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179726.90    | 0.11%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clarience Technologies LLC - TL 1L 06/25 (2025 Replacement)       | Clarience Technologies LLC - TL 1L 06/25 (2025 Replacement)                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1358785 | PA      | $1358785.32   | 0.83%             | 2032-02-13      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| MEDLINE BORROWER LP                                               | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67195.53     | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                  | BAT Capital Corp                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305399.96    | 0.19%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                             | Intelsat Jackson Holdings SA                                                     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $183995.30    | 0.11%             | 2030-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                          | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89811.91     | 0.05%             | 2026-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                           | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48232.19     | 0.03%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                | Analog Devices Inc                                                               | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48239.26     | 0.03%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72804.11     | 0.04%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue                                    | Multifamily Connecticut Avenue Securities Trust 2023-01                          | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |    384435 | PA      | $399250.39    | 0.24%             | 2053-11-25      | Floating      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                          | Service Properties Trust                                                         | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148151.61    | 0.09%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                  | Peruvian Government International Bond                                           | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     80000 | PA      | $71852.00     | 0.04%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                           | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33651.86     | 0.02%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                 | NFE Financing LLC                                                                | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $395697.75    | 0.24%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233265.18    | 0.14%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2024-INV3 Mortgage Loan Trust                                               | CUSIP: 196919AA2<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-MBS          | CORP              | US        |    135541 | PA      | $135847.89    | 0.08%             | 2069-09-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC Holdings PLC                                                                | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402354.72    | 0.24%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                              | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57918.00     | 0.04%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        77 | NC      | $166270.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $64122.71     | 0.04%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | Hyundai Capital America                                                          | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93689.37     | 0.06%             | 2028-06-23      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227379.54    | 0.14%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA                                                                          | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $257635.71    | 0.16%             | 2036-05-28      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                      | Centene Corp                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27879.01     | 0.02%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F060675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8475000 | PA      | $8612965.29   | 5.23%             | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                           | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73012.45     | 0.04%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Clarience Technologies LLC - TL 1L DD-A 06/25                     | Clarience Technologies LLC - TL 1L DD-A 06/25                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50061 | PA      | $50060.61     | 0.03%             | 2032-02-13      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Mission Lane Credit Card Maste                                    | Mission Lane Credit Card Master Trust                                            | CUSIP: 60510MAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001242.80   | 0.61%             | 2028-11-15      | Fixed         | 9.67%                 | Yes           |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                             | ENDO FINANCE HOLDINGS                                                            | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79799 | PA      | $79836.42     | 0.05%             | 2031-04-23      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                          | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80409.20     | 0.05%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Xylem Kendall - TL 1L DD 06/25 (7th Amendment)                    | Xylem Kendall - TL 1L DD 06/25 (7th Amendment)                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1094034 | PA      | $1094034.18   | 0.66%             | 2030-04-22      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153881.89    | 0.09%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                   | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38043.66     | 0.02%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                             | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69815.29     | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                     | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120513.96    | 0.07%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Clarience Technologies LLC - TL 1L DD-C 06/25                     | Clarience Technologies LLC - TL 1L DD-C 06/25                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139057 | PA      | $139057.24    | 0.08%             | 2032-02-13      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| B&G FOODS INC                                                     | B&G Foods Inc                                                                    | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18231.51     | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                              | Edison International                                                             | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279401.37    | 0.17%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                  | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81160.32     | 0.05%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Homrich & Berg Inc - TL 1L 11/24                                  | Homrich & Berg Inc - TL 1L 11/24                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1507999 | PA      | $1507998.55   | 0.92%             | 2031-11-17      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                            | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44164.04     | 0.03%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83368.54     | 0.05%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Follett Software Co - TL 1L 04/25                                 | Follett Software Co - TL 1L 04/25                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2483600 | PA      | $2482855.34   | 1.51%             | 2031-08-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                          | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120750.00    | 0.07%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $118378.69    | 0.07%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81197.55     | 0.05%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030686<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    806000 | PA      | $697366.24    | 0.42%             | 2055-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2023-1 Mortgage Loan Trust                                                  | CUSIP: 19688NAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1507570.20   | 0.92%             | 2068-04-25      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                    | Home Depot Inc/The                                                               | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303780.19    | 0.18%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                          | Service Properties Trust                                                         | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110940.15    | 0.07%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS CDX.NA.HY.44.