# EDGAR Filing Document

**Accession Number:** 0001861115
**File Stem:** 0001752724-25-209872
**Filing Date:** 2025-8
**Character Count:** 669958
**Document Hash:** 951bbacd26ea13ae76ac672cc9356b04
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-209872.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-209872

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nuveen Multi-Asset Income Fund
- **CENTRAL INDEX KEY:** 0001861115

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23669
- **FILM NUMBER:** 251267631

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $646388347.00

**Total Liabilities:** $184586229.00

**Net Assets:** $461802118.00

**Delayed Delivery Securities:** $2114148.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -48.50000000 | **1-Year:** -1892.05000000 | **5-Year:** -8752.15000000 | **10-Year:** -17345.30000000 | **30-Year:** -50842.01000000

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

- **3-Month:** -39.78000000 | **1-Year:** -5730.19000000 | **5-Year:** -30535.85000000 | **10-Year:** -11519.97000000 | **30-Year:** -16483.85000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.23%               | 3.13%                | 3.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $67339.35                | $-2322161.63                               |
| Month 2  | $-559220.14              | $13112764.57                               |
| Month 3  | $20943401.27             | $-8294717.96                               |

**Designated Index Information**

- **Index Name:** 50% MSCI All Country World, 35% Bloomberg US HY Corp, 15% Bloomberg US Agg

- **Index Identifier:** 50% MSCI_EM:AC_WORLD_FREE, 35% LMI:LHMN2814, 15% LHMN0001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     140000 | PA      | $139978.34    | 0.03%             | 2026-07-17      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| SYNIVERSE HOLDINGS INC                                                           | Syniverse Holdings, Inc., Term Loan                                              | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |     136840 | PA      | $130282.39    | 0.03%             | 2027-05-13      | Variable      | 11.30%                | No            | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                                                     | Aspen Insurance Holdings Ltd                                                     | CUSIP: EP0515015<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |       8200 | NS      | $161130.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Borr IHC Ltd / Borr Finance LLC                                                  | Borr IHC Ltd / Borr Finance LLC                                                  | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     178049 | PA      | $162610.54    | 0.04%             | 2028-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| COMMSCOPE TECH LLC                                                               | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73046.57     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Chart Industries Inc                                                             | Chart Industries, Inc., Term Loan B                                              | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |      91732 | PA      | $92133.51     | 0.02%             | 2030-03-18      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| Discovery Purchaser Corp                                                         | Discovery Purchaser Corporation, Term Loan                                       | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |     189410 | PA      | $189350.64    | 0.04%             | 2029-10-04      | Variable      | 8.02%                 | No            | 2                  | On Loan: No      |
| BALLY'S CORP                                                                     | Bally's Corporation, Term Loan B                                                 | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |     128074 | PA      | $113665.33    | 0.02%             | 2028-10-02      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co/The                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      26196 | NS      | $1853367.00   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC Financial Services Group Inc/The                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       2775 | NS      | $517315.50    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Albion Financing 1 SARL / Aggreko Holdings Inc                                   | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     300000 | PA      | $306158.18    | 0.07%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     150000 | PA      | $133337.24    | 0.03%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Brown Group Holding LLC                                                          | Brown Group Holding, LLC, Incremental Term Loan B2                               | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     122016 | PA      | $122300.21    | 0.03%             | 2031-07-01      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| JOANN Inc                                                                        | JOANN Inc                                                                        | CUSIP: 47768J200<br>LEI: 549300GM65RR2EMGLI48 | Long             | EC               | CORP              | US        |       1061 | NS      | $10.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     813610 | PA      | $760223.14    | 0.16%             | 2052-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Queen MergerCo Inc                                                               | Queen MergerCo Inc                                                               | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $278154.54    | 0.06%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                     | Orbia Advance Corp SAB de CV                                                     | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $204400.00    | 0.04%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           | 2                  | On Loan: No      |
| RIVERBED TECHNOLOGY INC                                                          | Riverbed Technology, Inc., PIK Term Loan                                         | CUSIP: BL4366607<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | LON              | CORP              | US        |      33120 | PA      | $16460.87     | 0.00%             | 2028-07-03      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                                                                          | CUSIP: D24914133<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      15803 | NS      | $291180.27    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAJ6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     335000 | PA      | $324394.67    | 0.07%             | 2029-07-17      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                   | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $214286.20    | 0.05%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23265.96     | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                                                        | Sanofi SA                                                                        | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       7147 | NS      | $345271.57    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Delta 2 Lux Sarl                                                                 | Delta 2 (LUX) S.a.r.l., Term Loan B1                                             | CUSIP: BL4755676<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     122833 | PA      | $123186.57    | 0.03%             | 2031-09-19      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      92000 | PA      | $90272.93     | 0.02%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ALFA DESARROLLO SPA                                                              | Alfa Desarrollo SpA                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     197609 | PA      | $145357.80    | 0.03%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           | 2                  | On Loan: No      |
| AmWINS Group Inc                                                                 | AmWINS Group, Inc., Term Loan B                                                  | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     275791 | PA      | $276196.83    | 0.06%             | 2032-01-30      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Creative Artists Agency LLC                                                      | Creative Artists Agency, LLC , First Lien Term Loan B                            | CUSIP: 22526WAS7<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     153228 | PA      | $153857.47    | 0.03%             | 2031-10-01      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF JORDAN                                                                | Jordan Government International Bond                                             | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     200000 | PA      | $192285.55    | 0.04%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     153000 | PA      | $157255.31    | 0.03%             | 2054-09-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC, Term Loan B                                 | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |      91809 | PA      | $91888.03     | 0.02%             | 2028-08-02      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| CPC ACQUISITION CORP                                                             | CPC Acquisition Corp, Term Loan                                                  | CUSIP: 12656UAB1<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |      92000 | PA      | $80730.00     | 0.02%             | 2027-12-29      | Variable      | 8.31%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRIES INC                                                          | Standard Industries Inc/NY                                                       | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149660.81    | 0.03%             | 2027-02-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     473442 | PA      | $420327.09    | 0.09%             | 2052-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                                                | Transcanada Trust                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     219000 | PA      | $212727.67    | 0.05%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Gray Media Inc                                                                   | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     300000 | PA      | $322282.50    | 0.07%             | 2029-07-15      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Eli Lilly & Co                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       3249 | NS      | $2532692.97   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Tempo Acquisition LLC                                                            | Tempo Acquisition LLC, Repriced Term Loan B                                      | CUSIP: BL4985851<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |      82720 | PA      | $82474.82     | 0.02%             | 2028-08-31      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Signal Parent Inc                                                                | Signal Parent, Inc, Term Loan B                                                  | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-04-03      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                    | Hilton Worldwide Holdings Inc                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       3613 | NS      | $962286.42    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                               | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     110000 | PA      | $112360.82    | 0.02%             | 2034-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Prologis Inc                                                                     | Prologis Inc                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      14553 | NS      | $1529811.36   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| HDFC Bank Ltd                                                                    | HDFC Bank Ltd                                                                    | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       9319 | NS      | $714487.73    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Veolia Environnement SA                                                          | Veolia Environnement SA                                                          | CUSIP: F9686M107<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |       5269 | NS      | $188113.23    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $144858.18    | 0.03%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Connect Finco Sarl                                                               | Connect Finco Sarl, Extended Term Loan B                                         | CUSIP: L2000DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     124684 | PA      | $118848.49    | 0.03%             | 2029-09-13      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                            | Argentine Republic Government International Bond                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     475000 | PA      | $319541.29    | 0.07%             | 2035-07-09      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| MH SUB I LLC                                                                     | MH Sub I, LLC, Term Loan                                                         | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-05-03      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| Wand NewCo 3 Inc                                                                 | Wand NewCo 3, Inc., Term Loan B                                                  | CUSIP: 93369PAK0<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     135097 | PA      | $134649.62    | 0.03%             | 2031-01-30      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      16725 | NS      | $420299.25    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     495798 | PA      | $527199.66    | 0.11%             | 2028-04-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     191389 | PA      | $193828.68    | 0.04%             | 2028-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R01                                     | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     500000 | PA      | $527940.35    | 0.11%             | 2042-12-25      | Variable      | 8.06%                 | Yes           | 2                  | On Loan: No      |
| United Rentals Inc                                                               | United Rentals Inc                                                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        890 | NS      | $670526.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     205000 | PA      | $208308.31    | 0.05%             | 2036-02-12      | Fixed         | 5.74%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      25021 | NS      | $7253838.11   | 1.57%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     575000 | PA      | $584871.03    | 0.13%             | N/A             | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| EUSHI Finance Inc                                                                | EUSHI Finance Inc                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     193000 | PA      | $199795.72    | 0.04%             | 2054-12-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Rackspace Finance LLC                                                            | Rackspace Finance, LLC, First Lien Second Out Term Loan                          | CUSIP: 75008UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     242566 | PA      | $112119.87    | 0.02%             | 2028-05-15      | Variable      | 7.18%                 | No            | 2                  | On Loan: No      |
| CMG Media Corp                                                                   | CMG Media Corporation, Term Loan                                                 | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      85398 | PA      | $82984.33     | 0.02%             | 2029-06-18      | Variable      | 7.90%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: AX1032579<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     525000 | PA      | $134374.28    | 0.03%             | 2029-10-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R08                                     | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      35000 | PA      | $36546.77     | 0.01%             | 2042-07-25      | Variable      | 7.91%                 | Yes           | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield U.S. Borrower, LLC, Term Loan B1                             | CUSIP: 23340DAV4<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |     404859 | PA      | $407304.16    | 0.09%             | 2030-01-31      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2022-3                                                       | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80260 | PA      | $67971.37     | 0.01%             | 2052-05-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KENYA                                                                | Republic of Kenya Government International Bond                                  | CUSIP: 491798AG9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     200000 | PA      | $196168.01    | 0.04%             | 2028-02-28      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     400000 | PA      | $413842.00    | 0.09%             | 2055-06-10      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| Vistra Operations Co LLC                                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     255000 | PA      | $271025.09    | 0.06%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                              | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     205000 | PA      | $214110.65    | 0.05%             | N/A             | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                           | Brazilian Government International Bond                                          | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     340000 | PA      | $337074.64    | 0.07%             | 2033-10-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       3722 | NS      | $779870.66    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Zurich Insurance Group AG                                                        | Zurich Insurance Group AG                                                        | CUSIP: H9870Y105<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       1222 | NS      | $855061.30    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Lumen Technologies Inc                                                           | Lumen Technologies, Inc., Term Loan A                                            | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     265293 | PA      | $272588.08    | 0.06%             | 2028-06-01      | Variable      | 10.33%                | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     402523 | PA      | $397610.27    | 0.09%             | 2028-07-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                  | CUSIP: X5S8VL105<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      43288 | NS      | $642294.65    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     229000 | PA      | $230381.52    | 0.05%             | N/A             | Variable      | 7.59%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP, Term Loan B                                                   | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     387080 | PA      | $386476.04    | 0.08%             | 2030-05-06      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Lonza Group AG                                                                   | Lonza Group AG                                                                   | CUSIP: H50524133<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       2155 | NS      | $1541177.26   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| CoBank ACB                                                                       | CoBank ACB                                                                       | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |      93000 | PA      | $95935.36     | 0.02%             | N/A             | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                             | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     300000 | PA      | $194081.99    | 0.04%             | 2056-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Masco Corp                                                                       | Masco Corp                                                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       4319 | NS      | $277970.84    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | Fomento Economico Mexicano SAB de CV                                             | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |       7047 | NS      | $725700.06    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       1820 | NS      | $1271215.40   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     105000 | PA      | $102521.57    | 0.02%             | 2053-03-02      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Rocket Software Inc                                                              | Rocket Software, Inc., Term Loan B                                               | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     162125 | PA      | $162684.20    | 0.04%             | 2028-11-28      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| Penn Entertainment Inc                                                           | PENN Entertainment, Inc., Term Loan B                                            | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      38687 | PA      | $38779.14     | 0.01%             | 2029-05-03      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     509800 | PA      | $514545.22    | 0.11%             | N/A             | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                        | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     115000 | PA      | $118125.64    | 0.03%             | 2033-07-31      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     298000 | PA      | $301054.50    | 0.07%             | N/A             | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                              | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     220000 | PA      | $195445.26    | 0.04%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           | 2                  | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de CV                                                       | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     200000 | PA      | $191030.00    | 0.04%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $202622.00    | 0.04%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Cloud Software Group Inc                                                         | Cloud Software Group, Inc., Term Loan                                            | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      39900 | PA      | $40011.87     | 0.01%             | 2031-03-24      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137H3XG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1239733 | PA      | $906286.79    | 0.20%             | 2050-09-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                               | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     708000 | PA      | $692722.92    | 0.15%             | N/A             | Fixed         | 6.70%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     305000 | PA      | $321626.16    | 0.07%             | 2083-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |      14428 | NS      | $261579.64    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Somnigroup International Inc                                                     | Somnigroup International Inc, Term Loan B                                        | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |     116875 | PA      | $117264.78    | 0.03%             | 2031-10-24      | Variable      | 6.69%                 | No            | 2                  | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                           | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     110000 | PA      | $101600.29    | 0.02%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan International Bond                                        | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     200000 | PA      | $205517.69    | 0.04%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| Eyecare Partners LLC                                                             | EyeCare Partners, LLC, Second Out Term Loan B                                    | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |     137846 | PA      | $109530.04    | 0.02%             | 2028-11-30      | Variable      | 4.42%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 944KZNII9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -21225000 | PA      | $-21225000.00 | -4.60%            |  |  |  | No            | N/A                | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     440000 | PA      | $430972.34    | 0.09%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| LBM ACQUISITION LLC                                                              | LBM Acquisition LLC, Term Loan B                                                 | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     158245 | PA      | $156465.18    | 0.03%             | 2027-12-20      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Matador Resources Co                                                             | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     220000 | PA      | $218373.56    | 0.05%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| PPL Corp                                                                         | PPL Corp                                                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       3893 | NS      | $131933.77    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     808038 | PA      | $821220.37    | 0.18%             | 2035-01-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $623250.60    | 0.13%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Moncler SpA                                                                      | Moncler SpA                                                                      | CUSIP: T6730E110<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |       8038 | NS      | $458499.59    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Zelis Payments Buyer Inc                                                         | Zelis Payments Buyer, Inc., Term Loan B                                          | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     171245 | PA      | $170357.37    | 0.04%             | 2029-09-28      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| NAVIENT CORP                                                                     | Navient Corp                                                                     | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     600000 | PA      | $587625.72    | 0.13%             | 2029-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| IQVIA Inc                                                                        | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     180000 | PA      | $184719.27    | 0.04%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     431000 | PA      | $437851.30    | 0.09%             | N/A             | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2022-GR2                                     | CUSIP: 36267BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     406308 | PA      | $344096.96    | 0.07%             | 2052-08-26      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ENERGIAN ISRAEL FINANCE                                                          | Energean Israel Finance Ltd                                                      | CUSIP: BO3321847<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     180000 | PA      | $177651.00    | 0.04%             | 2026-03-30      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| National Grid PLC                                                                | National Grid PLC                                                                | CUSIP: 636274409<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |       1019 | NS      | $75823.79     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF IRAQ                                                                 | Iraq International Bond                                                          | CUSIP: 462652AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |     150000 | PA      | $148108.34    | 0.03%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     435000 | PA      | $369572.01    | 0.08%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           | 2                  | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     311275 | PA      | $145861.54    | 0.03%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100764 | PA      | $101487.93    | 0.02%             | 2030-04-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Banco Davivienda SA                                                              | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $200660.00    | 0.04%             | 2035-07-02      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     625000 | PA      | $617163.31    | 0.13%             | 2028-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     505000 | PA      | $521154.07    | 0.11%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2023-PJ1                                     | CUSIP: 36267TBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     239013 | PA      | $209037.33    | 0.05%             | 2053-02-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings, Inc., Term Loan B1                                            | CUSIP: BL4995835<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      37366 | PA      | $37342.96     | 0.01%             | 2031-04-14      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| WestJet Loyalty LP                                                               | WestJet Loyalty LP, Term Loan B                                                  | CUSIP: BL4575033<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      83432 | PA      | $83547.06     | 0.02%             | 2031-02-14      | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     307876 | PA      | $307799.50    | 0.07%             | 2038-12-15      | Variable      | 5.35%                 | Yes           | 2                  | On Loan: No      |
| Zambia Government International Bond                                             | Zambia Government International Bond                                             | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     197169 | PA      | $135426.38    | 0.03%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           | 2                  | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure, LLC, First Lien Term Loan B6                                           | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     107090 | PA      | $106964.55    | 0.02%             | 2030-11-06      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                                       | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $203980.00    | 0.04%             | 2035-04-30      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1443945 | PA      | $1263995.43   | 0.27%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     236177 | PA      | $240259.68    | 0.05%             | 2054-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                 | Societe Generale SA                                                              | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     454000 | PA      | $481793.43    | 0.10%             | N/A             | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| USI Inc/NY                                                                       | USI, Inc., Term Loan C                                                           | CUSIP: BL4881803<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      28173 | PA      | $28131.59     | 0.01%             | 2030-09-27      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     502000 | PA      | $527991.05    | 0.11%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     210000 | PA      | $222195.83    | 0.05%             | 2043-07-25      | Variable      | 9.19%                 | Yes           | 2                  | On Loan: No      |
| Blackrock Inc                                                                    | Blackrock Inc                                                                    | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        597 | NS      | $626402.25    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                  | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $203164.92    | 0.04%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           | 2                  | On Loan: No      |
| Lumen Technologies Inc                                                           | Lumen Technologies, Inc., Extended Term Loan B2                                  | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     536538 | PA      | $530630.74    | 0.11%             | 2030-04-15      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     155000 | PA      | $156248.40    | 0.03%             | 2028-01-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Colombia Government International Bond                                           | Colombia Government International Bond                                           | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $200858.00    | 0.04%             | 2035-11-14      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1944060 | PA      | $1944424.88   | 0.42%             | 2054-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | Terna - Rete Elettrica Nazionale                                                 | CUSIP: T9471R100<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |      17671 | NS      | $181674.95    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                        | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     140000 | PA      | $129226.01    | 0.03%             | 2054-11-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $50767.14     | 0.01%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                         | Petrobras Global Finance BV                                                      | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     145000 | PA      | $132269.07    | 0.03%             | 2050-06-03      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| VIASAT INC                                                                       | ViaSat, Inc., Term Loan                                                          | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |      20946 | PA      | $20186.73     | 0.00%             | 2029-03-05      | Variable      | 8.94%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     497000 | PA      | $522252.57    | 0.11%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Advantest Corp                                                                   | Advantest Corp                                                                   | CUSIP: J00210104<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      23400 | NS      | $1734665.27   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     285000 | PA      | $285805.41    | 0.06%             | 2085-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     254000 | PA      | $246938.50    | 0.05%             | N/A             | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| VICTORY BUYER LLC                                                                | Victory Buyer LLC, Term Loan                                                     | CUSIP: 92643PAB0<br>LEI: 549300G9TEUHGC81N056 | Long             | LON              | CORP              | US        |     314861 | PA      | $311881.30    | 0.07%             | 2028-11-20      | Variable      | 8.19%                 | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | RECEIVE USD [244454] PAY HKD [-1919108.12] on 20250627 @ 0.127379                | CUSIP: HKD250702<br>LEI: 549300FSAZRK583VK349 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-19.93       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| 8TH AVENUE FOOD & PRO                                                            | 8th Avenue Food & Provisions, Inc., Incremental Term Loan                        | CUSIP: 28253PAE9<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |      18661 | PA      | $18674.33     | 0.00%             | 2025-10-01      | Variable      | 11.25%                | No            | 2                  | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                         | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $205034.00    | 0.04%             | 2033-05-10      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| Belk Inc                                                                         | Belk Inc                                                                         | CUSIP: 942KDH907<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          1 | NS      | $8.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3010799 | PA      | $2805359.73   | 0.61%             | 2052-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2022-PJ5                                     | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     239386 | PA      | $202571.52    | 0.04%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     142000 | PA      | $142309.21    | 0.03%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                 | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     115000 | PA      | $112943.91    | 0.02%             | 2026-01-15      | Fixed         | 1.57%                 | No            | 2                  | On Loan: No      |
| McGraw-Hill Education Inc                                                        | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     225000 | PA      | $234706.78    | 0.05%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     325000 | PA      | $328218.48    | 0.07%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SKYMILES IP LTD                                                                  | SkyMiles IP Ltd., Skymiles Term Loan B                                           | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |      99653 | PA      | $100419.57    | 0.02%             | 2027-10-20      | Variable      | 8.02%                 | No            | 2                  | On Loan: No      |
| ServiceNow Inc                                                                   | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       2308 | NS      | $2372808.64   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                         | OCP SA                                                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $151583.00    | 0.03%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| CITY BREWING CO LLC                                                              | City Brewing Company, LLC, First Lien Second Out PIK TL                          | CUSIP: 10756PAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         55 | PA      | $0.24         | 0.00%             | 2028-04-14      | Variable      | 9.29%                 | No            | 2                  | On Loan: No      |