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $728730.17    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                              | Boston Properties LP                                                             | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226570.24    | 0.14%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                    | OWN Equipment Fund II LLC                                                        | CUSIP: 690912AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    891000 | PA      | $897478.28    | 0.55%             | 2033-09-26      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                      | CaixaBank SA                                                                     | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $206898.75    | 0.13%             | 2030-03-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                          | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    215000 | PA      | $230964.18    | 0.14%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  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        |    110000 | PA      | $108049.27    | 0.07%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                            | CLOUD SOFTWARE GRP INC                                                           | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     49875 | PA      | $49964.31     | 0.03%             | 2029-03-29      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                             | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90344.07     | 0.05%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                | Kennedy-Wilson Inc                                                               | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37522.99     | 0.02%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                             | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20321.06     | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F040677<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497843 | PA      | $462974.67    | 0.28%             | 2055-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Horizon CTS Buyer LLC - TL 1L 03/25                               | Horizon CTS Buyer LLC - TL 1L 03/25                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3050360 | PA      | $3047004.60   | 1.85%             | 2032-03-28      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                  | CUSIP: 3140N9CL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    495531 | PA      | $429333.80    | 0.26%             | 2053-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -34 | NC      | $-95227.93    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Follett Software Co - Revolver 1L 04/25                           | Follett Software Co - Revolver 1L 04/25                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    231343 | PA      | $231273.60    | 0.14%             | 2031-08-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                             | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $116721.85    | 0.07%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102859.52    | 0.06%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| EMBARQ CORP                                                       | Embarq LLC                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $45912.50     | 0.03%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                             | Mexico Government International Bond                                             | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $190482.00    | 0.12%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                    | Gray Media Inc                                                                   | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75069.62     | 0.05%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    995751 | PA      | $976466.15    | 0.59%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        16 | NC      | $63889.33     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                          | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $206361.31    | 0.13%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                        | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62208.30     | 0.04%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                 | Brown & Brown Inc                                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109367.42    | 0.07%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS CDX.NA.IG.44.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $155817.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KROGER CO                                                         | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118740.08    | 0.07%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                          | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300072.78    | 0.18%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                   | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151749.87    | 0.09%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC                                                      | Synopsys Inc                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151252.29    | 0.09%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DATA 2023-CNTR Mortgage Trust                                     | DATA 2023-CNTR Mortgage Trust                                                    | CUSIP: 238021AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $253472.48    | 0.15%             | 2043-08-12      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                            | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29145.62     | 0.02%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                             | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20649.02     | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bonterra LLC - Revolver 1L 03/25                                  | Bonterra LLC - Revolver 1L 03/25                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    708029 | PA      | $704488.86    | 0.43%             | 2032-03-05      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Vermont Information Processing Inc - TL 1L 01/25                  | Vermont Information Processing Inc - TL 1L 01/25                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1441714 | PA      | $1434505.45   | 0.87%             | 2032-01-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| SIRIUS XM RADIO LLC                                               | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86502.47     | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LYB INT FINANCE III                                               | LYB International Finance III LLC                                                | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11422.37     | 0.01%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38725.17     | 0.02%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                                    | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500238.40    | 0.30%             | 2039-12-15      | Floating      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                          | Microchip Technology Inc                                                         | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279073.87    | 0.17%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                             | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124745.81    | 0.08%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                           | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41235.23     | 0.03%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                         | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195413.52    | 0.12%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                          | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107060.33    | 0.07%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                            | Philip Morris International Inc                                                  | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $522868.55    | 0.32%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                         | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    108000 | PA      | $103671.72    | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                            | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    460000 | PA      | $477229.48    | 0.29%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153780.63    | 0.09%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                          | CSX Corp                                                                         | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176073.66    | 0.11%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                       | Oracle Corp                                                                      | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281216.07    | 0.17%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                       | Hertz Vehicle Financing LLC                                                      | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $480580.80    | 0.29%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                             | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $51232.90     | 0.03%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Rec                                    | American Credit Acceptance Receivables Trust 2022-4                              | CUSIP: 02529XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $828181.76    | 0.50%             | 2030-01-14      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                  | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55008.45     | 0.03%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | OneMain Finance Corp                                                             | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52464.90     | 0.03%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                      | Alphabet Inc                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48017.13     | 0.03%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                          | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4438.49      | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                            | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23772.94     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                            | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231990.75    | 0.14%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Sunrun Neptune Issuer, LLC                                        | Sunrun Neptune Issuer 2024-1 LLC                                                 | CUSIP: 86773CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117411 | PA      | $114510.07    | 0.07%             | 2055-02-01      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                         | Amgen Inc                                                                        | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204874.61    | 0.12%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                                    | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201645.31    | 0.12%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70123.34     | 0.04%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                              | Westpac Banking Corp                                                             | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $88246.57     | 0.05%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                           | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $28810.66     | 0.02%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                | Advance Auto Parts Inc                                                           | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70111.07     | 0.04%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $62356.84     | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321887.57    | 0.20%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL ENTERTAINMENT                                           | Universal Entertainment Corp                                                     | CUSIP: 91349WAC2<br>LEI: 353800BBJTHSMSQ31V91 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $195619.92    | 0.12%             | 2029-08-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                               | Southern California Edison Co                                                    | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143773.06    | 0.09%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                            | Harvest Midstream I LP                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40709.84     | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                        | Verus Securitization Trust 2024-8                                                | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |    555307 | PA      | $555389.71    | 0.34%             | 2069-10-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                   | CVS Health Corp                                                                  | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196148.03    | 0.12%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                            | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204744.99    | 0.12%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | Petroleos Mexicanos                                                              | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $394846.03    | 0.24%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                          | EQT Corp                                                                         | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68939.76     | 0.04%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                  | DT Midstream Inc                                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $86242.01     | 0.05%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                  | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21036.58     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                             | Aon North America Inc                                                            | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $128465.48    | 0.08%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58234.61     | 0.04%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJY1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102005.70    | 0.06%             | 2030-02-20      | Fixed         | 7.52%                 | Yes           |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                              | Saturn Oil & Gas Inc                                                             | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19891.58     | 0.01%             | 2029-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                            | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    220000 | PA      | $234334.98    | 0.14%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                           | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $209472.20    | 0.13%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                  | CUSIP: 3140M34Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1057979 | PA      | $838627.31    | 0.51%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                | Union Pacific Corp                                                               | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101749.65    | 0.06%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                   | Zayo Issuer LLC                                                                  | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2596539.50   | 1.58%             | 2055-06-20      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                                          | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69580.25     | 0.04%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Homrich & Berg Inc - Revolver 1L 11/24                            | Homrich & Berg Inc - Revolver 1L 11/24                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    362827 | PA      | $362827.00    | 0.22%             | 2031-08-18      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                            | Diamondback Energy Inc                                                           | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101130.82    | 0.06%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                         | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229419.29    | 0.14%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vermont Information Processing Inc - Revolver 1L 12/24            | Vermont Information Processing Inc - Revolver 1L 12/24                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180219 | PA      | $179318.34    | 0.11%             | 2032-01-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| HOWARD HUGHES CORP                                                | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66711.91     | 0.04%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                                             | Dun & Bradstreet Corp/The                                                        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82000.00     | 0.05%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408821.70    | 0.25%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                          | Benchmark 2020-B22 Mortgage Trust                                                | CUSIP: 08163BBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203000 | PA      | $171241.95    | 0.10%             | 2054-01-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                                          | Kimmeridge Texas Gas LLC                                                         | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51788.60     | 0.03%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                      | Navient Corp                                                                     | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107807.83    | 0.07%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRST STU BID/FRST TRANS                                           | First Student Bidco Inc / First Transit Parent Inc                               | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $103479.10    | 0.06%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Team Health Holdings Inc                                          | Team Health Holdings Inc                                                         | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |     39884 | PA      | $39724.75     | 0.02%             | 2027-03-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     61000 | PA      | $55203.49     | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                               | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29456.84     | 0.02%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | Hyundai Capital America                                                          | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332088.52    | 0.20%             | 2030-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F032674<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675000 | PA      | $607796.83    | 0.37%             | 2055-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                               | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $526177.16    | 0.32%             | 2050-12-25      | Floating      | 9.96%                 | Yes           |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                             | AG TTMT Escrow Issuer LLC                                                        | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41447.84     | 0.03%             | 2027-09-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| HANESBRANDS INC                                                   | Hanesbrands Inc                                                                  | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42389.00     | 0.03%             | 2031-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                             | Civitas Resources Inc                                                            | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25648.03     | 0.02%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| VetCorProfessionalPracticesLLC-Revolver1L08/22                    | VetCorProfessionalPracticesLLC-Revolver1L08/22                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    226260 | PA      | $226260.00    | 0.14%             | 2029-08-31      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| PG&E CORP                                                         | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123924.76    | 0.08%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                           | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114814.27    | 0.07%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                          | Service Properties Trust                                                         | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    360000 | PA      | $314473.86    | 0.19%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                 | Cisco Systems Inc                                                                | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460794.92    | 0.28%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46175.90     | 0.03%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                              | Ryan Specialty LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29053.56     | 0.02%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                            | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104382.90    | 0.06%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr                                    | GLS Auto Select Receivables Trust 2025-1                                         | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1125000 | PA      | $1151919.68   | 0.70%             | 2032-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31367.01     | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                               | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    170000 | PA      | $180777.16    | 0.11%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| American Community Finance LLC - 6.460 05/2031 SSN                | American Community Finance LLC - 6.460 05/2031 SSN                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2666667 | PA      | $2666667.00   | 1.62%             | 2031-05-30      | Fixed         | 6.46%                 | No            |                  3 | On Loan: No      |
| NAVIENT CORP                                                      | Navient Corp                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    120000 | PA      | $132454.92    | 0.08%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                | Expand Energy Corp                                                               | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30140.28     | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                        | PacifiCorp                                                                       | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46041.89     | 0.03%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                              | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40763.12     | 0.02%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                  | FXI Holdings Inc                                                                 | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |    210000 | PA      | $185041.50    | 0.11%             | 2026-11-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Mission Lane Credit Card Maste                                    | Mission Lane Credit Card Master Trust                                            | CUSIP: 60510MBX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100224.93    | 0.06%             | 2031-09-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                               | COMM 2019-GC44 Mortgage Trust                                                    | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $920349.90    | 0.56%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                        | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95879.66     | 0.06%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                          | Florida Power & Light Co                                                         | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75962.45     | 0.05%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                    | SMB Private Education Loan Trust 2022-D                                          | CUSIP: 78454XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56047 | PA      | $57638.33     | 0.04%             | 2058-10-15      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $145432.10    | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                     | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    134826 | PA      | $123145.63    | 0.07%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rialto Capital Management LLC - TL 1L 12/24                       | Rialto Capital Management LLC - TL 1L 12/24                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1822657 | PA      | $1840883.94   | 1.12%             | 2030-12-05      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $256748.90    | 0.16%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                           | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $363705.30    | 0.22%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sunrun Jupiter Issuer                                             | Sunrun Jupiter Issuer 2022-1 LLC                                                 | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    361598 | PA      | $343045.44    | 0.21%             | 2057-07-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                             | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $135769.35    | 0.08%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VetCor Professional Practices LLC - TL 1L DD 09/23                | VetCor Professional Practices LLC - TL 1L DD 09/23                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40308 | PA      | $40308.44     | 0.02%             | 2029-08-31      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BROADCOM INC                                                      | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48552.18     | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| SSI ABS Issuer LLC                                                | SSI ABS-2025-1 Issuer LLC                                                        | CUSIP: 78475CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    434000 | PA      | $435521.17    | 0.26%             | 2065-07-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                            | Bausch Health Americas Inc                                                       | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39933.60     | 0.02%             | 2026-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    339710 | PA      | $310993.43    | 0.19%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                          | Devon Energy Corp                                                                | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $202744.96    | 0.12%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                     | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     20426 | PA      | $24102.98     | 0.01%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5398000 | PA      | $5450077.47   | 3.31%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       219 | NC      | $176135.