| Qube Holdings Ltd                                                                | Qube Holdings Ltd                                                                | CUSIP: Q7834B112<br>LEI: 391200RT2MUFEO3RFW25 | Long             | EC               | CORP              | AU        |      54907 | NS      | $154773.91    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Talos Production Inc                                                             | Talos Production Inc                                                             | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153579.60    | 0.03%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       5840 | NS      | $469652.80    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Motion Finco Sarl                                                                | Motion Finco Sarl, Term Loan B                                                   | CUSIP: BL4569192<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |      76410 | PA      | $72924.52     | 0.02%             | 2029-11-30      | Variable      | 7.80%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $168914.54    | 0.04%             | 2031-11-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| WIN WASTE INNOVATIONS HO                                                         | WIN Waste Innovations Holdings, Inc., Term Loan B                                | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |     587068 | PA      | $581748.84    | 0.13%             | 2028-03-27      | Variable      | 7.19%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Inc                                                              | Cheniere Energy Inc                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       4215 | NS      | $1026436.80   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp                                                                      | Vistra Corp                                                                      | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     217000 | PA      | $235854.91    | 0.05%             | N/A             | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Muthoot Finance Ltd                                                              | Muthoot Finance Ltd                                                              | CUSIP: 62828L2D4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $199592.90    | 0.04%             | 2029-04-23      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Riverbed Technology LLC/US                                                       | Riverbed Technology LLC/US                                                       | CUSIP: N/A<br>LEI: XWT9B0BASIY6FJ5R7M02       | Long             | EC               | CORP              | US        |       3294 | NS      | $3.29         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL MENTOR HOLDINGS                                                         | National Mentor Holdings, Inc., Term Loan                                        | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |     146973 | PA      | $142380.30    | 0.03%             | 2028-03-02      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      36448 | NS      | $1580020.80   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corp                                                                        | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     128000 | PA      | $121218.58    | 0.03%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc                                                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     244000 | PA      | $243189.97    | 0.05%             | 2054-09-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     135000 | PA      | $120498.43    | 0.03%             | 2053-04-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                            | Argentine Republic Government International Bond                                 | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     200000 | PA      | $142543.70    | 0.03%             | 2038-01-09      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bright Bidco BV                                                                  | Bright Bidco BV                                                                  | CUSIP: N/A<br>LEI: 549300IL6Q1JWU688H15       | Long             | EC               | CORP              | NL        |       4217 | NS      | $999.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply, LLC, Term Loan B                                            | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     267980 | PA      | $268921.79    | 0.06%             | 2030-05-17      | Variable      | 6.81%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |      12675 | NS      | $324987.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Sierra Timeshare 2024-3 Receivables Funding LLC                                  | Sierra Timeshare 2024-3 Receivables Funding LLC                                  | CUSIP: 82653BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     330147 | PA      | $331400.49    | 0.07%             | 2041-08-20      | Fixed         | 4.83%                 | Yes           | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $248750.93    | 0.05%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                                           | Genesys Cloud Services Holdings II LLC, Term Loan B                              | CUSIP: BL4978666<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |     798060 | PA      | $798834.12    | 0.17%             | 2032-01-30      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902MMW908<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     735000 | PA      | $84525.00     | 0.02%             | 2172-01-17      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| Crown Castle Inc                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |        576 | NS      | $59172.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RTX Corp                                                                         | RTX Corp                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       9476 | NS      | $1383685.52   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2022-INV1 Trust                           | CUSIP: 95003NAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     197914 | PA      | $173199.31    | 0.04%             | 2052-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Enstar Group Ltd                                                                 | Enstar Group Ltd                                                                 | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |      10532 | NS      | $211798.52    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     284998 | PA      | $252373.27    | 0.05%             | 2051-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AI Aqua Merger Sub Inc                                                           | AI Aqua Merger Sub, Inc., First Lien Term Loan B                                 | CUSIP: BL4842680<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     342394 | PA      | $342294.46    | 0.07%             | 2028-07-31      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       5238 | NS      | $1205159.04   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR & Co Inc                                                                     | KKR & Co Inc                                                                     | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       4627 | NS      | $615529.81    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902LUX008<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $115000.00    | 0.02%             | 2172-01-17      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| CABLE ONE INC                                                                    | Cable One, Inc., Term Loan B4                                                    | CUSIP: 12685LAG5<br>LEI: 549300648QS85T0XSH18 | Long             | LON              | CORP              | US        |      17290 | PA      | $16728.31     | 0.00%             | 2028-05-03      | Variable      | 6.44%                 | No            | 2                  | On Loan: No      |
| Reliance Inc                                                                     | Reliance Inc                                                                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        920 | NS      | $288788.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc., Term Loan B                                          | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      47056 | PA      | $47091.39     | 0.01%             | 2030-02-06      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     750000 | PA      | $758184.74    | 0.16%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| 24 Hour Fitness Worldwide Inc                                                    | 24 Hour Fitness Worldwide Inc                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      83128 | NS      | $581.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Service Corp International/US                                                    | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151529.70    | 0.03%             | 2032-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |       6772 | NS      | $170044.92    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Corebridge Financial Inc                                                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     125000 | PA      | $129864.95    | 0.03%             | 2034-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | US        |      12001 | NS      | $543885.32    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                                        | Grupo Aeroportuario del Sureste SAB de CV                                        | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |       1479 | NS      | $471608.73    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Serta Simmons Bedding LLC                                                        | Serta Simmons Bedding, LLC, New Term Loan                                        | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |       2926 | PA      | $2685.66      | 0.00%             | 2028-06-29      | Variable      | 11.91%                | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     145000 | PA      | $139027.62    | 0.03%             | 2053-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services                                                  | RECEIVE EUR [49832.5] PAY USD [-58508.3] on 20250626 @ 1.174099                  | CUSIP: EUR250701<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $191.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Express Co                                                              | American Express Co                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       7391 | NS      | $2357581.18   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings, Inc., Term Loan B                                             | CUSIP: BL4989184<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     160658 | PA      | $160637.42    | 0.03%             | 2032-01-31      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     756964 | PA      | $771103.11    | 0.17%             | 2053-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     325000 | PA      | $336811.58    | 0.07%             | 2036-04-22      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| Gates Corp/DE                                                                    | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77877.53     | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                                              | Mozart Debt Merger Sub Inc                                                       | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $239810.28    | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                                              | Ecuador Government International Bond                                            | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     260000 | PA      | $188367.45    | 0.04%             | 2035-07-31      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1680000 | PA      | $1681050.00   | 0.36%             | 2027-06-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Johnstone Supply LLC                                                             | Johnstone Supply LLC, Term Loan B                                                | CUSIP: BL4871721<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     242847 | PA      | $243605.76    | 0.05%             | 2031-06-09      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                 | CUSIP: 3132DSKX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     363415 | PA      | $319059.15    | 0.07%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government Bond                                         | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3025000 | PA      | $159776.73    | 0.03%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK24                                                                  | CUSIP: 06540VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     420000 | PA      | $390301.84    | 0.08%             | 2062-11-15      | Variable      | 3.28%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings, LLC, Term Loan B6                                                  | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     613218 | PA      | $605899.07    | 0.13%             | 2028-01-18      | Variable      | 8.81%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1291073 | PA      | $1203048.37   | 0.26%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Avaya Inc                                                                        | Avaya Inc                                                                        | CUSIP: N/A<br>LEI: J6LB5QIFSP2MFEFG4U76       | Long             | EC               | CORP              | US        |      12787 | NS      | $92705.75     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | RECEIVE USD [205077.83] PAY ZAR [-3664175.44] on 20250627 @ 0.055968             | CUSIP: ZAR250702<br>LEI: 549300FSAZRK583VK349 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1893.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     439812 | PA      | $432133.45    | 0.09%             | 2053-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Genesee & Wyoming Inc                                                            | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     195000 | PA      | $198972.74    | 0.04%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     130000 | PA      | $138660.78    | 0.03%             | 2029-11-20      | Fixed         | 6.82%                 | No            | 2                  | On Loan: No      |
| Cornerstone Generation LLC                                                       | Cornerstone Generation LLC                                                       | CUSIP: BL4790210<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     117000 | PA      | $117731.25    | 0.03%             | 2031-10-28      | Variable      | 7.56%                 | No            | 2                  | On Loan: No      |
| CENTURI GROUP INC                                                                | Centuri Group, Inc, Term Loan B                                                  | CUSIP: 15643XAC2<br>LEI: 254900H4HY0IHK5J9N53 | Long             | LON              | CORP              | US        |      61692 | PA      | $61813.37     | 0.01%             | 2028-08-28      | Variable      | 6.94%                 | No            | 2                  | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                            | CUSIP: ZD7301595<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $251888.78    | 0.05%             | 2030-05-21      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | RECEIVE USD [428099.1] PAY ZAR [-7648950.71] on 20250627 @ 0.055968              | CUSIP: ZAR250702<br>LEI: 549300FSAZRK583VK349 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3953.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VeriFone Systems Inc                                                             | Verifone Systems, Inc., Term Loan                                                | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |     208765 | PA      | $195925.80    | 0.04%             | 2028-08-21      | Variable      | 10.21%                | No            | 2                  | On Loan: No      |
| NOBLE FINANCE II LLC                                                             | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $229100.15    | 0.05%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Iliad Holding SASU                                                               | Iliad Holding SASU                                                               | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     525000 | PA      | $561553.13    | 0.12%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Project Alpha Intermediate Holding Inc                                           | Project Alpha Intermediate Holding, Inc., First Lien Term Loan B                 | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     132499 | PA      | $133271.88    | 0.03%             | 2030-10-28      | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       8274 | NS      | $6106956.66   | 1.32%             |  |  |  | No            | 1                  | On Loan: No      |
| INDONESIA GOVERNMENT                                                             | Indonesia Treasury Bond                                                          | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2702000000 | PA      | $170251.21    | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| NEP Group Inc                                                                    | NEP Group, Inc., Term Loan B                                                     | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        930 | PA      | $859.22       | 0.00%             | 2026-08-19      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| Enav SpA                                                                         | Enav SpA                                                                         | CUSIP: T3R4KN103<br>LEI: 81560048ECF8D2059980 | Long             | EC               | CORP              | IT        |       1011 | NS      | $4675.25      | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                         | Petrobras Global Finance BV                                                      | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     115000 | PA      | $88965.32     | 0.02%             | 2051-06-10      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     315000 | PA      | $328972.56    | 0.07%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Gen Digital Inc                                                                  | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51342.10     | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $163338.64    | 0.04%             | 2047-03-29      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| FinThrive Software Intermediate Holdings Inc                                     | MedAssets Software Intermediate Holdings, Inc., First Out Term Loan              | CUSIP: 31810YAC4<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |     188205 | PA      | $183466.57    | 0.04%             | 2028-12-18      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Northern States Power Co/MN                                                      | Northern States Power Co/MN                                                      | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     155000 | PA      | $156548.49    | 0.03%             | 2035-05-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     295000 | PA      | $291149.29    | 0.06%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EVERTEC Group LLC                                                                | Evertec Group, LLC, Term Loan B                                                  | CUSIP: BL4812303<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | PR        |      76500 | PA      | $76978.13     | 0.02%             | 2030-10-15      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                       | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     130000 | PA      | $128329.34    | 0.03%             | N/A             | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BENIN INTL GOV BOND                                                              | Benin Government International Bond                                              | CUSIP: BQ5680468<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     190000 | PA      | $192074.80    | 0.04%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| ASGN INCORPORATED                                                                | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     240000 | PA      | $234065.94    | 0.05%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3600000 | PA      | $176248.34    | 0.04%             | 2038-11-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2477662 | PA      | $2308732.97   | 0.50%             | 2052-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WEX Inc                                                                          | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     240000 | PA      | $242136.48    | 0.05%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Cleanaway Waste Management Ltd                                                   | Cleanaway Waste Management Ltd                                                   | CUSIP: Q2506H109<br>LEI: 549300D5C72CV6CIBS66 | Long             | EC               | CORP              | AU        |      49537 | NS      | $88766.04     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| WEX INC                                                                          | WEX Inc., Term Loan                                                              | CUSIP: 96208UAT8<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |      91770 | PA      | $91865.22     | 0.02%             | 2028-04-03      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     394000 | PA      | $398720.91    | 0.09%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Signia Aerospace LLC                                                             | Air Comm Corporation, LLC, Term Loan                                             | CUSIP: BL4805414<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      57548 | PA      | $57907.76     | 0.01%             | 2031-12-11      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902LWC002<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     575000 | PA      | $66125.00     | 0.01%             | 2172-06-11      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     203000 | PA      | $182060.14    | 0.04%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust Inc                                                      | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     375000 | PA      | $379291.13    | 0.08%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Stonepeak Nile Parent LLC                                                        | Stonepeak Nile Parent LLC, Term Loan B                                           | CUSIP: BL4989531<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |     156000 | PA      | $156702.00    | 0.03%             | 2032-04-12      | Variable      | 6.98%                 | No            | 2                  | On Loan: No      |
| Dominican Republic International Bond                                            | Dominican Republic International Bond                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $157155.00    | 0.03%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           | 2                  | On Loan: No      |
| Republic of South Africa Government International Bond                           | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $198427.53    | 0.04%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           | 2                  | On Loan: No      |
| GFL Environmental Inc                                                            | GFL Environmental Inc                                                            | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | US        |       2684 | NS      | $135434.64    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1806548 | PA      | $1683281.49   | 0.36%             | 2052-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Kenvue Inc                                                                       | Kenvue Inc                                                                       | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      11000 | NS      | $230230.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp                                                            | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       3195 | NS      | $3162858.30   | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2022-3                                                  | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     700512 | PA      | $592781.39    | 0.13%             | 2052-08-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     243699 | PA      | $150179.51    | 0.03%             | 2029-02-01      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| Jaggaer LLC                                                                      | Javelin Buyer, Inc., First Lien Term Loan                                        | CUSIP: 47189BAC3<br>LEI: 549300TTV5JZ3JI14H31 | Long             | LON              | CORP              | US        |     116395 | PA      | $117013.06    | 0.03%             | 2031-12-08      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     925000 | PA      | $932804.69    | 0.20%             | 2032-05-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems US Holdings Inc                                           | Axalta Coating Systems U.S. Holdings, Inc., Term Loan B4                         | CUSIP: 90347BAK4<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |      44784 | PA      | $44989.44     | 0.01%             | 2029-12-20      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| Sound Inpatient Physicians Inc                                                   | Sound Inpatient Physicians, Tranche B Term Loan (Second Out)                     | CUSIP: 83607JAE1<br>LEI: 54930047QBMPL027P218 | Long             | LON              | CORP              | US        |     144463 | PA      | $135217.15    | 0.03%             | 2028-06-28      | Variable      | 4.78%                 | No            | 2                  | On Loan: No      |
| Viking Baked Goods Acquisition Corp                                              | Viking Baked Goods Acquisition Corp                                              | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |     390000 | PA      | $382109.79    | 0.08%             | 2031-11-01      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk PT                                             | Bank Rakyat Indonesia Persero Tbk PT                                             | CUSIP: Y0697U112<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |    1444400 | NS      | $333021.20    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       4542 | NS      | $1416967.74   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| OWENS-BROCKWAY                                                                   | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61488.72     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     314000 | PA      | $330066.12    | 0.07%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Casella Waste Systems Inc                                                        | Casella Waste Systems Inc                                                        | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |       1033 | NS      | $119187.54    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| OneMain Financial Issuance Tru                                                   | OneMain Financial Issuance Trust 2022-2                                          | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     130931 | PA      | $130894.66    | 0.03%             | 2034-10-14      | Fixed         | 4.89%                 | Yes           | 2                  | On Loan: No      |
| RLJ LODGING TRUST LP                                                             | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     250000 | PA      | $247480.50    | 0.05%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Shell PLC                                                                        | Shell PLC                                                                        | CUSIP: G80827101<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      78417 | NS      | $2735931.23   | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     205000 | PA      | $201671.94    | 0.04%             | N/A             | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     160000 | PA      | $160625.00    | 0.03%             | 2030-04-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                      | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     354000 | PA      | $420296.06    | 0.09%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                                         | Virgin Media Bristol LLC, Term Loan Y                                            | CUSIP: BL4208296<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     100000 | PA      | $98858.00     | 0.02%             | 2031-03-31      | Variable      | 7.37%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      75000 | PA      | $69053.36     | 0.01%             | 2031-12-01      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $405669.20    | 0.09%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Carnival Corp                                                                    | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     360000 | PA      | $366750.00    | 0.08%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| 8TH AVENUE FOOD & PRO                                                            | 8th Avenue Food & Provisions, Inc., First Lien Term Loan                         | CUSIP: 28253PAC3<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |       1740 | PA      | $1740.78      | 0.00%             | 2025-10-01      | Variable      | 10.25%                | No            | 2                  | On Loan: No      |
| SRAM LLC                                                                         | SRAM, LLC , Term Loan B                                                          | CUSIP: 85232BAV8<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |      34996 | PA      | $34646.11     | 0.01%             | 2032-02-27      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| ADMI Corp                                                                        | ADMI Corp., Term Loan B5                                                         | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |      78551 | PA      | $76351.21     | 0.02%             | 2027-12-23      | Variable      | 10.08%                | No            | 2                  | On Loan: No      |
| Star Parent Inc                                                                  | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52590.94     | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     105000 | PA      | $74596.48     | 0.02%             | 2051-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| GBT US III LLC                                                                   | GBT US III LLC, Term Loan B                                                      | CUSIP: BL4990471<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      94418 | PA      | $94693.00     | 0.02%             | 2031-07-28      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    1283748 | PA      | $1171015.51   | 0.25%             | 2052-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      80000 | PA      | $79253.12     | 0.02%             | 2031-08-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     285000 | PA      | $273720.70    | 0.06%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2138975 | PA      | $2049866.26   | 0.44%             | 2052-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     646098 | PA      | $617369.58    | 0.13%             | 2033-01-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     275000 | PA      | $256781.25    | 0.06%             | 2029-06-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40096.73     | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |     185000 | PA      | $192385.20    | 0.04%             | 2042-05-25      | Variable      | 7.66%                 | Yes           | 2                  | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                                         | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $194943.84    | 0.04%             | 2027-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Reliance Industries Ltd                                                          | Reliance Industries Ltd                                                          | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |       8158 | NS      | $569428.40    | 0.12%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KRVW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1560313 | PA      | $1562576.32   | 0.34%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC / FIN INC                                                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $143958.39    | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                                  | Fraport AG Frankfurt Airport Services Worldwide                                  | CUSIP: D3856U108<br>LEI: 5299001ERX0K10IZUL40 | Long             | EC               | CORP              | DE        |       3330 | NS      | $251213.70    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | RECEIVE USD [75715.94] PAY HKD [-594414.84] on 20250627 @ 0.127379               | CUSIP: HKD250702<br>LEI: 549300FSAZRK583VK349 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6.18        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Southern Co/The                                                                  | Southern Co/The                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       4259 | NS      | $391103.97    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Avaya Inc                                                                        | Avaya Inc                                                                        | CUSIP: 05351X309<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | EC               | CORP              | US        |       2752 | NS      | $19952.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CRH PLC                                                                          | CRH PLC                                                                          | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |      23069 | NS      | $2117734.20   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96331.58     | 0.02%             | 2053-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     400000 | PA      | $414080.40    | 0.09%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38384CKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     422587 | PA      | $287302.82    | 0.06%             | 2052-02-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| American National Group Inc                                                      | American National Group Inc                                                      | CUSIP: 025676867<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |      10425 | NS      | $261667.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | Fixed Income Clearing Corporation                                                | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |     650000 | PA      | $650000.00    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP, Term Loan B                                                   | CUSIP: BL4949832<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |     272000 | PA      | $272595.68    | 0.06%             | 2032-01-28      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Selective Insurance Group Inc                                                    | Selective Insurance Group Inc                                                    | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |       8200 | NS      | $136612.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                           | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     200000 | PA      | $140839.42    | 0.03%             | 2050-01-14      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PG&E CORP                                                                        | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47632.12     | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                          | Romania Government Bond                                                          | CUSIP: ZP8252477<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     320000 | PA      | $68920.79     | 0.01%             | 2028-01-26      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Flagstar Mortgage Trust 2021-10INV                                               | Flagstar Mortgage Trust 2021-10INV                                               | CUSIP: 33851RBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      92489 | PA      | $75576.64     | 0.02%             | 2051-10-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| IHS Holding Ltd                                                                  | IHS Holding Ltd                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $200445.91    | 0.04%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Global Medical Response Inc                                                      | Global Medical Response, Inc., PIK Term Loan                                     | CUSIP: 00169QAG4<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |     356041 | PA      | $356981.37    | 0.08%             | 2028-10-02      | Variable      | 4.91%                 | No            | 2                  | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79160.56     | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| ContourGlobal Power Holdings SA                                                  | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $309108.00    | 0.07%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| VC GB HOLDINGS I CORP                                                            | VC GB Holdings I Corp., First Lien Term Loan                                     | CUSIP: 91823JAC6<br>LEI: 549300K4B21TSY42LF51 | Long             | LON              | CORP              | US        |      73891 | PA      | $73505.02     | 0.02%             | 2028-05-16      | Variable      | 8.06%                 | No            | 2                  | On Loan: No      |
| Colossus Acquireco LLC                                                           | Colossus Acquireco LLC                                                           | CUSIP: N/A<br>LEI: 2549009FT92RXWA46910       | Long             | LON              | CORP              | US        |      40000 | PA      | $39785.00     | 0.01%             | 2032-06-14      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Siemens AG                                                                       | Siemens AG                                                                       | CUSIP: D69671218<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       9279 | NS      | $2383388.53   | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| EMPRESA DE TRANSMISION                                                           | Empresa de Transmision Electrica SA                                              | CUSIP: 29247QAA2<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |     200000 | PA      | $143000.00    | 0.03%             | 2049-05-02      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Post Holdings Inc                                                                | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     300000 | PA      | $302735.10    | 0.07%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                             | Infrastrutture Wireless Italiane SpA                                             | CUSIP: T6032P102<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |       5102 | NS      | $62387.05     | 0.01%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                  | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      85000 | PA      | $85625.97     | 0.02%             | 2031-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                                                      | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     185000 | PA      | $189485.88    | 0.04%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Tokyo Metro Co Ltd                                                               | Tokyo Metro Co Ltd                                                               | CUSIP: J8T324105<br>LEI: 35380049N9IQPZ74JY58 | Long             | EC               | CORP              | JP        |      13000 | NS      | $151276.71    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF SENEGAL                                                              | Senegal Government International Bond                                            | CUSIP: AR4939435<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     215000 | PA      | $129045.82    | 0.03%             | 2048-03-13      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                        | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      17920 | NS      | $4058700.80   | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     442586 | PA      | $369091.86    | 0.08%             | 2052-02-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      95000 | PA      | $92448.92     | 0.02%             | 2034-11-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BANK HAPOALIM                                                                    | Bank Hapoalim BM                                                                 | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $191170.00    | 0.04%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     105000 | PA      | $101851.93    | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                                           | Cia Cervecerias Unidas SA                                                        | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |     175000 | PA      | $155254.10    | 0.03%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                               | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |      10218 | NS      | $243188.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     401337 | PA      | $389731.39    | 0.08%             | 2033-07-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| ONEX TSG INTERMEDIATE CO                                                         | Onex TSG Intermediate Corp., Term Loan B                                         | CUSIP: 68276QAJ5<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |     152794 | PA      | $153390.48    | 0.03%             | 2028-02-28      | Variable      | 9.34%                 | No            | 2                  | On Loan: No      |
| SupplyOne Inc                                                                    | SupplyOne, Inc, Term Loan B                                                      | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      54314 | PA      | $54580.55     | 0.01%             | 2031-04-21      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| CACI International Inc                                                           | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51597.40     | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       5772 | NS      | $793072.80    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     212700 | PA      | $209459.65    | 0.05%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     230000 | PA      | $160931.29    | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                                               | SeaWorld Parks & Entertainment, Inc., Term Loan B3                               | CUSIP: BL4808038<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |      79111 | PA      | $79160.21     | 0.02%             | 2031-12-04      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Planet US Buyer LLC                                                              | Planet US Buyer LLC, Term Loan B                                                 | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |     137083 | PA      | $137820.25    | 0.03%             | 2031-02-10      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      54121 | NS      | $8550576.79   | 1.85%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos Inc                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       2415 | NS      | $535816.05    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     475100 | PA      | $387503.44    | 0.08%             | 2053-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Iridium Satellite LLC                                                            | Iridium Satellite LLC, Term Loan B                                               | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |     118588 | PA      | $118905.42    | 0.03%             | 2030-09-20      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                                              | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $177899.90    | 0.04%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           | 2                  | On Loan: No      |
| Analog Devices Inc                                                               | Analog Devices Inc                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       1901 | NS      | $452476.02    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       8825 | NS      | $215330.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Chord Energy Corp                                                                | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     400000 | PA      | $408649.18    | 0.09%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | Clydesdale Acquisition Holdings Inc, Delayed Draw Term Loan                      | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       8058 | PA      | $8036.06      | 0.00%             | 2032-03-29      | Variable      | 4.60%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                                          | Indonesia Treasury Bond                                                          | CUSIP: ZI4194448<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1110000000 | PA      | $68148.65     | 0.01%             | 2034-02-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     240000 | PA      | $247612.50    | 0.05%             | 2035-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| GFL Environmental Services Inc/ON                                                | GFL Environmental Inc., Term Loan B                                              | CUSIP: BL4990463<br>LEI: 254900ZM5MY0A8BPJI72 | Long             | LON              | CORP              | CA        |      95000 | PA      | $95178.13     | 0.02%             | 2032-03-03      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Air Liquide SA                                                                   | Air Liquide SA                                                                   | CUSIP: F01764103<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |       3230 | NS      | $666029.42    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      50000 | PA      | $51908.20     | 0.01%             | 2031-05-31      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                        | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $253951.60    | 0.05%             | 2042-06-10      | Variable      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Madison IAQ LLC                                                                  | Madison IAQ LLC, Term Loan                                                       | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     124352 | PA      | $124585.49    | 0.03%             | 2028-06-21      | Variable      | 6.76%                 | No            | 2                  | On Loan: No      |
| Novartis AG                                                                      | Novartis AG                                                                      | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       2247 | NS      | $272734.34    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                         | Team Health Holdings, Inc., Term Loan B                                          | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |     246569 | PA      | $245720.56    | 0.05%             | 2027-03-02      | Variable      | 9.53%                 | No            | 2                  | On Loan: No      |
| Bright Bidco BV                                                                  | Bright Bidco BV                                                                  | CUSIP: AM6760772<br>LEI: 549300IL6Q1JWU688H15 | Long             | EC               | CORP              | US        |       3087 | NS      | $731.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Assurant Inc                                                                     | Assurant Inc                                                                     | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |       2875 | NS      | $61668.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cotiviti Inc                                                                     | Cotiviti Corporation, Term Loan                                                  | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     368770 | PA      | $367503.60    | 0.08%             | 2031-05-01      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | Clydesdale Acquisition Holdings Inc, Term Loan B                                 | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     366166 | PA      | $365854.41    | 0.08%             | 2029-04-13      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding                                                   | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RER1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $288187.26    | 0.06%             | 2028-02-20      | Fixed         | 1.66%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48771.84     | 0.01%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| NEXTDC Ltd                                                                       | NEXTDC Ltd                                                                       | CUSIP: Q6750Y106<br>LEI: 529900RTERU3X7G3D672 | Long             | EC               | CORP              | AU        |       5537 | NS      | $52852.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      40000 | PA      | $25091.09     | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     801304 | PA      | $802485.95    | 0.17%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $131677.20    | 0.03%             | 2051-11-02      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG                                                                     | CUSIP: UV4180070<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     286000 | PA      | $286214.50    | 0.06%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                                          | ACProducts, Inc., Term Loan B                                                    | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |      68567 | PA      | $52261.31     | 0.01%             | 2028-05-17      | Variable      | 8.81%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     623118 | PA      | $615219.43    | 0.13%             | 2052-11-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| USA COM PART/USA COM FIN                                                         | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $120241.39    | 0.03%             | 2027-09-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      55000 | PA      | $55391.02     | 0.01%             | 2027-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     285000 | PA      | $285445.31    | 0.06%             | 2035-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                            | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69415.66     | 0.02%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Targa Resources Corp                                                             | Targa Resources Corp                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       1038 | NS      | $180695.04    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| DAVITA INC                                                                       | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     285000 | PA      | $273064.66    | 0.06%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Sound Inpatient Physicians Inc                                                   | Sound Inpatient Physicians, Tranche A Term Loan (First Out)                      | CUSIP: 83607JAD3<br>LEI: 54930047QBMPL027P218 | Long             | LON              | CORP              | US        |      16001 | PA      | $16740.56     | 0.00%             | 2028-06-28      | Variable      | 5.53%                 | No            | 2                  | On Loan: No      |
| VZ SECURED FINANCING BV                                                          | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     310000 | PA      | $275778.60    | 0.06%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| MX Holdings US Inc                                                               | Minimax Viking GmbH, Term Loan B                                                 | CUSIP: BL5003753<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |      72000 | PA      | $72405.00     | 0.02%             | 2032-03-17      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Compass Minerals International Inc                                               | Compass Minerals International Inc                                               | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206628.04    | 0.04%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $202576.00    | 0.04%             | N/A             | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD 2017-CD5 Mortgage Trust                                                       | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $127078.07    | 0.03%             | 2050-08-15      | Fixed         | 3.43%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R07                                     | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     900000 | PA      | $960240.96    | 0.21%             | 2042-06-25      | Variable      | 8.96%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                    | Intercontinental Exchange Inc                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       3890 | NS      | $713698.30    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| SBI Holdings Inc                                                                 | SBI Holdings Inc                                                                 | CUSIP: J6991H100<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |       5600 | NS      | $195132.72    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ESSENTIAL PROPER                                                                 | Essential Properties LP                                                          | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |      60000 | PA      | $53358.56     | 0.01%             | 2031-07-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                                                               | Serbia International Bond                                                        | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     200000 | PA      | $210569.62    | 0.05%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| El Salvador Government International Bond                                        | El Salvador Government International Bond                                        | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     150000 | PA      | $3072.92      | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | Yes           | 2                  | On Loan: No      |
| CORELOGIC INC                                                                    | CoreLogic, Inc., Term Loan                                                       | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     197531 | PA      | $195772.05    | 0.04%             | 2028-06-02      | Variable      | 7.94%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63045.75     | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70800.43     | 0.02%             | 2055-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     152000 | PA      | $150356.02    | 0.03%             | N/A             | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1072383 | PA      | $1054602.58   | 0.23%             | 2053-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Pinnacle West Capital Corp                                                       | Pinnacle West Capital Corp                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       1334 | NS      | $119352.98    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     268000 | PA      | $251324.10    | 0.05%             | 2027-03-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| PROVIDENT FINANCING TR I                                                         | Provident Financing Trust I                                                      | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $384394.20    | 0.08%             | 2038-03-15      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     375000 | PA      | $108450.36    | 0.02%             | 2033-10-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $200858.60    | 0.04%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                         | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     400000 | PA      | $359041.52    | 0.08%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      85000 | PA      | $86800.18     | 0.02%             | 2034-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| FOREST CITY ENTERPRISES                                                          | Forest City Enterprises, L.P., Term Loan B                                       | CUSIP: 34555QAF7<br>LEI: 54930078MCT017XXRD21 | Long             | LON              | CORP              | US        |     251000 | PA      | $243988.32    | 0.05%             | 2025-12-08      | Variable      | 7.94%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                              | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     495000 | PA      | $540215.28    | 0.12%             | N/A             | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     192000 | PA      | $192459.46    | 0.04%             | 2055-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ArchKey Holdings Inc                                                             | Archkey Solutions LLC, Term Loan B                                               | CUSIP: BL4780815<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      89431 | PA      | $90209.53     | 0.02%             | 2031-11-03      | Variable      | 9.05%                 | No            | 2                  | On Loan: No      |
| Century DE Buyer LLC                                                             | Century De Buyer LLC, Term Loan B                                                | CUSIP: BL4871655<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |     123753 | PA      | $124603.92    | 0.03%             | 2030-10-30      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| BELK INC                                                                         | Belk, Inc., Term Loan                                                            | CUSIP: 07783AAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-07-31      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| LS Group OpCo Acquistion LLC                                                     | Les Schwab Tire Centers, Term Loan B                                             | CUSIP: BL4979243<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |     151880 | PA      | $151927.40    | 0.03%             | 2031-04-23      | Variable      | 6.81%                 | No            | 2                  | On Loan: No      |
| Primo Water Holdings Inc / Triton Water Holdings Inc                             | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $302091.16    | 0.07%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| WOLVERINE WORLD WIDE                                                             | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     345000 | PA      | $309327.45    | 0.07%             | 2029-08-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Ellucian Holdings Inc                                                            | Ellucian Holdings, Inc., First Lien Term Loan B                                  | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     127085 | PA      | $127542.18    | 0.03%             | 2029-10-08      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC/NV                                                    | Fertitta Entertainment, LLC, Term Loan B                                         | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     173998 | PA      | $174005.43    | 0.04%             | 2029-01-29      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| Aena SME SA                                                                      | Aena SME SA                                                                      | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |      28443 | NS      | $759251.05    | 0.16%             |  |  |  | Yes           | 2                  | On Loan: No      |
| TE Connectivity PLC                                                              | TE Connectivity PLC                                                              | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | US        |       3638 | NS      | $613621.46    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1688145 | PA      | $1570343.01   | 0.34%             | 2052-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4339752 | PA      | $4158197.86   | 0.90%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                                                      | Ivory Coast Government International Bond                                        | CUSIP: AN4195839<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     395000 | PA      | $358286.50    | 0.08%             | 2033-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      93000 | PA      | $90168.88     | 0.02%             | N/A             | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       5776 | NS      | $1072141.12   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Enel SpA                                                                         | Enel SpA                                                                         | CUSIP: T3679P115<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     148738 | NS      | $1411628.98   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                               | Clear Channel Outdoor Holdings, Inc., Term Loan                                  | CUSIP: 18452RAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     287605 | PA      | $285909.93    | 0.06%             | 2028-08-23      | Variable      | 8.44%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     292678 | PA      | $319519.89    | 0.07%             | 2029-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Severn Trent PLC                                                                 | Severn Trent PLC                                                                 | CUSIP: G8056D159<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |       3538 | NS      | $132930.26    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ASURION LLC                                                                      | Asurion LLC, Term Loan B9                                                        | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     248091 | PA      | $248159.48    | 0.05%             | 2027-07-30      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                                             | Colombian TES                                                                    | CUSIP: EK6999263<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  725000000 | PA      | $153264.11    | 0.03%             | 2030-09-18      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan J                                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     336535 | PA      | $337512.25    | 0.07%             | 2031-02-28      | Variable      | 6.80%                 | No            | 2                  | On Loan: No      |
| Ameriprise Financial Inc                                                         | Ameriprise Financial Inc                                                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        800 | NS      | $426984.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      90000 | PA      | $92293.97     | 0.02%             | 2036-01-28      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| ORGANON & CO/ORG                                                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     250000 | PA      | $216963.92    | 0.05%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| PCI Gaming Authority                                                             | PCI Gaming Authority, Term Loan                                                  | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |      55415 | PA      | $55473.15     | 0.01%             | 2031-07-21      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     367320 | PA      | $285314.56    | 0.06%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| INDUSTRIAL DPR FUNDING LTD.                                                      | Industrial DPR Funding Ltd                                                       | CUSIP: 45605PAZ1<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-O            | CORP              | KY        |     250000 | PA      | $223422.50    | 0.05%             | 2034-04-15      | Fixed         | 5.38%                 | Yes           | 3                  | On Loan: No      |
| 1011778 BC ULC                                                                   | 101B.C. Unlimited Liability Company, Term Loan B6                                | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      54450 | PA      | $54285.56     | 0.01%             | 2030-09-23      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| HONDURAS GOVERNMENT                                                              | Honduras Government International Bond                                           | CUSIP: 438180AJ0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     175000 | PA      | $167125.00    | 0.04%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Corteva Inc                                                                      | Corteva Inc                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      16357 | NS      | $1219087.21   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| CHARIOT BUYER LLC                                                                | Chamberlain Group Inc, Term Loan B                                               | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     296198 | PA      | $297039.52    | 0.06%             | 2028-11-03      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| CYXTERA DC HOLDINGS INC                                                          | Cyxtera DC Holdings, Inc., Term Loan B                                           | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     201761 | PA      | $1109.69      | 0.00%             | 2026-05-01      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Rocket Cos Inc                                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325000 | PA      | $331184.75    | 0.07%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ANGOLA                                                               | Angolan Government International Bond                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     200000 | PA      | $176532.51    | 0.04%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| NAKED JUICE LLC                                                                  | Naked Juice LLC, Term Loan                                                       | CUSIP: 62984CAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-01-24      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     207000 | PA      | $212615.29    | 0.05%             | 2055-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     215000 | PA      | $209918.95    | 0.05%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Kronos Acquisition Holdings Inc                                                  | Kronos Acquisition Holdings Inc., Term Loan                                      | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     126905 | PA      | $114087.16    | 0.02%             | 2031-07-08      | Variable      | 8.30%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $343029.93    | 0.07%             | 2028-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| United Therapeutics Corp                                                         | United Therapeutics Corp                                                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        951 | NS      | $273269.85    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     445000 | PA      | $447356.72    | 0.10%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     125000 | PA      | $111420.42    | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DirecTV Financing, LLC, Term Loan                                                | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      35260 | PA      | $35438.74     | 0.01%             | 2027-08-02      | Variable      | 9.54%                 | No            | 2                  | On Loan: No      |
| ArchKey Holdings Inc                                                             | Archkey Solutions LLC, Delayed Draw Term Loan B                                  | CUSIP: BL4781144<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10345 | PA      | $10434.88     | 0.00%             | 2031-11-03      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     225000 | PA      | $220660.18    | 0.05%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Cinemark USA Inc                                                                 | Cinemark USA, Inc., Term Loan B                                                  | CUSIP: 172442AU9<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     122506 | PA      | $123118.77    | 0.03%             | 2030-05-24      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp                                                             | Reworld Holding Corp, Term Loan B                                                | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     101204 | PA      | $101507.24    | 0.02%             | 2028-11-30      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| New Flyer Holdings Inc                                                           | New Flyer Holdings Inc                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $284861.27    | 0.06%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| DT Midstream Inc                                                                 | DT Midstream Inc                                                                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1045 | NS      | $114855.95    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaseya Inc                                                                       | Kaseya Inc., First Lien Term Loan B                                              | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      83478 | PA      | $83901.57     | 0.02%             | 2032-03-22      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     221000 | PA      | $216244.10    | 0.05%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Rackspace Finance LLC                                                            | Rackspace Finance, LLC, First Lien First Out Term Loan                           | CUSIP: 75008UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      53434 | PA      | $53729.65     | 0.01%             | 2028-05-15      | Variable      | 10.68%                | No            | 2                  | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                   | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     185000 | PA      | $180905.80    | 0.04%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Itau Unibanco Holding SA                                                         | Itau Unibanco Holding SA                                                         | CUSIP: P5968U113<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     191920 | NS      | $1305229.80   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                                         | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      95000 | PA      | $96497.42     | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                               | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     295000 | PA      | $265868.75    | 0.06%             | 2031-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Azorra Finance Ltd                                                               | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      50000 | PA      | $52137.40     | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| NatWest Group PLC                                                                | NatWest Group PLC                                                                | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     442000 | PA      | $439484.69    | 0.10%             | N/A             | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Olin Corp                                                                        | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     350000 | PA      | $344476.74    | 0.07%             | 2033-04-01      | Fixed         | 6.62%                 | 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        |     855000 | PA      | $798718.32    | 0.17%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     177000 | PA      | $175326.85    | 0.04%             | N/A             | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     240000 | PA      | $233388.17    | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| TotalEnergies SE                                                                 | TotalEnergies SE                                                                 | CUSIP: F92124100<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       9468 | NS      | $578709.48    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2022-INV3                                             | CUSIP: 46593FAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     498512 | PA      | $422338.59    | 0.09%             | 2052-09-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     516000 | PA      | $513163.39    | 0.11%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        527 | NS      | $115218.01    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HERENS US HOLDCO CORP                                                            | Lonza Group AG, Term Loan B                                                      | CUSIP: BL3571728<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |      68966 | PA      | $63347.32     | 0.01%             | 2028-07-03      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     688000 | PA      | $765997.18    | 0.17%             | 2084-01-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Goat Holdco LLC                                                                  | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $137232.90    | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | RECEIVE USD [70504.95] PAY ZAR [-1259729.02] on 20250627 @ 0.055968              | CUSIP: ZAR250702<br>LEI: 549300FSAZRK583VK349 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-651.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Team Health Holdings Inc                                                         | Team Health Holdings Inc                                                         | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     456632 | PA      | $495445.72    | 0.11%             | 2028-06-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     240000 | PA      | $249128.86    | 0.05%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                         | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $298971.60    | 0.06%             | N/A             | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| POLARIS NEWCO LLC                                                                | Polaris Newco LLC, Term Loan B                                                   | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     133653 | PA      | $130431.82    | 0.03%             | 2028-06-05      | Variable      | 8.29%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                                             | Michaels Companies, Inc., Term Loan B                                            | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     115779 | PA      | $97326.91     | 0.02%             | 2028-04-17      | Variable      | 8.81%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc                                                              | Elevance Health Inc                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       2741 | NS      | $1066139.36   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Aeroportuario del Pacifico SAB de CV                                       | Grupo Aeroportuario del Pacifico SAB de CV                                       | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |       1460 | NS      | $335245.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     300000 | PA      | $300489.00    | 0.07%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     521000 | PA      | $602490.13    | 0.13%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Millennium Health LLC                                                            | Millennium Health LLC                                                            | CUSIP: 933UAY902<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11534 | NS      | $115.34       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower, LLC, First Lien Term Loan B                    | CUSIP: BL4814754<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |      54588 | PA      | $54676.89     | 0.01%             | 2030-10-15      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2021-PJ10                                    | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     276578 | PA      | $224274.40    | 0.05%             | 2052-03-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Chevron Corp                                                                     | Chevron Corp                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6444 | NS      | $922716.36    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Rogers Communications Inc                                                        | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     177000 | PA      | $179407.83    | 0.04%             | 2055-04-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Allwyn Entertainment Financing US LLC                                            | Allwyn Entertainment Financing US LLC, Term Loan B                               | CUSIP: BL4981694<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      49502 | PA      | $49295.69     | 0.01%             | 2031-06-11      | Variable      | 6.23%                 | No            | 2                  | On Loan: No      |
| DTE Energy Co                                                                    | DTE Energy Co                                                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        436 | NS      | $57752.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                         | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |     200000 | PA      | $214325.47    | 0.05%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Reinsurance Group of America Inc                                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      85000 | PA      | $87246.79     | 0.02%             | 2034-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Waste Connections Inc                                                            | Waste Connections Inc                                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |       2658 | NS      | $496301.76    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Gen Digital Inc                                                                  | Gen Digital Inc., Term Loan B                                                    | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |      15407 | PA      | $15403.46     | 0.00%             | 2029-09-12      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $100232.33    | 0.02%             | 2035-06-15      | Variable      | 6.05%                 | Yes           | 2                  | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       5817 | NS      | $1271828.88   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Mister Car Wash Holdings Inc                                                     | Mister Car Wash Holdings, Inc., Term Loan B                                      | CUSIP: 60646CAK3<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |      59946 | PA      | $60133.08     | 0.01%             | 2031-03-27      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $240248.03    | 0.05%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | Standard Chartered PLC                                                           | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     343000 | PA      | $355812.08    | 0.08%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Ameren Corp                                                                      | Ameren Corp                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       8441 | NS      | $810673.64    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| COBANK ACB                                                                       | CoBank ACB                                                                       | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |     325000 | PA      | $325559.65    | 0.07%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       7149 | NS      | $294038.37    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fujitsu Ltd                                                                      | Fujitsu Ltd                                                                      | CUSIP: J15708159<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      21300 | NS      | $516724.59    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                                                     | Aspen Insurance Holdings Ltd                                                     | CUSIP: EP0607309<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |       4550 | NS      | $107835.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles Schwab Corp/The                                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       5322 | NS      | $485579.28    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | Credit Agricole SA                                                               | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     315000 | PA      | $318937.50    | 0.07%             | N/A             | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| XPLOR T1 LLC                                                                     | XPLOR T1 LLC, Term Loan B                                                        | CUSIP: BL4872604<br>LEI: 254900GF3CVSREM2EJ05 | Long             | LON              | CORP              | US        |     119100 | PA      | $119546.63    | 0.03%             | 2031-06-24      | Variable      | 7.80%                 | No            | 2                  | On Loan: No      |