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91786.41     | 0.06%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                          | Service Properties Trust                                                         | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49342.37     | 0.03%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                        | Verus Securitization Trust 2023-INV3                                             | CUSIP: 92540CAF4<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |    809000 | PA      | $803827.25    | 0.49%             | 2068-11-25      | Variable      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                         | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115574.40    | 0.07%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                           | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200753.36    | 0.12%             | 2035-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                     | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101962.84    | 0.06%             | 2039-05-10      | Variable      | 8.47%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                           | Consolidated Energy Finance SA                                                   | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $147313.01    | 0.09%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| CORELOGIC INC                                                     | CORELOGIC INC                                                                    | CUSIP: 000000000<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     50000 | PA      | $48656.25     | 0.03%             | 2029-06-04      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                                 | MicroStrategy Inc                                                                | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123305.00    | 0.07%             | 2029-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| METHANEX CORP                                                     | Methanex Corp                                                                    | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $39543.88     | 0.02%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                               | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20617.20     | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                                     | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155234.16    | 0.09%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                 | Owens & Minor Inc                                                                | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    270000 | PA      | $242260.51    | 0.15%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                             | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19873.67     | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103663.63    | 0.06%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                    | BBCMS Mortgage Trust 2024-5C27                                                   | CUSIP: 05555FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $248569.22    | 0.15%             | 2057-07-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                        | Progress Residential 2024-SFR1 Trust                                             | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99050 | PA      | $94930.25     | 0.06%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10005.86     | 0.01%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PCI Pharma Services - TL 1L 01/25                                 | PCI Pharma Services - TL 1L 01/25                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $2994000.00   | 1.82%             | 2032-01-22      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                          | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl              | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $350035.10    | 0.21%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $94790.23     | 0.06%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39730.03     | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                             | Norfolk Southern Corp                                                            | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35190.54     | 0.02%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                         | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27541.30     | 0.02%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                             | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31086.21     | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential                                                | Tricon Residential 2023-SFR2 Trust                                               | CUSIP: 895978AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130960 | PA      | $131540.94    | 0.08%             | 2040-12-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                              | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82388.64     | 0.05%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30069.75     | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042673<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1125000 | PA      | $1076237.83   | 0.65%             | 2055-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                            | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21138.58     | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                               | Freddie Mac STACR REMIC Trust 2020-DNA5                                          | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $668932.90    | 0.41%             | 2050-10-25      | Floating      | 15.81%                | Yes           |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                          | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30214.30     | 0.02%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                      | CaixaBank SA                                                                     | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200868.02    | 0.12%             | 2031-07-03      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                  | Aretec Group Inc                                                                 | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91178.37     | 0.06%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                              | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34254.59     | 0.02%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                         | Boeing Co/The                                                                    | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97014.80     | 0.06%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66392.89     | 0.04%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                           | HCA Inc                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252271.69    | 0.15%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                     | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143212.85    | 0.09%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512686.98    | 0.31%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                            | Mondelez International Inc                                                       | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38216.96     | 0.02%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                           | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225236.44    | 0.14%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                       | Gartner Inc                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32774.12     | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                     | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    160000 | PA      | $161770.72    | 0.10%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                                           | Superior Plus LP / Superior General Partner Inc                                  | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     30000 | PA      | $28874.81     | 0.02%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F022675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $1990279.51   | 1.21%             | 2055-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                            | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57506.50     | 0.03%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                             | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109720.17    | 0.07%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                  | CUSIP: 31418FML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2324768 | PA      | $2402410.67   | 1.46%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                       | Citibank NA                                                                      | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254860.63    | 0.15%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                           | New Fortress Energy Inc                                                          | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |      4124 | NS      | $13691.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS & MINOR INC                                                 | Owens & Minor Inc                                                                | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56416.41     | 0.03%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                               | Coinbase Global Inc                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93827.50     | 0.06%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                             | Mineral Resources Ltd                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $59749.97     | 0.04%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY & CO                                                    | Eli Lilly & Co                                                                   | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281970.94    | 0.17%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                          | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $223145.38    | 0.14%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | Energy Transfer LP                                                               | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20323.91     | 0.01%             | 2029-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                       | Hertz Vehicle Financing III LP                                                   | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336000 | PA      | $321501.10    | 0.20%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                        | AbbVie Inc                                                                       | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102207.22    | 0.06%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                          | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    383000 | PA      | $344103.98    | 0.21%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | Energy Transfer LP                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51134.69     | 0.03%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                            | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27708.20     | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                             | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41157.80     | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51918.10     | 0.03%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Capital Group Central Cash Fund                                   | Capital Group Central Cash Fund                                                  | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |    152017 | NS      | $15201667.63  | 9.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WMG ACQUISITION CORP                                              | WMG Acquisition Corp                                                             | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32736.55     | 0.02%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                          | Northern States Power Co/MN                                                      | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72461.62     | 0.04%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                     | Citigroup Commercial Mortgage Trust 2016-GC36                                    | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    847361 | PA      | $836705.18    | 0.51%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2939100 | PA      | $2860800.47   | 1.74%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                               | Dow Chemical Co/The                                                              | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238501.82    | 0.14%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                         | Block Inc                                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68579.56     | 0.04%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Vermont Information Processing Inc - TL 1L DD 01/25               | Vermont Information Processing Inc - TL 1L DD 01/25                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    600704 | PA      | $597700.27    | 0.36%             | 2032-01-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| Barclays Commercial Mortgage S                                    | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    666000 | PA      | $695245.39    | 0.42%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDING                                          | TRUIST INSURANCE HOLDING                                                         | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $111581.25    | 0.07%             | 2032-05-06      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                  | Peruvian Government International Bond                                           | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     30000 | PA      | $29006.40     | 0.02%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                | Kennedy-Wilson Inc                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    230000 | PA      | $210865.15    | 0.13%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       236 | NC      | $255996.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                             | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31218.18     | 0.02%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86666.65     | 0.05%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                 | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59222.83     | 0.04%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                   | Zayo Issuer LLC                                                                  | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $517038.20    | 0.31%             | 2055-06-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                                                    | Sabre GLBL Inc                                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    247000 | PA      | $258670.75    | 0.16%             | 2030-07-15      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| Clarience Technologies LLC - TL 1L DD-B 06/25                     | Clarience Technologies LLC - TL 1L DD-B 06/25                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    280432 | PA      | $280432.10    | 0.17%             | 2032-02-13      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                            | RADIOLOGY PARTNERS INC                                                           | CUSIP: 000000000<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |     70269 | PA      | $70118.00     | 0.04%             | 2029-01-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Ares Secondaries Pbn Finance Co IV LLC - TL DD C 05/25            | Ares Secondaries Pbn Finance Co IV LLC - TL DD C 05/25                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    461538 | PA      | $451338.01    | 0.27%             | 2039-04-14      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                             | Blue Owl Capital Corp                                                            | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49961.76     | 0.03%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Integrity Marketing Group LLC - TL 1L 08/24                       | Integrity Marketing Group LLC - TL 1L 08/24                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3207845 | PA      | $3207845.18   | 1.95%             | 2028-08-25      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Progress Residential Trust                                        | Progress Residential 2024-SFR1 Trust                                             | CUSIP: 74331QAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    664000 | PA      | $617551.34    | 0.38%             | 2041-02-17      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17000 | PA      | $17022.61     | 0.01%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XCVN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222338 | PA      | $176244.43    | 0.11%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                           | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106287.79    | 0.06%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                              | Reworld Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57128.03     | 0.03%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                              | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66073.79     | 0.04%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Xylem Kendall - Revolver 1L 06/25                                 | Xylem Kendall - Revolver 1L 06/25                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150219 | PA      | $150219.00    | 0.09%             | 2030-04-22      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| WMG ACQUISITION CORP                                              | WMG Acquisition Corp                                                             | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18763.39     | 0.01%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                          | ION Trading Technologies Sarl                                                    | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $216720.21    | 0.13%             | 2029-05-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48152.88     | 0.03%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA                                                                          | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $577867.47    | 0.35%             | 2036-01-14      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** Capital Group KKR Core Plus (plus)

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Lead Analyst