| MITER Brands Acquisition Holdco Inc                                              | MI Windows and Doors, LLC, Term Loan B2                                          | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |      51233 | PA      | $51407.82     | 0.01%             | 2031-03-28      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Palo Alto Networks Inc                                                           | Palo Alto Networks Inc                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       2600 | NS      | $532064.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      40189 | NS      | $8245577.13   | 1.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     247396 | PA      | $205660.78    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                           | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     250000 | PA      | $249960.67    | 0.05%             | 2034-01-17      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      19456 | NS      | $3543521.28   | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                          | Aeropuerto Internacional de Tocumen SA                                           | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     200000 | PA      | $139660.00    | 0.03%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $155961.90    | 0.03%             | 2032-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Amphenol Corp                                                                    | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       8528 | NS      | $842140.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| GRAY TELEVISION INC                                                              | Gray Media Inc                                                                   | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     200000 | PA      | $151000.00    | 0.03%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| NCR Atleos Corp                                                                  | NCR Atleos LLC, Term Loan B                                                      | CUSIP: 63001PAF8<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |      32000 | PA      | $32276.00     | 0.01%             | 2029-04-16      | Variable      | 8.03%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61566.95     | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| BP PLC                                                                           | BP PLC                                                                           | CUSIP: G12793108<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      39573 | NS      | $197164.22    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Cinemark USA Inc                                                                 | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     285000 | PA      | $295877.03    | 0.06%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| 1261229 BC Ltd                                                                   | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     200000 | PA      | $201753.99    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Short            | RA               | CORP              | CA        |  -13753000 | PA      | $-13753000.00 | -2.98%            |  |  |  | No            | N/A                | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     365000 | PA      | $380820.93    | 0.08%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                                               | Koninklijke KPN NV                                                               | CUSIP: N4297B146<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     125119 | NS      | $610354.32    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Poland Government International Bond                                 | Republic of Poland Government International Bond                                 | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     100000 | PA      | $101818.90    | 0.02%             | 2035-02-12      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                              | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     205000 | PA      | $170230.18    | 0.04%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| BroadStreet Partners Inc                                                         | Broadstreet Partners, Inc., Term Loan B4                                         | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     669508 | PA      | $671065.11    | 0.15%             | 2031-06-16      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Kering SA                                                                        | Kering SA                                                                        | CUSIP: F5433L103<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       2443 | NS      | $532221.32    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                             | Petronas Capital Ltd                                                             | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     205000 | PA      | $133593.12    | 0.03%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2022-2 Trust                              | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     166410 | PA      | $134940.58    | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     180000 | PA      | $181484.85    | 0.04%             | 2030-05-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $193699.76    | 0.04%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Entain PLC                                                                       | GVC Holdings (Gibraltar) Limited, Term Loan B3                                   | CUSIP: 36270BAC6<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |     131980 | PA      | $132652.27    | 0.03%             | 2029-10-31      | Variable      | 7.02%                 | No            | 2                  | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | Kosmos Energy Ltd                                                                | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     200000 | PA      | $164608.94    | 0.04%             | 2028-03-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Zegona Finance PLC                                                               | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     380000 | PA      | $405650.00    | 0.09%             | 2029-07-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International Inc                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       9931 | NS      | $2312731.28   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International Inc                                                      | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47433.94     | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       1408 | NS      | $292328.96    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Yapi ve Kredi Bankasi AS                                                         | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 984848AR2<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $208639.92    | 0.05%             | 2034-01-17      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                         | Israel Electric Corp Ltd                                                         | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $194199.00    | 0.04%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     105000 | PA      | $108184.90    | 0.02%             | 2033-02-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: J44497105<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     200100 | NS      | $2728080.96   | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| UFC Holdings LLC                                                                 | UFC Holdings, LLC, Term Loan B                                                   | CUSIP: BL4803690<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     159350 | PA      | $160125.65    | 0.03%             | 2031-11-21      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Envestnet Inc                                                                    | BCPE Pequod Buyer Inc, Term Loan B                                               | CUSIP: BL4720944<br>LEI: 549300HLWZ5OKIDM8737 | Long             | LON              | CORP              | US        |     109725 | PA      | $110040.46    | 0.02%             | 2031-11-25      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Minerva Luxembourg SA                                                            | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $216043.80    | 0.05%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      53135 | NS      | $4257176.20   | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      13915 | NS      | $2452240.45   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     499000 | PA      | $544645.53    | 0.12%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Windfall Mining Group Inc / Groupe Minier Windfall Inc                           | Windfall Mining Group Inc / Groupe Minier Windfall Inc                           | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $204279.17    | 0.04%             | 2032-05-13      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | RECEIVE USD [305153.8] PAY HKD [-2395637.4] on 20250627 @ 0.127379               | CUSIP: HKD250702<br>LEI: 549300FSAZRK583VK349 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-24.88       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                          | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     480000 | PA      | $449990.34    | 0.10%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Smurfit WestRock PLC                                                             | Smurfit WestRock PLC                                                             | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | US        |      73545 | NS      | $3173466.75   | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Ardonagh Finco Ltd                                                               | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     450000 | PA      | $470461.05    | 0.10%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     125000 | PA      | $128020.38    | 0.03%             | 2031-04-23      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| AltaGas Ltd                                                                      | AltaGas Ltd                                                                      | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               | CORP              | CA        |       6134 | NS      | $178062.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       3746 | NS      | $1454234.66   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government International Bond                           | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $152243.90    | 0.03%             | 2044-07-24      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       4383 | NS      | $1556184.15   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic International Bond                                            | CUSIP: EK2424217<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     125000 | PA      | $130500.00    | 0.03%             | 2044-04-30      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     266092 | PA      | $263762.92    | 0.06%             | 2034-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $187250.00    | 0.04%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     361422 | PA      | $402286.73    | 0.09%             | 2032-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     150000 | PA      | $154087.35    | 0.03%             | 2054-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     285000 | PA      | $49768.17     | 0.01%             | 2027-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     794000 | PA      | $835599.25    | 0.18%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902LWB004<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     300000 | PA      | $34500.00     | 0.01%             | 2172-02-21      | Fixed         | 6.38%                 | No            | 3                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      11750 | NS      | $303737.50    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services                                                  | RECEIVE USD [58546.89] PAY EUR [-49832.5] on 20250626 @ 1.174874                 | CUSIP: EUR250711<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-188.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wand NewCo 3 Inc                                                                 | Wand NewCo 3, Inc., Repriced Term Loan B                                         | CUSIP: BL4939163<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     276294 | PA      | $275379.46    | 0.06%             | 2031-01-30      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Limak Cimento Sanayi ve Ticaret AS                                               | Limak Cimento Sanayi ve Ticaret AS                                               | CUSIP: 53263AAA6<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $200096.00    | 0.04%             | 2029-07-25      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        403 | NS      | $103155.91    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | RECEIVE USD [1078010.98] PAY HKD [-8463022.22] on 20250627 @ 0.127379            | CUSIP: HKD250702<br>LEI: 549300FSAZRK583VK349 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-87.89       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Trinidad Generation UnLtd                                                        | Trinidad Generation UnLtd                                                        | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     200000 | PA      | $207200.00    | 0.04%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Nintendo Co Ltd                                                                  | Nintendo Co Ltd                                                                  | CUSIP: J51699106<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      26110 | NS      | $2507337.64   | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                      | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $254003.90    | 0.06%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           | 2                  | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                            | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $201797.56    | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Invenergy Thermal Operating I LLC                                                | Invenergy Thermal Operating I LLC                                                | CUSIP: 46123UAP3<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |      70312 | PA      | $70936.52     | 0.02%             | 2032-05-06      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                                                                 | Novo Nordisk A/S                                                                 | CUSIP: K72807132<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      38565 | NS      | $2672323.43   | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     351000 | PA      | $362503.67    | 0.08%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     225000 | PA      | $182277.44    | 0.04%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| GETTY IMAGES INC                                                                 | Getty Images Inc                                                                 | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147008.21    | 0.03%             | 2027-03-01      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2022-INV1 Trust                           | CUSIP: 95003NAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     118748 | PA      | $100640.54    | 0.02%             | 2052-03-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     473000 | PA      | $521999.96    | 0.11%             | N/A             | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Rheinmetall AG                                                                   | Rheinmetall AG                                                                   | CUSIP: D65111102<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       1698 | NS      | $3595851.40   | 0.78%             |  |  |  | No            | 2                  | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                            | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $200099.40    | 0.04%             | 2032-07-17      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       1493 | NS      | $48716.59     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WEBER-STEPHEN PRODUCTS L                                                         | Weber-Stephen Products LLC, Term Loan B                                          | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     232977 | PA      | $231743.39    | 0.05%             | 2027-10-29      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| American Auto Auction Group LLC                                                  | American Auto Auction Group, LLC, Term Loan                                      | CUSIP: 02403MAR1<br>LEI: 5493002VI1KML1L8HW19 | Long             | LON              | CORP              | US        |      33000 | PA      | $33201.14     | 0.01%             | 2032-05-28      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      11443 | NS      | $812910.72    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       1127 | NS      | $78078.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Carnival Corp                                                                    | Carnival Corporation, Term Loan (2027)                                           | CUSIP: BL4939031<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |      33093 | PA      | $33175.59     | 0.01%             | 2027-08-09      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                            | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     225000 | PA      | $231896.03    | 0.05%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Eaton Corp PLC                                                                   | Eaton Corp PLC                                                                   | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |       4366 | NS      | $1558618.34   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| CONAIR HOLDINGS LLC                                                              | Conair Holdings, LLC, Term Loan B                                                | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |      50736 | PA      | $37544.97     | 0.01%             | 2028-05-17      | Variable      | 8.19%                 | No            | 2                  | On Loan: No      |
| Savor Acquisition Inc                                                            | Sauer Brands Inc, Term Loan B                                                    | CUSIP: BL4989473<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |      91379 | PA      | $92043.18     | 0.02%             | 2032-02-19      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings, LLC, Term Loan B5                                                  | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     137417 | PA      | $134056.23    | 0.03%             | 2027-04-15      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| TRANSMONTAIGNE OPERATING CO                                                      | TransMontaigne Operating Company L.P., Term Loan B                               | CUSIP: 89376WAH1<br>LEI: 549300V4T155OZCUJ734 | Long             | LON              | CORP              | US        |     101775 | PA      | $102311.86    | 0.02%             | 2028-11-17      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | RECEIVE USD [1031027.4] PAY HKD [-8094173.41] on 20250627 @ 0.127379             | CUSIP: HKD250702<br>LEI: 549300FSAZRK583VK349 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-84.06       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty Group, LLC, Term Loan B                                           | CUSIP: BL4755205<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |     317677 | PA      | $318073.75    | 0.07%             | 2031-09-15      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp                                                                    | M&T Bank Corp                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       2300 | NS      | $446177.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298870.95    | 0.06%             | 2028-05-15      | Fixed         | 11.25%                | Yes           | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $509299.50    | 0.11%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Madison Safety & Flow LLC                                                        | Madison Safety & Flow LLC, Term Loan B                                           | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |      69475 | PA      | $69692.11     | 0.02%             | 2031-09-26      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Hanwha Aerospace Co Ltd                                                          | Hanwha Aerospace Co Ltd                                                          | CUSIP: N/A<br>LEI: 9884001NSUA8FQKQWR25       | Long             | EC               | CORP              | KR        |         41 | NC      | $4982.22      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| El Salvador Government International Bond                                        | El Salvador Government International Bond                                        | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     150000 | PA      | $154125.00    | 0.03%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     105000 | PA      | $104733.40    | 0.02%             | 2030-06-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                   | CUSIP: Q26915100<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       9044 | NS      | $1100729.66   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Azorra Soar Tlb Finance Ltd                                                      | Azorra Soar TLB Finance Ltd, Term Loan B                                         | CUSIP: BL4778090<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |     124062 | PA      | $124760.35    | 0.03%             | 2029-10-18      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                          | Allied Universal Holdco LLC, Incremental Term Loan B                             | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     377461 | PA      | $379685.70    | 0.08%             | 2028-05-15      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Getlink SE                                                                       | Getlink SE                                                                       | CUSIP: F4R053105<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |      12943 | NS      | $249851.97    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     144000 | PA      | $131996.21    | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Arthur J Gallagher & Co                                                          | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47948.26     | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638CZ3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     250000 | PA      | $66493.87     | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| SBL HOLDINGS INC                                                                 | SBL Holdings Inc                                                                 | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     600000 | PA      | $599258.64    | 0.13%             | N/A             | Fixed         | 9.51%                 | Yes           | 2                  | On Loan: No      |
| Kaman Corp                                                                       | Kaman Corporation, Delayed Draw Term Loan                                        | CUSIP: BL4985513<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |      75431 | PA      | $75437.06     | 0.02%             | 2032-02-26      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| IDACORP Inc                                                                      | IDACORP Inc                                                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |        183 | NS      | $21127.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MALAYSIA GOVERNMENT                                                              | Malaysia Government Bond                                                         | CUSIP: EK9244469<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     400000 | PA      | $100630.33    | 0.02%             | 2035-05-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $206516.80    | 0.04%             | 2084-05-26      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| Trucordia Insurance Holdings LLC                                                 | Trucordia Insurance Holdings LLC, Term Loan B                                    | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |     170000 | PA      | $170531.25    | 0.04%             | 2032-06-17      | Variable      | 7.56%                 | No            | 2                  | On Loan: No      |
| X Corp                                                                           | X Corp                                                                           | CUSIP: BL5004546<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     248000 | PA      | $241490.00    | 0.05%             | 2029-10-29      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                                                      | Cie Financiere Richemont SA                                                      | CUSIP: H25662182<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       8420 | NS      | $1593339.86   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Linde PLC                                                                        | Linde PLC                                                                        | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |      10233 | NS      | $4801118.94   | 1.04%             |  |  |  | No            | 1                  | On Loan: No      |
| EFS Cogen Holdings I LLC                                                         | EFS Cogen Holdings I LLC, Term Loan B                                            | CUSIP: 26844HAJ6<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |      64285 | PA      | $64653.35     | 0.01%             | 2031-10-03      | Variable      | 7.80%                 | No            | 2                  | On Loan: No      |
| Kaman Corp                                                                       | Kaman Corporation, Term Loan B                                                   | CUSIP: BL4985539<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     571121 | PA      | $571166.38    | 0.12%             | 2032-02-26      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Motion Finco Sarl                                                                | Motion Finco Sarl                                                                | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $274829.79    | 0.06%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Dechra Finance US LLC                                                            | Dechra Pharmaceuticals Holdings Ltd, Term Loan B                                 | CUSIP: BL4814887<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      61845 | PA      | $62063.31     | 0.01%             | 2032-01-27      | Variable      | 7.54%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                           | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      50000 | PA      | $43036.71     | 0.01%             | 2048-09-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2015-GC29                                    | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60037 | PA      | $57845.59     | 0.01%             | 2048-04-10      | Variable      | 3.76%                 | No            | 2                  | On Loan: No      |
| ZIFF DAVIS INC                                                                   | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     240000 | PA      | $224032.49    | 0.05%             | 2030-10-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Hitachi Ltd                                                                      | Hitachi Ltd                                                                      | CUSIP: J20454112<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     147800 | NS      | $4295708.04   | 0.93%             |  |  |  | No            | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LL                                                   | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     284250 | PA      | $281944.22    | 0.06%             | 2048-07-25      | Fixed         | 4.33%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL MENTOR HOLDINGS                                                         | National Mentor Holdings, Inc., Term Loan C                                      | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |       4872 | PA      | $4720.10      | 0.00%             | 2028-03-02      | Variable      | 8.15%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1336462 | PA      | $1121789.56   | 0.24%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| DaVita Inc                                                                       | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     300000 | PA      | $310854.00    | 0.07%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply, LLC, Incremental Term Loan B                                | CUSIP: BL4858959<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     701475 | PA      | $704543.95    | 0.15%             | 2031-12-15      | Variable      | 6.81%                 | No            | 2                  | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC Energy Group Inc                                                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       7113 | NS      | $741174.60    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                           | Eskom Holdings SOC Ltd                                                           | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     500000 | PA      | $525387.50    | 0.11%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           | 2                  | On Loan: No      |
| American International Group Inc                                                 | American International Group Inc                                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       7358 | NS      | $629771.22    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2021-2 Trust                              | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     107715 | PA      | $87479.61     | 0.02%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: E11805103<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     157603 | NS      | $2426814.27   | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| Booking Holdings Inc                                                             | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         88 | NS      | $509453.12    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                            | Houston Galleria Mall Trust 2025-HGLR                                            | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $256997.65    | 0.06%             | 2045-02-05      | Variable      | 5.64%                 | Yes           | 2                  | On Loan: No      |
| HRT DNT / HRT DNT FIN                                                            | Heartland Dental LLC / Heartland Dental Finance Corp                             | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $205898.75    | 0.04%             | 2028-04-30      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $198004.82    | 0.04%             | 2029-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF POLAND                                                               | Republic of Poland Government International Bond                                 | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      90000 | PA      | $83859.37     | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     125000 | PA      | $139229.92    | 0.03%             | 2028-07-20      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | Clydesdale Acquisition Holdings Inc, Term Loan B                                 | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     116955 | PA      | $116630.78    | 0.03%             | 2032-03-29      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Windstream Escrow LLC / Windstream Escrow Finance Corp                           | Windstream Escrow LLC / Windstream Escrow Finance Corp                           | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $429387.26    | 0.09%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     103000 | PA      | $89037.51     | 0.02%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     235000 | PA      | $246685.74    | 0.05%             | 2030-10-31      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Conga Corp                                                                       | Apttus Corporation, Term Loan B                                                  | CUSIP: 03835XAD4<br>LEI: 254900VOVRKNFQ3GHG43 | Long             | LON              | CORP              | US        |      64917 | PA      | $65225.14     | 0.01%             | 2028-05-08      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       1984 | NS      | $834192.64    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Garda World Security Corp                                                        | Garda World Security Corporation, Term Loan B                                    | CUSIP: BL4987857<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |     343686 | PA      | $344734.32    | 0.07%             | 2029-02-01      | Variable      | 7.31%                 | No            | 2                  | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                         | CUSIP: F7629A107<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |       5292 | NS      | $124376.81    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $209206.94    | 0.05%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           | 2                  | On Loan: No      |
| DaVita Inc                                                                       | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     270000 | PA      | $278801.20    | 0.06%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      18675 | NS      | $451748.25    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| EssilorLuxottica SA                                                              | EssilorLuxottica SA                                                              | CUSIP: F31665106<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       3542 | NS      | $972607.39    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     388886 | PA      | $399339.83    | 0.09%             | 2029-04-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                          | Zayo Group Holdings, Inc., Term Loan                                             | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    1249000 | PA      | $1191289.96   | 0.26%             | 2027-03-09      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                          | Sri Lanka Government International Bond                                          | CUSIP: YS0724148<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      79065 | PA      | $64087.29     | 0.01%             | 2038-02-15      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC                                                      | CUSIP: BL5133873<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     105000 | PA      | $105656.25    | 0.02%             | 2032-06-28      | Variable      | 7.56%                 | No            | 2                  | On Loan: No      |
| Farm Credit Bank of Texas                                                        | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |     152000 | PA      | $158080.00    | 0.03%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      80000 | PA      | $82512.82     | 0.02%             | 2055-03-10      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Surgery Center Holdings Inc                                                      | Surgery Center Holdings, Inc., Term Loan B                                       | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     655462 | PA      | $658605.02    | 0.14%             | 2030-12-19      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Boost Newco Borrower LLC                                                         | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      75000 | PA      | $79613.63     | 0.02%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     314000 | PA      | $320774.06    | 0.07%             | 2084-11-26      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                           | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     151000 | PA      | $150377.48    | 0.03%             | N/A             | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Leia Finco US LLC                                                                | Darktrace PLC, First Lien Term Loan                                              | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     323875 | PA      | $324560.00    | 0.07%             | 2031-10-09      | Variable      | 7.46%                 | No            | 2                  | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155037.28    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Global Medical Response Inc                                                      | Global Medical Response Inc                                                      | CUSIP: 37960BAB1<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400000.00    | 0.09%             | 2028-10-31      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| MILLICOM INTL CELLULAR                                                           | Millicom International Cellular SA                                               | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     180000 | PA      | $180406.98    | 0.04%             | 2029-03-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                              | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |       4923 | NS      | $90583.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Gulfside Supply Inc                                                              | Gulfside Supply Inc, Term Loan B                                                 | CUSIP: 40273UAE9<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |      46593 | PA      | $46752.88     | 0.01%             | 2031-06-17      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| USALCO LLC                                                                       | USALCO, LLC, Delayed Draw Term Loan                                              | CUSIP: BL4754505<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      16346 | PA      | $16456.49     | 0.00%             | 2031-09-30      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| LD Celulose International GmbH                                                   | LD Celulose International GmbH                                                   | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $210500.00    | 0.05%             | 2032-01-26      | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155161.65    | 0.03%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156550.35    | 0.03%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                                         | Magyar Export-Import Bank Zrt                                                    | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $204386.66    | 0.04%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     703833 | PA      | $712593.60    | 0.15%             | 2027-10-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     823860 | PA      | $767648.01    | 0.17%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WALTER INVESTMENT MGMT                                                           | Ditech Holding Corporation, Term Loan                                            | CUSIP: 93317CAL0<br>LEI: Z4TM9IUZR644E7BFXU45 | Long             | LON              | CORP              | US        |     167886 | PA      | $16.79        | 0.00%             | 2027-06-30      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Brightline East LLC                                                              | Brightline East LLC                                                              | CUSIP: 093536AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $666000.00    | 0.14%             | 2030-01-31      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| Pegasus Bidco BV                                                                 | Pegasus BidCo BV, Term Loan B                                                    | CUSIP: BL4759843<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |     243496 | PA      | $245322.13    | 0.05%             | 2029-07-12      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     529000 | PA      | $543932.16    | 0.12%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Win Waste Innovations Holdings Inc                                               | WIN Waste Innovations Holdings, Inc., Incremental Term Loan                      | CUSIP: 38723BAL5<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |      69825 | PA      | $70261.41     | 0.02%             | 2028-03-27      | Variable      | 8.19%                 | No            | 2                  | On Loan: No      |
| Brown Group Holding LLC                                                          | Brown Group Holding, LLC, Term Loan B                                            | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     185514 | PA      | $185914.00    | 0.04%             | 2031-07-01      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Celltrion Inc                                                                    | Celltrion Inc                                                                    | CUSIP: Y1242A106<br>LEI: 988400JFZG785WJX3D68 | Long             | EC               | CORP              | KR        |        184 | NS      | $21711.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Open Text Corp                                                                   | Open Text Corporation, Term Loan B                                               | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |     270851 | PA      | $271105.28    | 0.06%             | 2030-01-31      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2022-LTV2                                             | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     121084 | PA      | $105745.95    | 0.02%             | 2052-09-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79188.35     | 0.02%             | 2030-04-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Danaher Corp                                                                     | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       2430 | NS      | $480022.20    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| RWE AG                                                                           | RWE AG                                                                           | CUSIP: D6629K109<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      30090 | NS      | $1257407.28   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Savor Acquisition Inc                                                            | Sauer Brands Inc, Delayed Draw Term Loan                                         | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |       8621 | PA      | $8683.32      | 0.00%             | 2032-02-19      | Variable      | 1.62%                 | No            | 2                  | On Loan: No      |
| Delta 2 Lux Sarl                                                                 | Delta 2 Lux Sarl                                                                 | CUSIP: BL4752806<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      61417 | PA      | $61593.15     | 0.01%             | 2031-09-19      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services Inc                                          | Sedgwick Claims Management Services, Inc., Term Loan B                           | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     361396 | PA      | $363103.92    | 0.08%             | 2031-07-31      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     392473 | PA      | $397289.68    | 0.09%             | 2029-10-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Indika Energy Tbk PT                                                             | Indika Energy Tbk PT                                                             | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $192519.92    | 0.04%             | 2029-05-07      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| PBF HOLDING CO LLC                                                               | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $359114.40    | 0.08%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     110000 | PA      | $101927.05    | 0.02%             | 2053-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XFSL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1877527 | PA      | $1575943.08   | 0.34%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Avient Corp                                                                      | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     350000 | PA      | $353271.80    | 0.08%             | 2031-11-01      | Fixed         | 6.25%                 | 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        |     500000 | PA      | $484465.55    | 0.10%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      38691 | NS      | $3783205.98   | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF SENEGAL                                                              | Senegal Government International Bond                                            | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     200000 | PA      | $120042.62    | 0.03%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| First Advantage Holdings LLC                                                     | First Advantage Holdings, LLC, Term Loan B                                       | CUSIP: BL4756526<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |      74118 | PA      | $74245.12     | 0.02%             | 2031-10-31      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      95000 | PA      | $101068.98    | 0.02%             | 2054-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| ClubCorp Holdings Inc                                                            | ClubCorp Holdings, Inc., Term Loan B2                                            | CUSIP: 18948TAF0<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |     485581 | PA      | $486795.39    | 0.11%             | 2026-09-18      | Variable      | 9.56%                 | No            | 2                  | On Loan: No      |
| GAINWELL ACQUISITION COR                                                         | Gainwell Acquisition Corp., Term Loan B                                          | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     173114 | PA      | $167185.03    | 0.04%             | 2027-10-01      | Variable      | 8.40%                 | No            | 2                  | On Loan: No      |
| Auckland International Airport Ltd                                               | Auckland International Airport Ltd                                               | CUSIP: Q06213146<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |      54396 | NS      | $256801.52    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                                         | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: BR3458824<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     305792 | PA      | $219406.12    | 0.05%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Dun & Bradstreet Corp/The                                                        | Dun & Bradstreet Corporation (The), Term Loan                                    | CUSIP: BL4807626<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |     114969 | PA      | $115011.67    | 0.02%             | 2029-01-18      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| CDI ESCROW ISSUER INC                                                            | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     460000 | PA      | $461499.09    | 0.10%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2022-2                                                  | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1109534 | PA      | $939649.29    | 0.20%             | 2052-08-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43615.71     | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Walt Disney Co/The                                                               | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      12391 | NS      | $1536607.91   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |       6193 | NS      | $702348.13    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Operations Co LLC                                                         | Vistra Operations Company LLC, First Lien Term Loan B3                           | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |       2834 | PA      | $2844.09      | 0.00%             | 2030-12-20      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| SPIN HOLDCO INC                                                                  | Spin Holdco Inc., Term Loan                                                      | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     237804 | PA      | $209565.08    | 0.05%             | 2028-03-06      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| DRIVEN HOLDINGS LLC                                                              | Driven Holdings, LLC, Term Loan B                                                | CUSIP: 26209HAC0<br>LEI: 2549009H8IC4YXR5FV18 | Long             | LON              | CORP              | US        |      29102 | PA      | $29102.32     | 0.01%             | 2028-12-18      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Baiterek National Managing Holding JSC                                           | Baiterek National Managing Holding JSC                                           | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | CORP              | KZ        |     200000 | PA      | $202345.57    | 0.04%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| Mondelez International Inc                                                       | Mondelez International Inc                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      12358 | NS      | $833423.52    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Icon Parent Inc                                                                  | Instructure Holdings, Inc., Term Loan                                            | CUSIP: BL4730091<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     340520 | PA      | $341277.66    | 0.07%             | 2031-11-13      | Variable      | 7.21%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                                                                       | CoBank ACB                                                                       | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |     445000 | PA      | $449493.61    | 0.10%             | N/A             | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| QXO Inc                                                                          | QXO Inc, Term Loan B                                                             | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      68000 | PA      | $68549.10     | 0.01%             | 2032-04-30      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| NVR Inc                                                                          | NVR Inc                                                                          | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         73 | NS      | $539153.18    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      75000 | PA      | $79172.88     | 0.02%             | 2030-03-06      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     225000 | PA      | $227242.35    | 0.05%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Berkshire Hathaway Inc                                                           | Berkshire Hathaway Inc                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       2245 | NS      | $1090553.65   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Lineage OP LP                                                                    | Lineage OP LP                                                                    | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |     120000 | PA      | $120727.32    | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| IMOLA MERGER CORP                                                                | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $289647.72    | 0.06%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Life Time Inc                                                                    | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     120000 | PA      | $121914.00    | 0.03%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      11775 | NS      | $302970.75    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2625351 | PA      | $2628210.27   | 0.57%             | 2053-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Cincinnati Bell Inc                                                              | Cincinnati Bell, Inc., Term Loan B2                                              | CUSIP: 17187MAT7<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |     243480 | PA      | $244002.07    | 0.05%             | 2028-11-24      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     943243 | PA      | $927453.51    | 0.20%             | 2053-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Phinia Inc                                                                       | Phinia Inc                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     255000 | PA      | $258973.77    | 0.06%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Canadian Pacific Kansas City Ltd                                                 | Canadian Pacific Kansas City Ltd                                                 | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        887 | NS      | $70312.49     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                               | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     229000 | PA      | $241794.23    | 0.05%             | N/A             | Fixed         | 7.76%                 | No            | 2                  | On Loan: No      |
| Mineral Resources Ltd                                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     285000 | PA      | $291671.28    | 0.06%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $699733.20    | 0.15%             | N/A             | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction & Development                                   | European Bank for Reconstruction & Development                                   | CUSIP: BR9632133<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   12500000 | PA      | $144912.88    | 0.03%             | 2027-10-26      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                          | Sri Lanka Government International Bond                                          | CUSIP: YS0764847<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      56938 | PA      | $39077.50     | 0.01%             | 2035-06-15      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| Select Medical Corp                                                              | Select Medical Corporation, Term Loan B                                          | CUSIP: BL4807634<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |      93739 | PA      | $94149.13     | 0.02%             | 2031-12-03      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy Inc                                                           | CenterPoint Energy Inc                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      12838 | NS      | $471668.12    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $423049.60    | 0.09%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Alera Group Intermediate Holdings Inc                                            | Alera Group, Inc., Term Loan                                                     | CUSIP: BL5098530<br>LEI: 549300BPCKH0Q3R2H875 | Long             | LON              | CORP              | US        |     210000 | PA      | $210866.25    | 0.05%             | 2032-05-28      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                     | Synopsys Inc                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       1000 | NS      | $512680.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ENSTAR FINANCE LLC                                                               | Enstar Finance LLC                                                               | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     235000 | PA      | $231157.16    | 0.05%             | 2042-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Phoenix Group Holdings PLC                                                       | Phoenix Group Holdings PLC                                                       | CUSIP: YX5563508<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $208256.00    | 0.05%             | N/A             | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $201200.00    | 0.04%             | N/A             | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| EG America LLC                                                                   | EG Group Limited, Term Loan B                                                    | CUSIP: BL4843464<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |     151395 | PA      | $152273.13    | 0.03%             | 2028-02-07      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     180000 | PA      | $172620.14    | 0.04%             | 2050-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       5148 | NS      | $420231.24    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     120000 | PA      | $124965.96    | 0.03%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148BAC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     179000 | PA      | $178868.35    | 0.04%             | N/A             | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     294000 | PA      | $295079.86    | 0.06%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing Inc., Term Loan B                                              | CUSIP: BL5042512<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     262000 | PA      | $265221.29    | 0.06%             | 2032-03-29      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| AMER AGCREDIT ACA                                                                | American AgCredit Corp                                                           | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $295087.53    | 0.06%             | N/A             | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Amentum Holdings Inc                                                             | Amentum Government Services Holdings LLC, Term Loan B                            | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      81117 | PA      | $81116.76     | 0.02%             | 2031-09-29      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| PennyMac Financial Services Inc                                                  | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     300000 | PA      | $310915.50    | 0.07%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Fair Isaac Corp                                                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     165000 | PA      | $166512.36    | 0.04%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Roche Holding AG                                                                 | Roche Holding AG                                                                 | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       2741 | NS      | $894716.29    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX 2022-INV5 Trust                                                              | CUSIP: 67448JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     276795 | PA      | $250259.77    | 0.05%             | 2052-10-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                     | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     393000 | PA      | $400692.90    | 0.09%             | 2048-03-27      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       4206 | NS      | $106117.38    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                          | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      85000 | PA      | $87411.72     | 0.02%             | 2035-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Iberdrola SA                                                                     | Iberdrola SA                                                                     | CUSIP: E6165F166<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      94033 | NS      | $1809010.09   | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                                              | Ford Credit Auto Owner Trust 2024-D                                              | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     306000 | PA      | $309062.26    | 0.07%             | 2029-08-15      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       3752 | NS      | $925280.72    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM China Holdings Ltd                                                           | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $207884.53    | 0.05%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| RR Donnelley & Sons Co                                                           | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300000.00    | 0.06%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     480000 | PA      | $490819.20    | 0.11%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                    | CUSIP: T9T23L642<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |       3557 | NS      | $238615.51    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Interstate Power and Light Co                                                    | Interstate Power and Light Co                                                    | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     205000 | PA      | $210713.35    | 0.05%             | 2035-06-29      | Fixed         | 5.60%                 | 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        |     345000 | PA      | $330446.73    | 0.07%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     771000 | PA      | $813099.68    | 0.18%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Masterbrand Inc                                                                  | Masterbrand Inc                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     180000 | PA      | $183825.34    | 0.04%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2022-4                                                       | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     168272 | PA      | $147166.54    | 0.03%             | 2052-06-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| IRB Infrastructure Developers Ltd                                                | IRB Infrastructure Developers Ltd                                                | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $200248.87    | 0.04%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           | 2                  | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                            | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46779.02     | 0.01%             | 2032-03-24      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     105000 | PA      | $109177.64    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                              | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $154230.90    | 0.03%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     375000 | PA      | $372890.63    | 0.08%             | 2055-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Niagara Energy SAC                                                               | Niagara Energy SAC                                                               | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $197992.76    | 0.04%             | 2034-10-03      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Apple Bidco LLC                                                                  | KKR Apple Bidco, LLC, Term Loan                                                  | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |     340739 | PA      | $340525.56    | 0.07%             | 2031-09-23      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc., Term Loan B1                                         | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     244381 | PA      | $244535.27    | 0.05%             | 2031-02-06      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       1125 | NS      | $23940.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Heineken NV                                                                      | Heineken NV                                                                      | CUSIP: N39427211<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |       6362 | NS      | $555038.86    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| HANESBRANDS INC                                                                  | Hanesbrands Inc                                                                  | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |      60000 | PA      | $63523.50     | 0.01%             | 2031-02-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Banco del Estado de Chile                                                        | Banco del Estado de Chile                                                        | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $207750.00    | 0.04%             | N/A             | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| Ineos US Finance LLC                                                             | Ineos US Finance LLC, First Lien Term Loan B                                     | CUSIP: BL4848778<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |       4993 | PA      | $4775.83      | 0.00%             | 2031-02-07      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Millennium Health LLC                                                            | Millennium Health LLC                                                            | CUSIP: 933EBP906<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12280 | NS      | $1129.76      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     345000 | PA      | $347925.60    | 0.08%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| BANCO NACIONAL COM EXT                                                           | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $189258.86    | 0.04%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     159600 | PA      | $154095.87    | 0.03%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305256.91    | 0.07%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Scientific Games Holdings LP                                                     | Scientific Games Holdings LP, Term Loan B                                        | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |     162647 | PA      | $162695.19    | 0.04%             | 2029-04-04      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                          | EIG Pearl Holdings Sarl                                                          | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $155268.00    | 0.03%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           | 2                  | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1092000 | PA      | $1212893.14   | 0.26%             | N/A             | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Paraguay Government International Bond                                           | Paraguay Government International Bond                                           | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $203060.00    | 0.04%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                                           | iShares Core MSCI Emerging Markets ETF                                           | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |     364718 | NS      | $21894021.54  | 4.74%             |  |  |  | No            | 1                  | On Loan: No      |
| AIR CANADA                                                                       | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $148484.87    | 0.03%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic International Bond                                            | CUSIP: 25714WBQ5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3100000 | PA      | $59629.29     | 0.01%             | 2034-06-10      | Fixed         | 13.00%                | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      22532 | NS      | $1066214.24   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     748678 | PA      | $671698.69    | 0.15%             | 2043-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     200000 | PA      | $211973.40    | 0.05%             | 2032-01-15      | Fixed         | 10.88%                | Yes           | 2                  | On Loan: No      |
| ProAmpac PG Borrower LLC                                                         | Proampac PG Borrower LLC, Term Loan                                              | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |      93578 | PA      | $94057.54     | 0.02%             | 2028-09-15      | Variable      | 8.29%                 | No            | 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        |     250000 | PA      | $240443.43    | 0.05%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Univision Communications Inc                                                     | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300332.30    | 0.07%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     285000 | PA      | $289886.55    | 0.06%             | 2029-09-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Entergy Corp                                                                     | Entergy Corp                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       9244 | NS      | $768361.28    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     195000 | PA      | $200069.81    | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Salesforce Inc                                                                   | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       6420 | NS      | $1750669.80   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| NatWest Group PLC                                                                | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     682000 | PA      | $735642.03    | 0.16%             | N/A             | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Casey's General Stores Inc                                                       | Casey's General Stores Inc                                                       | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |        825 | NS      | $420972.75    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     115000 | PA      | $123387.18    | 0.03%             | 2054-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      90000 | PA      | $82983.56     | 0.02%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                          | Sri Lanka Government International Bond                                          | CUSIP: YS0721615<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     129323 | PA      | $104217.68    | 0.02%             | 2033-03-15      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| CAMELOT US ACQUISITION LLC                                                       | Camelot U.S. Acquisition LLC, Incremental Term Loan B                            | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |     140125 | PA      | $138855.22    | 0.03%             | 2026-10-30      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $225433.12    | 0.05%             | 2028-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| United Airlines Inc                                                              | United Airlines, Inc., First Lien Term Loan B                                    | CUSIP: BL4795243<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |      97808 | PA      | $98144.25     | 0.02%             | 2031-02-24      | Variable      | 6.28%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     613000 | PA      | $616179.02    | 0.13%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                    | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     270000 | PA      | $268586.31    | 0.06%             | N/A             | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2609121 | PA      | $2500614.89   | 0.54%             | 2052-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        898 | NS      | $144200.84    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     453000 | PA      | $473965.29    | 0.10%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        858 | NS      | $195031.98    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| McAfee Corp                                                                      | McAfee, LLC, First Lien Term Loan B                                              | CUSIP: BL4883627<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     446771 | PA      | $434810.72    | 0.09%             | 2029-03-01      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Invenergy Thermal Operating I LLC                                                | Invenergy Thermal Operating I LLC                                                | CUSIP: 46123UAQ1<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |       4688 | PA      | $4729.10      | 0.00%             | 2032-05-06      | Variable      | 0.00%                 | 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        |     195000 | PA      | $180119.16    | 0.04%             | 2027-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     568746 | PA      | $562425.11    | 0.12%             | 2026-04-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38383DQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     246100 | PA      | $176217.64    | 0.04%             | 2051-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Synechron Inc                                                                    | Synechron Inc, Term Loan B                                                       | CUSIP: BL4760759<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |     124688 | PA      | $121570.31    | 0.03%             | 2031-10-03      | Variable      | 8.03%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust Inc                                                      | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61971.60     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     262000 | PA      | $271817.14    | 0.06%             | 2054-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                         | Comision Federal de Electricidad                                                 | CUSIP: 200447AE0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $176300.00    | 0.04%             | 2045-06-16      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | RECEIVE USD [226135.56] PAY HKD [-1775297.56] on 20250627 @ 0.127379             | CUSIP: HKD250702<br>LEI: 549300FSAZRK583VK349 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18.44       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Trans Union LLC                                                                  | Trans Union, LLC, Term Loan B8                                                   | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      71237 | PA      | $71407.16     | 0.02%             | 2031-06-24      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     165000 | PA      | $168945.32    | 0.04%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                           | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     102000 | PA      | $102682.49    | 0.02%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     654525 | PA      | $678923.99    | 0.15%             | 2028-10-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Panama Government International Bond                                             | Panama Government International Bond                                             | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $214314.49    | 0.05%             | 2038-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| International Container Terminal Services Inc                                    | International Container Terminal Services Inc                                    | CUSIP: Y41157101<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |      14140 | NS      | $103085.56    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     350000 | PA      | $287041.06    | 0.06%             | 2031-04-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| CI Maroon Holdings LLC                                                           | Barentz International B.V., Term Loan B                                          | CUSIP: BL4995074<br>LEI: 213800GN25HEJ4PXGN52 | Long             | LON              | CORP              | US        |     102229 | PA      | $102133.21    | 0.02%             | 2031-03-28      | Variable      | 7.65%                 | No            | 2                  | On Loan: No      |
| Deutsche Post AG                                                                 | Deutsche Post AG                                                                 | CUSIP: D19225107<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |       8022 | NS      | $371577.95    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Nestle SA                                                                        | Nestle SA                                                                        | CUSIP: H57312649<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       3132 | NS      | $311403.30    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305009.65    | 0.07%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $47668.71     | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     636000 | PA      | $660924.47    | 0.14%             | 2055-03-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                         | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $201614.43    | 0.04%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Harvest Midstream I LP                                                           | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     400000 | PA      | $422467.60    | 0.09%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     698682 | PA      | $687814.68    | 0.15%             | 2029-01-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Athene Holding Ltd                                                               | Athene Holding Ltd                                                               | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      19836 | NS      | $479436.12    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1225000 | PA      | $197810.97    | 0.04%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                                             | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     300000 | PA      | $324512.10    | 0.07%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| T-Mobile US Inc                                                                  | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       2194 | NS      | $522742.44    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Ferrovial SE                                                                     | Ferrovial SE                                                                     | CUSIP: N3168P101<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | ES        |       1467 | NS      | $78253.78     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                             | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     242000 | PA      | $242179.08    | 0.05%             | 2085-08-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | Deutsche Bank AG                                                                 | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $199088.98    | 0.04%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc                                                                       | Fiserv Inc                                                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       5506 | NS      | $949289.46    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC, Term Loan B13                                                       | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     184844 | PA      | $179807.08    | 0.04%             | 2030-09-19      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     388000 | PA      | $406983.68    | 0.09%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Gates Corp/DE                                                                    | Gates Global LLC, Term Loan B5                                                   | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |     118162 | PA      | $118287.16    | 0.03%             | 2031-06-04      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| First Student Bidco Inc                                                          | First Student Bidco Inc, First Lien Term Loan B                                  | CUSIP: 33718FAK6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      59403 | PA      | $59505.62     | 0.01%             | 2028-07-21      | Variable      | 6.80%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     690000 | PA      | $708665.19    | 0.15%             | 2029-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     240000 | PA      | $237568.39    | 0.05%             | 2029-09-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| OMNIA Partners LLC                                                               | OMNIA Partners LLC, Term Loan B                                                  | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |      68652 | PA      | $68859.31     | 0.01%             | 2030-07-25      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     340000 | PA      | $328265.78    | 0.07%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | Deutsche Bank AG                                                                 | CUSIP: EK2626407<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     600000 | PA      | $619150.80    | 0.13%             | N/A             | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Radiology Partners Inc                                                           | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     175000 | PA      | $175407.75    | 0.04%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| MVW 2020-1 LLC                                                                   | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     131223 | PA      | $127204.73    | 0.03%             | 2037-10-20      | Fixed         | 1.74%                 | 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        |     100000 | PA      | $95487.18     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150067.20    | 0.03%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| ACADEMY LTD                                                                      | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |     240000 | PA      | $240603.95    | 0.05%             | 2027-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94839.92     | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                                          | Freddie Mac STACR REMIC Trust 2023-DNA1                                          | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-CBDO         | USGSE             | US        |     285000 | PA      | $297160.67    | 0.06%             | 2043-03-25      | Variable      | 8.44%                 | Yes           | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     345000 | PA      | $349555.38    | 0.08%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Anticimex Global AB                                                              | Anticimex International AB, Term Loan B6                                         | CUSIP: 03703HAB2<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |     110444 | PA      | $111023.47    | 0.02%             | 2028-11-16      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250350.23    | 0.05%             | 2028-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Nigeria Government International Bond                                            | Nigeria Government International Bond                                            | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     275000 | PA      | $289667.16    | 0.06%             | 2034-12-09      | Fixed         | 10.38%                | Yes           | 2                  | On Loan: No      |
| TK Elevator US Newco Inc                                                         | TK Elevator Midco GmbH, Term Loan B                                              | CUSIP: BL5017431<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     568399 | PA      | $570530.13    | 0.12%             | 2030-04-30      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                         | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     390000 | PA      | $386027.73    | 0.08%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Pacific Dental Services Inc                                                      | Pacific Dental Services, LLC, Term Loan B                                        | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     171825 | PA      | $172178.10    | 0.04%             | 2031-03-17      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies Inc                                                            | SS&C Technologies Inc., Term Loan B8                                             | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |      64835 | PA      | $65219.94     | 0.01%             | 2031-05-09      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                                                                      | Asurion LLC, 2nd Lien Term Loan B3                                               | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     112000 | PA      | $107415.28    | 0.02%             | 2028-02-03      | Variable      | 9.69%                 | No            | 2                  | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      20372 | NS      | $2188156.52   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Veritiv Operating Co                                                             | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |      50000 | PA      | $54124.75     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Star Parent Inc                                                                  | Star Parent Inc., Term Loan B                                                    | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     115707 | PA      | $114724.72    | 0.02%             | 2030-09-30      | Variable      | 8.30%                 | No            | 2                  | On Loan: No      |
| Enstar Group Ltd                                                                 | Enstar Group Ltd                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     184000 | PA      | $189271.23    | 0.04%             | 2045-04-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Perforce Software Inc                                                            | Perforce Software, Inc., Add-on Term Loan                                        | CUSIP: 71376GAJ0<br>LEI: 549300322GBMUSL1VG17 | Long             | LON              | CORP              | US        |     113850 | PA      | $109313.65    | 0.02%             | 2031-03-24      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     118280 | PA      | $110730.96    | 0.02%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Oregon Tool Lux LP                                                               | Oregon Tool, Inc., First Lien Term Loan                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      48000 | PA      | $48630.00     | 0.01%             | 2029-10-15      | Variable      | 9.67%                 | No            | 2                  | On Loan: No      |
| Churchill Downs Inc                                                              | Churchill Downs Incorporated, Incremental Term Loan B1                           | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |      90078 | PA      | $90247.85     | 0.02%             | 2028-03-17      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R09                                     | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     105000 | PA      | $112582.24    | 0.02%             | 2042-09-25      | Variable      | 9.06%                 | Yes           | 2                  | On Loan: No      |
| Transocean Ltd                                                                   | Transocean Ltd                                                                   | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | US        |       7368 | NS      | $19083.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     307000 | PA      | $302389.47    | 0.07%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CE Intermediate I LLC                                                            | CE Intermediate I, LLC, Term Loan B                                              | CUSIP: BL4990943<br>LEI: 2549000GTXAQSR1SRO50 | Long             | LON              | CORP              | US        |      49750 | PA      | $49812.19     | 0.01%             | 2032-03-25      | Variable      | 7.45%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      26727 | NS      | $13294277.07  | 2.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Unilever PLC                                                                     | Unilever PLC                                                                     | CUSIP: G92087165<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      14487 | NS      | $884086.52    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     390177 | PA      | $391154.32    | 0.08%             | 2053-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Inc                                                               | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      37078 | NS      | $2573954.76   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                               | Grupo Financiero Banorte SAB de CV                                               | CUSIP: P49501201<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      68400 | NS      | $625221.46    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| EchoStar Corp                                                                    | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      90000 | PA      | $92700.00     | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                               | Element Materials Technology Group US Holdings Inc., Term Loan                   | CUSIP: BL4756096<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |      55865 | PA      | $56109.36     | 0.01%             | 2029-06-25      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     225000 | PA      | $231935.85    | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| Boost Newco Borrower LLC                                                         | Boost Newco Borrower, LLC, Term Loan B                                           | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     588360 | PA      | $590566.76    | 0.13%             | 2031-01-31      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2022-4                                                | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     319417 | PA      | $270294.66    | 0.06%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| TRONOX INC                                                                       | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     195000 | PA      | $168267.26    | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     211978 | PA      | $173641.68    | 0.04%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           | 2                  | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      22461 | NS      | $2024409.93   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| CT TRUST                                                                         | CT Trust                                                                         | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     200000 | PA      | $186469.26    | 0.04%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     275000 | PA      | $276039.78    | 0.06%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Performance Food Group Inc                                                       | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     210000 | PA      | $214816.14    | 0.05%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| T-Mobile US Inc                                                                  | T-Mobile US Inc                                                                  | CUSIP: 87264ADS1<br>LEI: 549300QHIJYOHPACPG31 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152968.95    | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield U.S. Borrower, LLC, Tranche 2 Incremental Term Loan          | CUSIP: BL4763910<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      45366 | PA      | $45667.88     | 0.01%             | 2030-01-31      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                         | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     210000 | PA      | $203095.94    | 0.04%             | 2052-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Astra International Tbk PT                                                       | Astra International Tbk PT                                                       | CUSIP: Y7117N172<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |     731500 | NS      | $202855.54    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BMC Software Inc                                                                 | Boxer Parent Company Inc., Term Loan B                                           | CUSIP: BL4985299<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |     685745 | PA      | $682272.13    | 0.15%             | 2031-07-30      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust 2022-PJ2                                | CUSIP: 36267ECK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     778356 | PA      | $658654.61    | 0.14%             | 2052-06-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Sempra                                                                           | Sempra                                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       5797 | NS      | $439238.69    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325000 | PA      | $325508.95    | 0.07%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     190000 | PA      | $186681.75    | 0.04%             | 2062-03-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| OPAL US LLC                                                                      | OPAL US LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     220000 | PA      | $221169.30    | 0.05%             | 2032-04-23      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | Saudi Arabian Oil Co                                                             | CUSIP: ZS0947920<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     200000 | PA      | $173990.40    | 0.04%             | 2039-04-16      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Inc                                                                | Kinder Morgan Inc                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      26181 | NS      | $769721.40    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| ASURION LLC                                                                      | Asurion LLC, Term Loan B11                                                       | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      90942 | PA      | $90105.64     | 0.02%             | 2028-08-21      | Variable      | 8.68%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                                                | Transcanada Trust                                                                | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $75118.25     | 0.02%             | 2076-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Banco Bradesco SA/Cayman Islands                                                 | Banco Bradesco SA/Cayman Islands                                                 | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |     150000 | PA      | $157035.00    | 0.03%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     543000 | PA      | $571739.36    | 0.12%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       4473 | NS      | $1769652.99   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       1184 | NS      | $270922.88    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian National Railway Co                                                     | Canadian National Railway Co                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        819 | NS      | $85337.18     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      91000 | PA      | $91406.58     | 0.02%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Avalara Inc                                                                      | Avalara, Inc, Term Loan B                                                        | CUSIP: BL5035532<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |     150000 | PA      | $150823.50    | 0.03%             | 2032-03-29      | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| Reinsurance Group of America Inc                                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |       5959 | NS      | $151596.96    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     450000 | PA      | $450716.72    | 0.10%             | 2056-01-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Regal Rexnord Corp                                                               | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     160000 | PA      | $164877.31    | 0.04%             | 2028-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Knife River Corp                                                                 | Knife River HoldCo, Term Loan                                                    | CUSIP: BL5007671<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      51870 | PA      | $52097.19     | 0.01%             | 2032-03-08      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     152000 | PA      | $153017.04    | 0.03%             | 2055-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Aragorn Parent Corp                                                              | Aragorn Parent Corporation, Term Loan                                            | CUSIP: 37610GAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      69136 | PA      | $69618.66     | 0.02%             | 2028-12-15      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| Ascensus Holdings Inc                                                            | AqGen Island Holdings, Inc., Term Loan B                                         | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      44762 | PA      | $44901.90     | 0.01%             | 2028-08-02      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                               | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131742.38    | 0.03%             | 2033-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     175000 | PA      | $173548.45    | 0.04%             | 2077-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     278000 | PA      | $281974.42    | 0.06%             | 2055-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Filtration Group Corp                                                            | Filtration Group Corporation, Term Loan B                                        | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     114413 | PA      | $114984.00    | 0.02%             | 2028-10-23      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Efesto Bidco S.p.A Efesto US LLC                                                 | Efesto Bidco S.p.A Efesto US LLC                                                 | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     200000 | PA      | $202501.22    | 0.04%             | 2032-02-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Omnis Funding Trust                                                              | Omnis Funding Trust                                                              | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     439000 | PA      | $454924.80    | 0.10%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       1305 | NS      | $923613.75    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     409000 | PA      | $415363.63    | 0.09%             | N/A             | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     401021 | PA      | $400266.63    | 0.09%             | 2028-04-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| USI Inc/NY                                                                       | USI, Inc., Term Loan D                                                           | CUSIP: BL4881753<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     196380 | PA      | $196272.52    | 0.04%             | 2029-11-23      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| Goat Holdco LLC                                                                  | Barnes Group Inc, Term Loan B                                                    | CUSIP: BL4795524<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     231792 | PA      | $232440.36    | 0.05%             | 2032-01-27      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| CHG PPC PARENT LLC                                                               | CHG PPC Parent LLC, Term Loan                                                    | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |     121638 | PA      | $122245.73    | 0.03%             | 2028-12-08      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1640173 | PA      | $1615513.76   | 0.35%             | 2052-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Advantage Sales & Marketing Inc                                                  | Advantage Sales & Marketing, Inc., Term Loan                                     | CUSIP: 00769EBA7<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |      63285 | PA      | $53148.83     | 0.01%             | 2027-10-28      | Variable      | 8.79%                 | No            | 2                  | On Loan: No      |
| Equinix Inc                                                                      | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |         78 | NS      | $62046.66     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems Inc                                                                | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      16298 | NS      | $1130755.24   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| DEXKO GLOBAL INC                                                                 | DexKo Global Inc., Term Loan B                                                   | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |      68554 | PA      | $65770.14     | 0.01%             | 2028-10-04      | Variable      | 8.19%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     250000 | PA      | $263190.75    | 0.06%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| PFS Financing Corp                                                               | PFS Financing Corp                                                               | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $303678.30    | 0.07%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| CITY BREWING CO LLC                                                              | City Brewing Company, LLC, FLFO Roll Up Term Loan                                | CUSIP: 10756PAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      76682 | PA      | $21087.51     | 0.00%             | 2028-04-05      | Variable      | 8.02%                 | No            | 2                  | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                        | American Airlines, Inc., Term Loan                                               | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     105550 | PA      | $105013.84    | 0.02%             | 2028-04-20      | Variable      | 6.52%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     375000 | PA      | $375142.13    | 0.08%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     210000 | PA      | $202463.99    | 0.04%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     861318 | PA      | $825316.37    | 0.18%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BONOS TESORERIA PESOS                                                            | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: BQ3398386<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  140000000 | PA      | $150160.68    | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Orion US Finco                                                                   | Orion US Finco                                                                   | CUSIP: BL5077443<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      56000 | PA      | $56238.00     | 0.01%             | 2032-05-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R05                                     | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     475000 | PA      | $514451.79    | 0.11%             | 2042-04-25      | Variable      | 11.31%                | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     105000 | PA      | $105976.17    | 0.02%             | 2030-03-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Kingston Airport Revenue Finance Ltd                                             | Kingston Airport Revenue Finance Ltd                                             | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $201086.00    | 0.04%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201275.40    | 0.04%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     625000 | PA      | $660857.50    | 0.14%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Reworld Holding Corp                                                             | Reworld Holding Corp, Term Loan C                                                | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |       7828 | PA      | $7851.21      | 0.00%             | 2028-11-30      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| Alterra Mountain Co                                                              | Alterra Mountain Company, Term Loan B7                                           | CUSIP: BL4798098<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     248128 | PA      | $249370.00    | 0.05%             | 2030-05-31      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Atlas Arteria Ltd                                                                | Atlas Arteria Ltd                                                                | CUSIP: Q06180105<br>LEI: 254900SGF4ZQDBH2YC59 | Long             | EC               | CORP              | AU        |      34876 | NS      | $116885.80    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $143717.81    | 0.03%             | 2060-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| CORNERSTONE BUILDING                                                             | Cornerstone Building Brands, Inc., Term Loan B                                   | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      86208 | PA      | $77227.72     | 0.02%             | 2028-04-12      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Transurban Group                                                                 | Transurban Group                                                                 | CUSIP: Q9194A106<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |      56682 | NS      | $521528.68    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $51145.50     | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     260000 | PA      | $273521.97    | 0.06%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Sunrise Financing Partnership                                                    | Sunrise Financing Partnership, Term Loan AAA                                     | CUSIP: BL4990554<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |      82134 | PA      | $82056.46     | 0.02%             | 2032-02-17      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| British American Tobacco PLC                                                     | British American Tobacco PLC                                                     | CUSIP: G1510J102<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      36899 | NS      | $1754411.41   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Cigna Group/The                                                                  | Cigna Group/The                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       2502 | NS      | $827111.16    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Insulet Corp                                                                     | Insulet Corp                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52129.30     | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2898122 | PA      | $2614106.01   | 0.57%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                                   | JPMDB Commercial Mortgage Securities Trust 2018-C8                               | CUSIP: 46591AAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80707 | PA      | $80059.21     | 0.02%             | 2051-06-15      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                               | Kohl's Corp                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     310000 | PA      | $222538.79    | 0.05%             | 2031-05-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                                             | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     300000 | PA      | $196500.00    | 0.04%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Petronas Capital Ltd                                                             | Petronas Capital Ltd                                                             | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     240000 | PA      | $245791.98    | 0.05%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                             | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     120000 | PA      | $120508.93    | 0.03%             | 2035-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       3445 | NS      | $537247.75    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1364910 | PA      | $1145275.77   | 0.25%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Zelis Payments Buyer Inc                                                         | Zelis Payments Buyer, Inc., 5th Amendment Term Loan                              | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     249375 | PA      | $248387.48    | 0.05%             | 2031-11-26      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| PROOFPOINT INC                                                                   | Proofpoint, Inc., Term Loan                                                      | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     137704 | PA      | $137950.21    | 0.03%             | 2028-08-31      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Viant Medical Holdings Inc                                                       | Viant Medical Holdings, Inc., Term Loan B                                        | CUSIP: BL4782654<br>LEI: 549300E68YOWU15QSF58 | Long             | LON              | CORP              | US        |      68627 | PA      | $68090.69     | 0.01%             | 2031-10-29      | Variable      | 8.33%                 | No            | 2                  | On Loan: No      |
| Global Partners LP / GLP Finance Corp                                            | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     160000 | PA      | $168269.12    | 0.04%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Aeroports de Paris SA                                                            | Aeroports de Paris SA                                                            | CUSIP: F00882104<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |       1875 | NS      | $235073.07    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ICNQ 2024-MF Mortgage Trust                                                      | ICNQ 2024-MF Mortgage Trust                                                      | CUSIP: 450953AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $257526.95    | 0.06%             | 2034-12-10      | Fixed         | 5.78%                 | Yes           | 2                  | On Loan: No      |
| Cellnex Telecom SA                                                               | Cellnex Telecom SA                                                               | CUSIP: E2R41M104<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |       4991 | NS      | $194340.85    | 0.04%             |  |  |  | Yes           | 2                  | On Loan: No      |
| KLOECKNER PENTAPLAST OF AME                                                      | Klockner-Pentaplast of America, Inc., Term Loan B                                | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |     447566 | PA      | $415276.40    | 0.09%             | 2026-02-09      | Variable      | 9.23%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                                             | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     525000 | PA      | $419738.45    | 0.09%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                     | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     335000 | PA      | $325379.04    | 0.07%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-HQA2                                          | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-CBDO         | USGSE             | US        |     150000 | PA      | $158433.81    | 0.03%             | 2042-07-25      | Variable      | 8.31%                 | Yes           | 2                  | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                  | CUSIP: G0593M107<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      14092 | NS      | $1961171.45   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     150000 | PA      | $141228.24    | 0.03%             | N/A             | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     147000 | PA      | $148436.34    | 0.03%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds - When Issued                     | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     752141 | PA      | $681673.01    | 0.15%             | 2032-01-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Vistra Corp                                                                      | Vistra Corp                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       1717 | NS      | $332771.77    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QNC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     411141 | PA      | $357487.00    | 0.08%             | 2052-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PointClickCare Technologies Inc                                                  | PointClickCare Technologies, Inc., Term Loan B                                   | CUSIP: N/A<br>LEI: 5493001Z0LHHBZLVDX36       | Long             | LON              | CORP              | CA        |     114425 | PA      | $115069.21    | 0.02%             | 2031-11-03      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| MLN US HOLDCO LLC                                                                | MLN US HoldCo LLC, First Lien Term Loan                                          | CUSIP: 55292HAB9<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |     260655 | PA      | $1961.43      | 0.00%             | 2025-12-01      | Variable      | 4.41%                 | No            | 2                  | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       9955 | NS      | $969019.70    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     110000 | PA      | $111317.71    | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| ASCEND PERFORMANCE MATER                                                         | Ascend Performance Materials Operations LLC, Term Loan B                         | CUSIP: 04350TAC8<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2026-08-27      | Variable      | 9.07%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2022-HP1                                     | CUSIP: 36265LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     286169 | PA      | $242352.39    | 0.05%             | 2052-09-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Kestra Advisor Services Holdings A Inc                                           | Kestra Advisor Services Holdings A, Inc., Repriced Term Loan                     | CUSIP: 49255BAK0<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |     122079 | PA      | $122168.16    | 0.03%             | 2031-03-24      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Reinsurance Group of America Inc                                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |       9837 | NS      | $241498.35    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours Inc                                                            | DuPont de Nemours Inc                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      12605 | NS      | $864576.95    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecobank Transnational Inc                                                        | Ecobank Transnational Inc                                                        | CUSIP: 27889PAC7<br>LEI: 213800USCE9Y111R4656 | Long             | DBT              | CORP              | TG        |     200000 | PA      | $204250.00    | 0.04%             | 2029-10-15      | Fixed         | 10.12%                | Yes           | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: F58485115<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       2743 | NS      | $1435631.64   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Crown Finance US Inc                                                             | Crown Finance US Inc                                                             | CUSIP: N/A<br>LEI: 213800J2J3TOOI176M73       | Long             | EC               | CORP              | US        |      17892 | NS      | $416633.11    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                 | Numericable Group SA, Term Loan B11                                              | CUSIP: 67053NAK0<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |      98468 | PA      | $85913.56     | 0.02%             | 2025-07-31      | Variable      | 9.25%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     715000 | PA      | $716000.29    | 0.16%             | N/A             | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| Informatica LLC                                                                  | Informatica LLC, Term Loan B                                                     | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |     138941 | PA      | $139679.94    | 0.03%             | 2028-10-30      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     139000 | PA      | $134259.35    | 0.03%             | 2053-06-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Banco de Credito e Inversiones SA                                                | Banco de Credito e Inversiones SA                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $211006.00    | 0.05%             | N/A             | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     375000 | PA      | $366526.54    | 0.08%             | 2029-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                                                                          | CUSIP: G8842P102<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |       9122 | NS      | $229692.99    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59853.53     | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| Ensemble RCM LLC                                                                 | Ensemble RCM, LLC, Term Loan B                                                   | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |     156724 | PA      | $157511.86    | 0.03%             | 2029-08-01      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| Group 1 Automotive Inc                                                           | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     300000 | PA      | $308058.90    | 0.07%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Phoenix Newco Inc                                                                | Parexel International Corporation, Term Loan B                                   | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |     498544 | PA      | $499244.11    | 0.11%             | 2028-11-15      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Howmet Aerospace Inc                                                             | Howmet Aerospace Inc                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       2900 | NS      | $539777.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     588000 | PA      | $608963.96    | 0.13%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                                         | EverArc Escrow Sarl                                                              | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     300000 | PA      | $290514.99    | 0.06%             | 2029-10-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Reckitt Benckiser Group PLC                                                      | Reckitt Benckiser Group PLC                                                      | CUSIP: G74079107<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       1908 | NS      | $129986.22    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| TRANSOCEAN INC                                                                   | Transocean Inc                                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     108000 | PA      | $111061.15    | 0.02%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Fortress Intermediate 3 Inc                                                      | Fortress Intermediate 3, Inc, Term Loan B                                        | CUSIP: BL4649903<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |      98258 | PA      | $98625.97     | 0.02%             | 2031-06-27      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                 | Altice France S.A., Term Loan B12                                                | CUSIP: BL2543546<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     128234 | PA      | $112830.29    | 0.02%             | 2026-02-02      | Variable      | 10.19%                | No            | 2                  | On Loan: No      |
| Jazz Financing Lux Sarl                                                          | Jazz Financing Lux S.a.r.l., First Lien Term Loan B                              | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |     210133 | PA      | $211286.14    | 0.05%             | 2028-05-05      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Caixa Economica Federal                                                          | Caixa Economica Federal                                                          | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |     200000 | PA      | $199600.00    | 0.04%             | 2030-05-13      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Naked Juice LLC                                                                  | Naked Juice LLC, FLFO Term Loan                                                  | CUSIP: BL5071180<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |      99000 | PA      | $98381.25     | 0.02%             | 2029-01-24      | Variable      | 9.80%                 | No            | 2                  | On Loan: No      |
| AMC Entertainment Holdings Inc                                                   | AMC Entertainment Holdings, Inc. , Term Loan                                     | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |     667008 | PA      | $675345.49    | 0.15%             | 2029-01-04      | Variable      | 11.32%                | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: E19790109<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     310845 | NS      | $2574069.41   | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| Belron Finance 2019 LLC                                                          | Belron Finance LLC, Term Loan B                                                  | CUSIP: BL4765923<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     119100 | PA      | $119787.80    | 0.03%             | 2031-10-16      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| Snam SpA                                                                         | Snam SpA                                                                         | CUSIP: T8578N103<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |      16551 | NS      | $100194.62    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     495000 | PA      | $488558.47    | 0.11%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| McGraw-Hill Education Inc                                                        | McGraw-Hill Global Education Holdings, LLC, Term Loan B                          | CUSIP: 58063DAF0<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |     139028 | PA      | $139665.57    | 0.03%             | 2031-08-06      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| AES Corp/The                                                                     | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     115000 | PA      | $112183.46    | 0.02%             | 2055-07-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| MLN US HOLDCO LLC                                                                | MLN US HoldCo LLC, Second Out Term Loan                                          | CUSIP: 55292HAJ2<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |     151479 | PA      | $764.97       | 0.00%             | 2027-10-18      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| S&S Holdings LLC                                                                 | S&S Holdings LLC                                                                 | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $351825.42    | 0.08%             | 2031-10-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $233400.73    | 0.05%             | 2052-09-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68179.36     | 0.01%             | 2044-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Archrock Partners LP / Archrock Partners Finance Corp                            | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $254709.38    | 0.06%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1103000 | PA      | $1164238.56   | 0.25%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      79723 | PA      | $69021.20     | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Light & Wonder International Inc                                                 | Light and Wonder International, Inc., Term Loan B2                               | CUSIP: BL4687168<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     237244 | PA      | $237748.08    | 0.05%             | 2029-04-16      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $134886.31    | 0.03%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     285000 | PA      | $292110.63    | 0.06%             | 2031-01-24      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| Kestrel Acquisition LLC                                                          | Kestrel Acquisition, LLC, Term Loan B                                            | CUSIP: N/A<br>LEI: 549300ER0JUHJLPPMH08       | Long             | LON              | CORP              | US        |      99500 | PA      | $99651.24     | 0.02%             | 2031-11-06      | Variable      | 8.90%                 | No            | 2                  | On Loan: No      |
| Ares Management Corp                                                             | Ares Management Corp                                                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       3383 | NS      | $585935.60    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Signia Aerospace LLC                                                             | Air Comm Corporation, LLC, Delayed Draw Term Loan                                | CUSIP: BL4805422<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       4808 | PA      | $4837.74      | 0.00%             | 2031-12-11      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| VS Buyer LLC                                                                     | VS Buyer, LLC, First Lien Term Loan B                                            | CUSIP: BL4807667<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |     208114 | PA      | $209414.27    | 0.05%             | 2031-04-14      | Variable      | 7.02%                 | No            | 2                  | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                           | CUSIP: YX2480029<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     185000 | PA      | $214880.01    | 0.05%             | 2032-05-30      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CRC Insurance Group LLC                                                          | Truist Insurance Holdings LLC, Term Loan B                                       | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     324960 | PA      | $325500.74    | 0.07%             | 2031-05-06      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $257706.50    | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      60000 | PA      | $64086.24     | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      65000 | PA      | $67094.26     | 0.01%             | 2036-04-23      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     220000 | PA      | $226330.90    | 0.05%             | 2031-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| AVAYA INC                                                                        | Avaya, Inc., Exit Term Loan                                                      | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |     219562 | PA      | $173454.10    | 0.04%             | 2028-08-01      | Variable      | 11.83%                | No            | 2                  | On Loan: No      |
| Delta Topco Inc                                                                  | Delta TopCo, Inc., Term Loan B                                                   | CUSIP: BL4985182<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     496250 | PA      | $493279.94    | 0.11%             | 2029-12-03      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       8789 | NS      | $1085353.61   | 0.24%             |  |  |  | No            | 1                  | 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        |     575000 | PA      | $548193.27    | 0.12%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     416000 | PA      | $417282.94    | 0.09%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     358000 | PA      | $364681.71    | 0.08%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       5972 | NS      | $912223.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       2481 | NS      | $724873.77    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     144000 | PA      | $148571.57    | 0.03%             | 2055-03-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| CHS Inc                                                                          | CHS Inc                                                                          | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |      10571 | NS      | $259518.05    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                      | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402196.86    | 0.09%             | 2027-05-29      | Fixed         | 4.58%                 | No            | 2                  | On Loan: No      |
| UPC BROADBAND FINCO BV                                                           | Sunrise FinCo I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     450000 | PA      | $425587.50    | 0.09%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     275000 | PA      | $265675.99    | 0.06%             | 2030-01-23      | Fixed         | 6.84%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                   | United States Treasury Note/Bond - When Issued                                   | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1290000 | PA      | $1302496.88   | 0.28%             | 2030-05-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TRANSNET SOC LTD                                                                 | Transnet SOC Ltd                                                                 | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     250000 | PA      | $258584.89    | 0.06%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Crown Finance US Inc                                                             | Crown Finance US Inc                                                             | CUSIP: 902HYS905<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         96 | NS      | $2235.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       3857 | NS      | $2167402.58   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower, LP, Add-on Term Loan B                                         | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     880978 | PA      | $882982.08    | 0.19%             | 2028-10-23      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| ORIX Corp                                                                        | ORIX Corp                                                                        | CUSIP: J61933123<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      13500 | NS      | $304649.87    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| White Cap Buyer LLC                                                              | White Cap Buyer LLC, Term Loan B                                                 | CUSIP: 96350TAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     126099 | PA      | $125602.53    | 0.03%             | 2029-10-31      | Variable      | 7.58%                 | No            | 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        |     360000 | PA      | $358825.04    | 0.08%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      10930 | NS      | $1469210.60   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      30273 | PA      | $29755.84     | 0.01%             | 2044-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                  | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             | EC               | CORP              | US        |       1619 | NS      | $29660.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Herschend Entertainment Co LLC                                                   | Herschend Entertainment Company, LLC, Term Loan B                                | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |      65000 | PA      | $65534.95     | 0.01%             | 2032-05-27      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Tesla Inc                                                                        | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       2480 | NS      | $787796.80    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingram Micro Inc                                                                 | Ingram Micro Inc., Term Loan                                                     | CUSIP: 45258FAE0<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |      74925 | PA      | $75369.56     | 0.02%             | 2031-09-22      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      32532 | NS      | $1161067.08   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      14274 | NS      | $1307926.62   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds - When Issued                     | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     551995 | PA      | $514859.46    | 0.11%             | 2032-07-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     445700 | PA      | $319946.44    | 0.07%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Radiology Partners Inc                                                           | Radiology Partners Inc                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |     110000 | PA      | $109243.75    | 0.02%             | 2032-06-30      | Variable      | 8.82%                 | No            | 2                  | On Loan: No      |
| Medco Maple Tree Pte Ltd                                                         | Medco Maple Tree Pte Ltd                                                         | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $208180.20    | 0.05%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                                   | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $141288.47    | 0.03%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XPDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     462881 | PA      | $405334.41    | 0.09%             | 2052-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                              | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $403818.48    | 0.09%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Baytex Energy Corp                                                               | Baytex Energy Corp                                                               | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     345000 | PA      | $329436.71    | 0.07%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Mitchell International Inc                                                       | Mitchell International, Inc., First Lien Term Loan                               | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |     374593 | PA      | $374717.06    | 0.08%             | 2031-06-17      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Veralto Corp                                                                     | Veralto Corp                                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       5500 | NS      | $555225.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CAMELOT RETURN MERGER SU                                                         | Camelot Return Merger Sub Inc                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $46110.50     | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Nouryon Finance BV                                                               | Nouryon Finance B.V., Term Loan B1                                               | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |     117568 | PA      | $118266.67    | 0.03%             | 2028-04-03      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| Phoenix Guarantor Inc                                                            | Phoenix Guarantor Inc, Term Loan B                                               | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |     363151 | PA      | $364759.82    | 0.08%             | 2031-02-21      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Kroger Co/The                                                                    | Kroger Co/The                                                                    | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     260000 | PA      | $258140.47    | 0.06%             | 2034-09-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                            | Long Ridge Energy LLC, Term Loan B                                               | CUSIP: BL4986818<br>LEI: 984500764EC9AZ2FC764 | Long             | LON              | CORP              | US        |      49875 | PA      | $49334.60     | 0.01%             | 2032-02-19      | Variable      | 8.80%                 | No            | 2                  | On Loan: No      |
| Reliance Industries Ltd                                                          | Reliance Industries Ltd                                                          | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |       3504 | NS      | $244340.74    | 0.05%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                                                  | Telkom Indonesia Persero Tbk PT                                                  | CUSIP: Y71474145<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |    1460400 | NS      | $249847.51    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      14000 | NS      | $313600.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AssuredPartners Inc                                                              | AssuredPartners, Inc., Incremental Term Loan B5                                  | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |     198000 | PA      | $198719.73    | 0.04%             | 2031-02-14      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2022-LTV1                                               | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1462118 | PA      | $1294435.21   | 0.28%             | 2052-07-25      | Variable      | 3.25%                 | Yes           | 2                  | On Loan: No      |
| EPIC Crude Services LP                                                           | Epic Crude Services, LP, Term Loan B                                             | CUSIP: BL4781490<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |     124688 | PA      | $125259.19    | 0.03%             | 2031-10-15      | Variable      | 7.26%                 | No            | 2                  | On Loan: No      |
| Accenture PLC                                                                    | Accenture PLC                                                                    | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | US        |       4557 | NS      | $1362041.73   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| ZIGGO FINANCING PARTNERS                                                         | Ziggo Financing Partnership, Term Loan I                                         | CUSIP: BL3284900<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | US        |     230992 | PA      | $226188.44    | 0.05%             | 2028-04-28      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     300000 | PA      | $310063.20    | 0.07%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH + LOMB CORP                                                               | Bausch & Lomb Corporation, Term Loan                                             | CUSIP: BL3906049<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |          0 | PA      | $0.02         | 0.00%             | 2027-05-10      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     490000 | PA      | $502313.52    | 0.11%             | 2031-04-17      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group Inc                                                         | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      60000 | PA      | $63853.74     | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Walker & Dunlop Inc                                                              | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $169328.44    | 0.04%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     311680 | PA      | $294131.57    | 0.06%             | 2030-01-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                     | CUSIP: ZM9188925<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     526000 | PA      | $542437.50    | 0.12%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     545000 | PA      | $559817.19    | 0.12%             | 2045-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CNX Resources Corp                                                               | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     280000 | PA      | $289915.36    | 0.06%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Zambia Government International Bond                                             | Zambia Government International Bond                                             | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     122524 | PA      | $112461.18    | 0.02%             | 2033-06-30      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Viasat Inc                                                                       | ViaSat, Inc., Term Loan                                                          | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |     198000 | PA      | $189801.81    | 0.04%             | 2030-05-30      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| Varsity Brands Inc                                                               | Varsity Brands, Inc., Term Loan                                                  | CUSIP: 92227QAF3<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |     248750 | PA      | $249022.38    | 0.05%             | 2031-08-26      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| GRUPO AVAL LTD                                                                   | Grupo Aval Ltd                                                                   | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $183389.11    | 0.04%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Infratil Ltd                                                                     | Infratil Ltd                                                                     | CUSIP: Q4933Q124<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      13617 | NS      | $87866.75     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                         | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     225000 | PA      | $204570.39    | 0.04%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     264029 | PA      | $217717.16    | 0.05%             | 2052-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     378000 | PA      | $389608.38    | 0.08%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                                                                      | Asurion LLC, Second Lien Term Loan B4                                            | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     124000 | PA      | $115368.36    | 0.02%             | 2029-01-22      | Variable      | 9.69%                 | No            | 2                  | On Loan: No      |
| CHART INDUSTRIES INC                                                             | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     195000 | PA      | $204150.57    | 0.04%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Encore Capital Group Inc                                                         | Encore Capital Group Inc                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     450000 | PA      | $482667.75    | 0.10%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| CD&R Smokey Buyer Inc                                                            | CD&R Smokey Buyer Inc                                                            | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $244467.73    | 0.05%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| KINGDOM OF MOROCCO                                                               | Morocco Government International Bond                                            | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     200000 | PA      | $178512.82    | 0.04%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AIRLINES INC                                                            | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     295000 | PA      | $301268.46    | 0.07%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       4505 | NS      | $995695.10    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| SBL HOLDINGS INC                                                                 | SBL Holdings Inc                                                                 | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     575000 | PA      | $527096.06    | 0.11%             | N/A             | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| AltaGas Ltd                                                                      | AltaGas Ltd                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $120026.52    | 0.03%             | 2054-10-15      | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                                                          | Bank of Nova Scotia/The                                                          | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $212092.20    | 0.05%             | 2084-01-27      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66731.12     | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                                                      | Ivory Coast Government International Bond                                        | CUSIP: ZQ0630710<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     170000 | PA      | $170833.24    | 0.04%             | 2040-10-17      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Veeva Systems Inc                                                                | Veeva Systems Inc                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       2100 | NS      | $604758.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| National Grid PLC                                                                | National Grid PLC                                                                | CUSIP: G6S9A7120<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      54456 | NS      | $799341.03    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Energy Corp                                                        | Constellation Energy Corp                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        456 | NS      | $147178.56    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Electric Corp                                                         | Mitsubishi Electric Corp                                                         | CUSIP: J43873116<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      33400 | NS      | $718399.48    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     245000 | PA      | $221487.40    | 0.05%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $150961.80    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: BO1152772<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     400000 | PA      | $105145.07    | 0.02%             | 2026-10-25      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Alta Equipment Group Inc                                                         | Alta Equipment Group Inc                                                         | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     300000 | PA      | $279757.20    | 0.06%             | 2029-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Evergy Inc                                                                       | Evergy Inc                                                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       4451 | NS      | $306807.43    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     397621 | PA      | $389294.92    | 0.08%             | 2027-04-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Shift4 Payments LLC                                                              | Shift4 Payments LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      40000 | PA      | $40368.80     | 0.01%             | 2032-05-10      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| WEST TECHNOLOGY GRP LLC                                                          | West Corporation, Term Loan B3                                                   | CUSIP: 68162RAH4<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |      99782 | PA      | $54069.25     | 0.01%             | 2027-04-12      | Variable      | 8.53%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     275566 | PA      | $265508.17    | 0.06%             | 2053-03-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Alliant Energy Corp                                                              | Alliant Energy Corp                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       9804 | NS      | $592847.88    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources Inc                                                                | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       4208 | NS      | $503318.88    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     284000 | PA      | $283712.73    | 0.06%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     295000 | PA      | $298277.19    | 0.06%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     120000 | PA      | $128613.24    | 0.03%             | 2033-03-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| BrewCo Borrower LLC                                                              | City Brewing Company, LLC, PIK Super Priority Term Loan                          | CUSIP: 10756PAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       7764 | PA      | $7375.80      | 0.00%             | 2026-01-03      | Variable      | 13.59%                | No            | 2                  | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                                           | Emirate of Dubai Government International Bonds                                  | CUSIP: ZO2911030<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     400000 | PA      | $282431.38    | 0.06%             | 2050-09-09      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200000 | PA      | $196054.69    | 0.04%             | 2039-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Regal Rexnord Corp                                                               | Regal Rexnord Corp                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      45000 | PA      | $47511.19     | 0.01%             | 2033-04-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      75000 | PA      | $69890.15     | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     105000 | PA      | $105931.05    | 0.02%             | 2032-03-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| USALCO LLC                                                                       | USALCO, LLC, Term Loan B                                                         | CUSIP: BL4754489<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     157861 | PA      | $158926.15    | 0.03%             | 2031-09-30      | Variable      | 8.33%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      25777 | NS      | $7105430.05   | 1.54%             |  |  |  | No            | 1                  | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                       | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $409972.80    | 0.09%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     200000 | PA      | $186619.16    | 0.04%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Equitable Holdings Inc                                                           | Equitable Holdings Inc                                                           | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |       7550 | NS      | $154246.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Vinci SA                                                                         | Vinci SA                                                                         | CUSIP: F5879X108<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       4215 | NS      | $621587.64    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Resonetics LLC                                                                   | Resonetics, LLC, Term Loan B                                                     | CUSIP: BL4842730<br>LEI: 5493007F3QX6Z23QGO95 | Long             | LON              | CORP              | US        |      69475 | PA      | $69603.53     | 0.02%             | 2031-06-18      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Fortis 333 Inc                                                                   | Fortis 333, Inc., Term Loan B                                                    | CUSIP: BL4990356<br>LEI: 254900SLITS19RU1VB55 | Long             | LON              | CORP              | US        |     110000 | PA      | $110120.45    | 0.02%             | 2032-04-02      | Variable      | 7.80%                 | No            | 2                  | On Loan: No      |
| Radiology Partners Inc                                                           | Radiology Partners Inc, Extended Term Loan B                                     | CUSIP: N/A<br>LEI: 549300SFTAG2177WUZ08       | Long             | LON              | CORP              | US        |     149290 | PA      | $149414.58    | 0.03%             | 2029-01-31      | Variable      | 8.09%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195139.33    | 0.04%             | N/A             | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Air Transport Services Group Inc                                                 | Air Transport Services Group Inc                                                 | CUSIP: 861932AA9<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |     180000 | PA      | $190810.08    | 0.04%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                          | KazMunayGas National Co JSC                                                      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     200000 | PA      | $173335.54    | 0.04%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Azalea Topco Inc                                                                 | Press Ganey Holdings, Inc., First Lien Term Loan B                               | CUSIP: BL4812154<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |     248120 | PA      | $248869.62    | 0.05%             | 2031-04-30      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2022-2                                                       | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     627248 | PA      | $508629.82    | 0.11%             | 2052-02-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $296922.96    | 0.06%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Xcel Energy Inc                                                                  | Xcel Energy Inc                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       9159 | NS      | $623727.90    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsung Electronics Co Ltd                                                       | Samsung Electronics Co Ltd                                                       | CUSIP: Y74718100<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      48755 | NS      | $2156024.29   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| Parkway Life Real Estate Investment Trust                                        | Parkway Life Real Estate Investment Trust                                        | CUSIP: Y67202104<br>LEI: 549300I4DKVD2OF5LW91 | Long             | EC               | CORP              | SG        |       5900 | NS      | $19041.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                                                                   | Czech Republic Government Bond                                                   | CUSIP: BO7153865<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2150000 | PA      | $89053.20     | 0.02%             | 2032-06-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Air Canada                                                                       | Air Canada, Term Loan B                                                          | CUSIP: BL4807543<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |     163050 | PA      | $163534.26    | 0.04%             | 2031-03-21      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Emerson Electric Co                                                              | Emerson Electric Co                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       8570 | NS      | $1142638.10   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| TC Energy Corp                                                                   | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       3286 | NS      | $160420.99    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     250000 | PA      | $257079.98    | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Nomura Holdings Inc                                                              | Nomura Holdings Inc                                                              | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $202550.20    | 0.04%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| HUB International Ltd                                                            | HUB International Limited, Term Loan B                                           | CUSIP: BL4978526<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     375171 | PA      | $376717.05    | 0.08%             | 2030-06-20      | Variable      | 6.77%                 | No            | 2                  | On Loan: No      |
| UKG Inc                                                                          | UKG Inc., Term Loan B                                                            | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     580567 | PA      | $583414.89    | 0.13%             | 2031-02-10      | Variable      | 7.31%                 | No            | 2                  | On Loan: No      |
| CommScope LLC                                                                    | CommScope, Inc., Term Loan                                                       | CUSIP: BL4902708<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |     855573 | PA      | $867247.13    | 0.19%             | 2029-12-17      | Variable      | 9.58%                 | No            | 2                  | On Loan: No      |
| Perrigo Investments LLC                                                          | Perrigo Investments, LLC, Term Loan B                                            | CUSIP: BL4842904<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |     108609 | PA      | $108834.49    | 0.02%             | 2029-04-20      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1149425 | PA      | $1041003.54   | 0.23%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FLUTTER FINANCING BV                                                             | Flutter Financing B.V., Term Loan B                                              | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |      50000 | PA      | $50062.50     | 0.01%             | 2032-06-04      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |     930000 | PA      | $989204.82    | 0.21%             | 2042-06-25      | Variable      | 8.81%                 | Yes           | 2                  | On Loan: No      |
| Honduras Government International Bond                                           | Honduras Government International Bond                                           | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     150000 | PA      | $157425.00    | 0.03%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| UEP PENONOME II SA                                                               | UEP Penonome II SA                                                               | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |     162222 | PA      | $143540.10    | 0.03%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     335000 | PA      | $343309.40    | 0.07%             | 2031-04-22      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     198850 | PA      | $201663.80    | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     177000 | PA      | $184839.69    | 0.04%             | N/A             | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      60000 | PA      | $58275.00     | 0.01%             | 2054-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     755520 | PA      | $744004.63    | 0.16%             | 2053-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     185000 | PA      | $183933.59    | 0.04%             | N/A             | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     253000 | PA      | $244333.47    | 0.05%             | N/A             | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | Cie de Saint-Gobain SA                                                           | CUSIP: F80343100<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      10535 | NS      | $1237601.53   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corp / Six Flags Theme Parks Inc                         | Six Flags Entertainment Corp / Six Flags Theme Parks Inc                         | CUSIP: 83002YAA7<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |     150000 | PA      | $154715.19    | 0.03%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Amentum Escrow Corp                                                              | Amentum Escrow Corp                                                              | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25728.83     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Exxon Mobil Corp                                                                 | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      40204 | NS      | $4333991.20   | 0.94%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2021-15                                               | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     384976 | PA      | $310756.46    | 0.07%             | 2052-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                     | Aspire Bakeries Holdings LLC                                                     | CUSIP: BL4497584<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |      44661 | PA      | $44891.02     | 0.01%             | 2030-12-23      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| EchoStar Corp                                                                    | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      90000 | PA      | $82136.73     | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| FNZ USA FinCo LLC                                                                | FNZ Group Services Ltd, Term Loan B                                              | CUSIP: BL4788479<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2031-11-05      | Variable      | 9.26%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     620268 | PA      | $610878.43    | 0.13%             | 2052-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     125000 | PA      | $106901.84    | 0.02%             | 2041-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $189640.13    | 0.04%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325000 | PA      | $330766.48    | 0.07%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Altice France SA                                                                 | Altice France S.A., Term Loan B14                                                | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |      50870 | PA      | $46221.20     | 0.01%             | 2028-08-31      | Variable      | 9.76%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     393562 | PA      | $393864.14    | 0.09%             | 2034-07-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     140000 | PA      | $110955.55    | 0.02%             | 2050-01-31      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| UGANDA GOVERNMENT BOND                                                           | Republic of Uganda Government Bonds                                              | CUSIP: AZ5159746<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  353000000 | PA      | $86286.22     | 0.02%             | 2034-06-22      | Fixed         | 14.25%                | No            | 2                  | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                          | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     630000 | PA      | $424361.70    | 0.09%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                            | Guatemala Government Bond                                                        | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $168500.00    | 0.04%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| Amcor Group Finance PLC                                                          | Amcor Group Finance PLC                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |     125000 | PA      | $128523.80    | 0.03%             | 2029-05-23      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Block Inc                                                                        | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     250000 | PA      | $257930.75    | 0.06%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     185000 | PA      | $187441.99    | 0.04%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| Ulker Biskuvi Sanayi AS                                                          | Ulker Biskuvi Sanayi AS                                                          | CUSIP: 903742AB0<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $204453.20    | 0.04%             | 2031-07-08      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| PennyMac Financial Services Inc                                                  | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     330000 | PA      | $350421.39    | 0.08%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Home Depot Inc/The                                                               | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       5875 | NS      | $2154010.00   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| ANTICIMEX GLOBAL AB                                                              | Anticimex International AB, Term Loan B1                                         | CUSIP: BL3676113<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |     220571 | PA      | $221370.99    | 0.05%             | 2028-11-16      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     110000 | PA      | $108117.85    | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-NSLB                   | JP Morgan Chase Commercial Mortgage Securities Trust 2025-NSLB                   | CUSIP: 46659JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $259962.00    | 0.06%             | 2042-06-05      | Fixed         | 6.23%                 | Yes           | 2                  | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                  | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     246000 | PA      | $239613.86    | 0.05%             | N/A             | Fixed         | 6.30%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     120000 | PA      | $81222.88     | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      67730 | PA      | $31663.78     | 0.01%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Deere & Co                                                                       | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        752 | NS      | $382384.48    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Sealed Air Corp                                                                  | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155439.45    | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     450382 | PA      | $423061.09    | 0.09%             | 2030-07-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     718068 | PA      | $660756.61    | 0.14%             | 2031-07-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Fiesta Purchaser Inc                                                             | Fiesta Purchaser, Inc., First Lien Term Loan B                                   | CUSIP: BL4883502<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     122505 | PA      | $122973.27    | 0.03%             | 2031-02-12      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Flutter Entertainment PLC                                                        | Flutter Financing B.V., Term Loan B                                              | CUSIP: BL4862100<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |     293734 | PA      | $293367.18    | 0.06%             | 2030-11-29      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                            | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     110000 | PA      | $87725.00     | 0.02%             | 2030-07-09      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| 3i Infrastructure PLC                                                            | 3i Infrastructure PLC                                                            | CUSIP: BF5FX1900<br>LEI: 549300SQ4ZSVSWC6H750 | Long             | EC               | RF                | GB        |      13121 | NS      | $61682.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       2700 | NS      | $565245.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CNT Holdings I Corp                                                              | CNT Holdings I Corp, Term Loan                                                   | CUSIP: BL4989556<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |     300619 | PA      | $301699.37    | 0.07%             | 2032-11-08      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MUXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     474226 | PA      | $454503.56    | 0.10%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                         | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     550000 | PA      | $540970.40    | 0.12%             | 2029-05-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Chubb Ltd                                                                        | Chubb Ltd                                                                        | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |       2046 | NS      | $592767.12    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Flughafen Zurich AG                                                              | Flughafen Zurich AG                                                              | CUSIP: H26552135<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |        614 | NS      | $175066.14    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Epicor Software Corp                                                             | Epicor Software Corporation, Term Loan E                                         | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     476194 | PA      | $477941.50    | 0.10%             | 2031-05-30      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     266000 | PA      | $270298.86    | 0.06%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| EOS US FINCO LLC                                                                 | EOS Finco Sarl, Term Loan                                                        | CUSIP: 26877MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-10-08      | Variable      | 10.30%                | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKEY                                                               | Turkiye Government International Bond                                            | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     250000 | PA      | $205776.93    | 0.04%             | 2041-01-14      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Digicel International Finance Ltd                                                | Digicel International Finance Limited, Term Loan                                 | CUSIP: BL4579993<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | LC        |     291265 | PA      | $291212.85    | 0.06%             | 2027-05-27      | Variable      | 5.89%                 | No            | 2                  | On Loan: No      |
| American National Group Inc                                                      | American National Group Inc                                                      | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |       6075 | NS      | $158375.25    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $387771.36    | 0.08%             | N/A             | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Organon & Co                                                                     | Organon & Co, Term Loan                                                          | CUSIP: BL4871606<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |     318452 | PA      | $313939.15    | 0.07%             | 2031-05-19      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Corp., Term Loan B                                       | CUSIP: BL4939049<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     756516 | PA      | $757776.07    | 0.16%             | 2031-07-01      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| CHS Inc                                                                          | CHS Inc                                                                          | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |      12518 | NS      | $297928.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                     | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     125000 | PA      | $125817.75    | 0.03%             | N/A             | Variable      | 7.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     106200 | PA      | $105092.37    | 0.02%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LCPR LOAN FINANCING LLC                                                          | LCPR Loan Financing LLC, Term Loan B                                             | CUSIP: 50183CAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      44000 | PA      | $28975.76     | 0.01%             | 2028-10-16      | Variable      | 9.20%                 | No            | 2                  | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                             | Aeropuertos Dominicanos Siglo XXI SA                                             | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |     200000 | PA      | $208186.00    | 0.05%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                           | Oman Government International Bond                                               | CUSIP: AQ7342613<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     200000 | PA      | $206433.49    | 0.04%             | 2048-01-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     375000 | PA      | $391888.13    | 0.08%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| NXP Semiconductors NV                                                            | NXP Semiconductors NV                                                            | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | US        |       1829 | NS      | $399618.21    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       6420 | NS      | $576130.80    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     410844 | PA      | $406128.63    | 0.09%             | 2026-10-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      15591 | NS      | $2483958.12   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $199799.28    | 0.04%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Prime Healthcare Services Inc                                                    | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $297750.00    | 0.06%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| Champ Acquisition Corp                                                           | Champ Acquisition Corp                                                           | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $63757.62     | 0.01%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                               | CUSIP: 48129VAB2<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     200000 | PA      | $202474.06    | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Merlin Entertainments Group US Holdings Inc                                      | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |     300000 | PA      | $268084.26    | 0.06%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| CITY BREWING CO LLC                                                              | City Brewing Company, LLC, First Out New Money Term Loan                         | CUSIP: 10756PAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      29304 | PA      | $8058.49      | 0.00%             | 2028-04-05      | Variable      | 10.51%                | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2022-INV1                                    | CUSIP: 36264TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     458923 | PA      | $389371.13    | 0.08%             | 2052-07-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| FREEPORT LNG INVESTMENTS                                                         | Freeport LNG Investments, LLLP, Term Loan A                                      | CUSIP: BL3789759<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |     633924 | PA      | $633527.56    | 0.14%             | 2026-11-16      | Variable      | 7.53%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     739320 | PA      | $684969.31    | 0.15%             | 2031-01-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     449400 | PA      | $401405.48    | 0.09%             | 2043-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SURF HOLDINGS LLC                                                                | Surf Holdings, LLC, Incremental Term Loan                                        | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      87540 | PA      | $87975.51     | 0.02%             | 2027-03-05      | Variable      | 7.94%                 | No            | 2                  | On Loan: No      |
| Entergy Corp                                                                     | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     314000 | PA      | $324882.13    | 0.07%             | 2054-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Pembina Pipeline Corp                                                            | Pembina Pipeline Corp                                                            | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |       8640 | NS      | $324408.45    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ASML Holding NV                                                                  | ASML Holding NV                                                                  | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       1411 | NS      | $1130686.45   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| S&P Global Inc                                                                   | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       2146 | NS      | $1131564.34   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      29994 | NS      | $6580383.66   | 1.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                             | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     250000 | PA      | $229750.00    | 0.05%             | 2054-05-07      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                           | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $266797.50    | 0.06%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Williams Cos Inc/The                                                             | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       8945 | NS      | $561835.45    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     398364 | PA      | $392918.35    | 0.09%             | 2027-01-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| AES Corp/The                                                                     | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     113000 | PA      | $116344.79    | 0.03%             | 2055-01-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                          | First Student Bidco Inc, Term Loan C                                             | CUSIP: 33718FAB6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      56588 | PA      | $56685.41     | 0.01%             | 2028-07-21      | Variable      | 6.80%                 | No            | 2                  | On Loan: No      |
| PODS LLC                                                                         | PODS, LLC, Term Loan B                                                           | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |     132000 | PA      | $127152.96    | 0.03%             | 2028-03-31      | Variable      | 7.54%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     150000 | PA      | $126240.00    | 0.03%             | 2034-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LENOVO GROUP LTD                                                                 | Lenovo Group Ltd                                                                 | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $186349.25    | 0.04%             | 2030-11-02      | Fixed         | 3.42%                 | Yes           | 2                  | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       2521 | NS      | $332872.84    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $203720.00    | 0.04%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           | 2                  | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                                         | Sweihan PV Power Co PJSC                                                         | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |     184448 | PA      | $152074.79    | 0.03%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| Vale SA                                                                          | Vale SA                                                                          | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      32572 | NS      | $316274.12    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Arsenal AIC Parent LLC                                                           | Arsenal AIC Parent LLC, Term Loan B                                              | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      24565 | PA      | $24577.60     | 0.01%             | 2030-08-19      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-3                                           | JP Morgan Mortgage Trust Series 2024-3                                           | CUSIP: 46657QAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     565314 | PA      | $478375.67    | 0.10%             | 2054-05-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Netflix Inc                                                                      | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        725 | NS      | $970869.25    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Digital Realty Trust Inc                                                         | Digital Realty Trust Inc                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        813 | NS      | $141730.29    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       1325 | NS      | $28023.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     300000 | PA      | $266024.25    | 0.06%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                            | Ahead DB Holdings LLC                                                            | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     450000 | PA      | $451378.80    | 0.10%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     375000 | PA      | $389095.41    | 0.08%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Crown Finance US Inc                                                             | Crown Finance US, Inc., Term Loan B                                              | CUSIP: BL4793966<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     614910 | PA      | $615524.91    | 0.13%             | 2031-12-02      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| Cedar Fair LP                                                                    | Six Flags Entertainment Corporation, Term Loan B                                 | CUSIP: BL4465730<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | LON              | CORP              | US        |      89325 | PA      | $89514.82     | 0.02%             | 2031-05-01      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| AHP Health Partners Inc                                                          | AHP Health Partners, Inc., Term Loan B                                           | CUSIP: BL4756450<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |     188785 | PA      | $189670.52    | 0.04%             | 2028-08-24      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     450000 | PA      | $461673.68    | 0.10%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       2868 | NS      | $525044.76    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| American Electric Power Co Inc                                                   | American Electric Power Co Inc                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       8907 | NS      | $924190.32    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Monster Beverage Corp                                                            | Monster Beverage Corp                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      14556 | NS      | $911787.84    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| FirstCash Inc                                                                    | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     285000 | PA      | $294916.01    | 0.06%             | 2032-03-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Dover Corp                                                                       | Dover Corp                                                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       2946 | NS      | $539795.58    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Cotiviti Inc                                                                     | Cotiviti Corporation, 2nd Amendment Term Loan                                    | CUSIP: BL5002300<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     125000 | PA      | $124557.50    | 0.03%             | 2032-03-29      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| KLABIN AUSTRIA GMBH                                                              | Klabin Austria GmbH                                                              | CUSIP: 49836AAA2<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $201427.60    | 0.04%             | 2029-04-03      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Banque Ouest Africaine de Developpement                                          | Banque Ouest Africaine de Developpement                                          | CUSIP: 06675QAE3<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |     200000 | PA      | $200120.48    | 0.04%             | 2055-02-13      | Fixed         | 8.20%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                   | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     610000 | PA      | $645056.09    | 0.14%             | N/A             | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     175000 | PA      | $167080.65    | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                  | ABG Intermediate Holdings 2 LLC, First Lien Term Loan B                          | CUSIP: BL4876753<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     133925 | PA      | $134018.41    | 0.03%             | 2028-12-21      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2018-B2                                      | CUSIP: 17327FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $244597.35    | 0.05%             | 2051-03-10      | Variable      | 4.18%                 | No            | 2                  | On Loan: No      |
| Heidelberg Materials AG                                                          | Heidelberg Materials AG                                                          | CUSIP: D31709104<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      10750 | NS      | $2531589.75   | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| PenFed Auto Receivables Owner                                                    | PenFed Auto Receivables Owner Trust 2022-A                                       | CUSIP: 706874AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125000 | PA      | $124870.18    | 0.03%             | 2028-12-15      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                           | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $183900.90    | 0.04%             | 2032-01-21      | Fixed         | 3.57%                 | Yes           | 2                  | On Loan: No      |
| Glencore PLC                                                                     | Glencore PLC                                                                     | CUSIP: G39420107<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | GB        |     301678 | NS      | $1175530.82   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151179.90    | 0.03%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     313500 | PA      | $317284.04    | 0.07%             | 2028-07-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| 24 Hour Fitness Worldwide Inc                                                    | 24 Hour Fitness Worldwide Inc                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     174789 | NS      | $1223.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nouryon Finance BV                                                               | Nouryon Finance B.V., Term Loan B2                                               | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |      14776 | PA      | $14863.79     | 0.00%             | 2028-04-03      | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| Trane Technologies PLC                                                           | Trane Technologies PLC                                                           | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |       3428 | NS      | $1499441.48   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      11351 | NS      | $457899.34    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       6299 | NS      | $1117379.61   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: G08036124<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     456082 | NS      | $2107448.07   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Simon Property Group Inc                                                         | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       1844 | NS      | $296441.44    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Phinia Inc                                                                       | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     165000 | PA      | $170309.70    | 0.04%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Grupo Aeroportuario del Centro Norte SAB de CV                                   | Grupo Aeroportuario del Centro Norte SAB de CV                                   | CUSIP: 400501102<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               | CORP              | MX        |       1614 | NS      | $170277.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF RWANDA                                                               | Rwanda International Government Bond                                             | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     300000 | PA      | $255418.13    | 0.06%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                              | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $201605.91    | 0.04%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           | 2                  | On Loan: No      |
| Pennon Group PLC                                                                 | Pennon Group PLC                                                                 | CUSIP: G8295T239<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |       9062 | NS      | $62520.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                                     | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     695000 | PA      | $718259.15    | 0.16%             | 2043-07-25      | Variable      | 7.01%                 | Yes           | 2                  | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                                                         | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                 | CUSIP: 75973PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     200000 | PA      | $189755.19    | 0.04%             | 2028-07-14      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Concentra Health Services Inc                                                    | Concentra Health Services Inc, Repriced Term Loan B                              | CUSIP: BL4990299<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |      39800 | PA      | $39999.25     | 0.01%             | 2031-07-28      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| WH Borrower LLC                                                                  | WH Borrower, LLC, Term Loan B                                                    | CUSIP: BL4993939<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |     105000 | PA      | $105163.80    | 0.02%             | 2032-02-20      | Variable      | 9.07%                 | No            | 2                  | On Loan: No      |
| NEMAK SAB DE CV                                                                  | Nemak SAB de CV                                                                  | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $165696.08    | 0.04%             | 2031-06-28      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| MISSION BROADCASTING INC                                                         | Mission Broadcasting, Inc., Term Loan B                                          | CUSIP: 605024AS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      81812 | PA      | $81838.27     | 0.02%             | 2028-06-02      | Variable      | 6.94%                 | No            | 2                  | On Loan: No      |
| PG Polaris BidCo Sarl                                                            | PG Investment Company 59 S.a r.l., Term Loan B                                   | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |      84575 | PA      | $84913.30     | 0.02%             | 2031-03-24      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| IRB Holding Corp                                                                 | IRB Holding Corp, First Lien Term Loan B                                         | CUSIP: BL4843100<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     118919 | PA      | $119043.41    | 0.03%             | 2027-12-15      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Sembcorp Industries Ltd                                                          | Sembcorp Industries Ltd                                                          | CUSIP: Y79711159<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |      26800 | NS      | $144373.99    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     282148 | PA      | $270938.43    | 0.06%             | 2029-07-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     120000 | PA      | $103613.75    | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71222 | PA      | $71316.30     | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Rumo SA                                                                          | Rumo SA                                                                          | CUSIP: P8S114104<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      25100 | NS      | $85605.46     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       1590 | NS      | $794968.20    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTICE FRANCE SA                                                                 | Altice France S.A., Term Loan B13                                                | CUSIP: BL2757823<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     164789 | PA      | $145581.41    | 0.03%             | 2026-08-14      | Variable      | 10.50%                | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1256700 | PA      | $1135426.54   | 0.25%             | 2052-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| T-Mobile US Inc                                                                  | T-Mobile US Inc                                                                  | CUSIP: 87264ADT9<br>LEI: 549300QHIJYOHPACPG31 | Long             | DBT              | CORP              | US        |      80000 | PA      | $81002.92     | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1549607 | PA      | $1353508.87   | 0.29%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     585000 | PA      | $626924.70    | 0.14%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Bancolombia SA                                                                   | Bancolombia SA                                                                   | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $210283.00    | 0.05%             | 2034-12-24      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2022-6                                                | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     204281 | PA      | $172742.46    | 0.04%             | 2052-11-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     365000 | PA      | $378230.35    | 0.08%             | 2036-04-17      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| Wayne-Sanderson Farms LLC                                                        | Sycamore Buyer LLC, Term Loan B                                                  | CUSIP: 87114UAB9<br>LEI: 549300QY6JWOUB8MFP78 | Long             | LON              | CORP              | US        |      98813 | PA      | $99059.72     | 0.02%             | 2032-05-21      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| EMERA INC                                                                        | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     695000 | PA      | $699359.94    | 0.15%             | 2076-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300271.94    | 0.07%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R05                                     | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     935000 | PA      | $976733.16    | 0.21%             | 2043-06-25      | Variable      | 7.41%                 | Yes           | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $202741.67    | 0.04%             | N/A             | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     422627 | PA      | $414760.98    | 0.09%             | 2028-01-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Corpay Inc                                                                       | Corpay Inc                                                                       | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        950 | NS      | $315229.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       5234 | NS      | $617612.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $153260.00    | 0.03%             | 2041-08-14      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Topgolf Callaway Brands Corp                                                     | Topgolf Callaway Brands Corp., Term Loan B                                       | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |      60938 | PA      | $60130.08     | 0.01%             | 2030-03-18      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                                         | Clearwater Analytics, LLC, Term Loan B                                           | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |     113000 | PA      | $113141.25    | 0.02%             | 2032-04-21      | Variable      | 6.53%                 | No            | 2                  | On Loan: No      |
| Saudi Government International Bond                                              | Saudi Government International Bond                                              | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     200000 | PA      | $208518.22    | 0.05%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Primo Brands Corp                                                                | Triton Water Holdings, Inc, Term Loan B                                          | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     290990 | PA      | $292363.22    | 0.06%             | 2028-03-31      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     330000 | PA      | $308299.80    | 0.07%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Staples Inc                                                                      | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     300000 | PA      | $283927.53    | 0.06%             | 2029-09-01      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                         | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $508843.23    | 0.11%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| BALL CORP                                                                        | Ball Corp                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76888.20     | 0.02%             | 2029-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CHG Healthcare Services Inc                                                      | CHG Healthcare Services Inc., Term Loan B1                                       | CUSIP: BL4845410<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |      78045 | PA      | $78403.68     | 0.02%             | 2028-09-29      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Sempra                                                                           | Sempra                                                                           | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     269000 | PA      | $255080.55    | 0.06%             | 2055-04-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| PLAZE INC                                                                        | Plaze, Inc., Incremental Term Loan                                               | CUSIP: 72819QAN2<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |      27854 | PA      | $26905.31     | 0.01%             | 2026-08-03      | Variable      | 8.19%                 | No            | 2                  | On Loan: No      |
| Pine Street Trust III                                                            | Pine Street Trust III                                                            | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $98720.64     | 0.02%             | 2054-05-15      | Fixed         | 6.22%                 | Yes           | 2                  | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     180000 | PA      | $183392.64    | 0.04%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                          | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $169206.44    | 0.04%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                                          | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAC3<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |     152000 | PA      | $151620.00    | 0.03%             | N/A             | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $109888.38    | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Haleon PLC                                                                       | Haleon PLC                                                                       | CUSIP: G4232K100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     406145 | NS      | $2087433.36   | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| Micron Technology Inc                                                            | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       6292 | NS      | $775489.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAD9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $173188.88    | 0.04%             | 2047-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      11983 | NS      | $1629807.83   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1342558.75   | 0.29%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| ZF North America Capital Inc                                                     | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     450000 | PA      | $432141.19    | 0.09%             | 2030-04-23      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| X Corp                                                                           | Twitter, Inc., Term Loan                                                         | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     344509 | PA      | $337000.91    | 0.07%             | 2029-10-29      | Variable      | 10.93%                | No            | 2                  | On Loan: No      |
| Chile Government International Bond                                              | Chile Government International Bond                                              | CUSIP: YN6832904<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      50000 | PA      | $58651.93     | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Bank of America, N.A.                                                            | RECEIVE USD [757573.67] PAY EUR [-683717.48] on 20250409 @ 1.108022              | CUSIP: EUR250711<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-48288.85    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $466260.52    | 0.10%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| ELP 2021-ELP                                                                     | ELP Commercial Mortgage Trust 2021-ELP                                           | CUSIP: 26863LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     149826 | PA      | $149713.49    | 0.03%             | 2038-11-15      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                            | Daiichi Sankyo Co Ltd                                                            | CUSIP: J11257102<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      48400 | NS      | $1121335.32   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| RH                                                                               | Restoration Hardware, Inc., Term Loan B                                          | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     136224 | PA      | $132809.70    | 0.03%             | 2028-10-20      | Variable      | 6.94%                 | No            | 2                  | On Loan: No      |
| Adient US LLC                                                                    | Adient US LLC, Term Loan B2                                                      | CUSIP: 00687MAH4<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |      34162 | PA      | $34282.46     | 0.01%             | 2031-01-29      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Catawba Nation Gaming Authority                                                  | Catawba Nation Gaming Authority, Term Loan B                                     | CUSIP: BL4843068<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      70000 | PA      | $70962.50     | 0.02%             | 2032-03-29      | Variable      | 9.05%                 | No            | 2                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     242000 | PA      | $249761.18    | 0.05%             | N/A             | Variable      | 8.55%                 | No            | 2                  | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                         | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $195645.52    | 0.04%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      45000 | PA      | $39473.06     | 0.01%             | 2042-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| SAP SE                                                                           | SAP SE                                                                           | CUSIP: D66992104<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       2310 | NS      | $706350.87    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| ARCHES BUYER INC                                                                 | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     195000 | PA      | $186642.44    | 0.04%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Transocean Aquila Ltd                                                            | Transocean Aquila Ltd                                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     142692 | PA      | $143775.62    | 0.03%             | 2028-09-30      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     362429 | PA      | $320716.54    | 0.07%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $176048.04    | 0.04%             | 2034-06-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $186248.56    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                                                                 | Novo Nordisk A/S                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       4237 | NS      | $292437.74    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate, LLC, Term Loan B6                                 | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     667717 | PA      | $668625.10    | 0.14%             | 2031-09-19      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| PETSMART INC                                                                     | PetSmart, Inc., Term Loan B                                                      | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     314759 | PA      | $312201.33    | 0.07%             | 2028-02-14      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Marcel Bidco LLC                                                                 | Marcel LUX IV SARL, Term Loan B7                                                 | CUSIP: BL4788263<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |      39701 | PA      | $39973.89     | 0.01%             | 2030-11-13      | Variable      | 7.76%                 | No            | 2                  | On Loan: No      |
| FinThrive Software Intermediate Holdings Inc                                     | MedAssets Software Intermediate Holdings, Inc., Second Out Term Loan             | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |      52000 | PA      | $47060.00     | 0.01%             | 2028-12-18      | Variable      | 8.44%                 | No            | 2                  | On Loan: No      |
| LAND O'LAKES INC                                                                 | Land O' Lakes Inc                                                                | CUSIP: 514666AK2<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $952500.00    | 0.21%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| DTI Holdco Inc                                                                   | DTI Holdco, Inc., Term Loan B                                                    | CUSIP: BL4995017<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |      69579 | PA      | $68877.32     | 0.01%             | 2029-04-26      | Variable      | 8.33%                 | No            | 2                  | On Loan: No      |
| BHP Group Ltd                                                                    | BHP Group Ltd                                                                    | CUSIP: Q1498M100<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      25189 | NS      | $605986.75    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| PETCO HEALTH & WELLNESS                                                          | Petco Health and Wellness Company, Inc., Term Loan B                             | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |      81000 | PA      | $74831.04     | 0.02%             | 2028-03-06      | Variable      | 7.81%                 | No            | 2                  | On Loan: No      |
| Delek Logistics Partners LP / Delek Logistics Finance Corp                       | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $94557.35     | 0.02%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Toyota Motor Corp                                                                | Toyota Motor Corp                                                                | CUSIP: J92676113<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      64900 | NS      | $1117771.73   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $134538.77    | 0.03%             | 2030-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Core & Main LP                                                                   | Core & Main LP, Term Loan B                                                      | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |      22377 | PA      | $22418.94     | 0.00%             | 2028-07-27      | Variable      | 6.27%                 | No            | 2                  | On Loan: No      |
| HUNT COS INC                                                                     | Hunt Cos Inc                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |     300000 | PA      | $289065.90    | 0.06%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| TRICORBRAUN HOLDINGS INC                                                         | TricorBraun Holdings, Inc., Term Loan                                            | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |     140357 | PA      | $140369.83    | 0.03%             | 2028-03-03      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| Cengage Learning Inc                                                             | Cengage Learning, Inc., First Lien Term Loan B                                   | CUSIP: BL4808624<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     337595 | PA      | $338797.24    | 0.07%             | 2031-03-24      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan                                                       | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     154830 | PA      | $155237.98    | 0.03%             | 2032-01-20      | Variable      | 6.80%                 | No            | 2                  | On Loan: No      |
| VISION SOLUTIONS INC                                                             | Vision Solutions, Inc., Incremental Term Loan                                    | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      49109 | PA      | $46752.14     | 0.01%             | 2028-04-24      | Variable      | 8.54%                 | No            | 2                  | On Loan: No      |
| ALI GROUP NORTH AMERICA                                                          | Ali Group North America Corporation, Term Loan B                                 | CUSIP: 01608UAE7<br>LEI: 815600323321F0921705 | Long             | LON              | CORP              | IT        |      74037 | PA      | $74557.72     | 0.02%             | 2029-07-23      | Variable      | 6.44%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                                              | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248347.28    | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Alterra Mountain Co                                                              | Alterra Mountain Company, Term Loan B                                            | CUSIP: BL4798080<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     238197 | PA      | $239685.79    | 0.05%             | 2028-08-17      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $208881.40    | 0.05%             | 2082-10-31      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     255000 | PA      | $256188.30    | 0.06%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Bleriot US Bidco Inc                                                             | Bleriot US Bidco Inc., Term Loan B                                               | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |      43670 | PA      | $43820.22     | 0.01%             | 2030-10-17      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: J7771X109<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      96300 | NS      | $2424925.86   | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     740000 | PA      | $743931.25    | 0.16%             | 2028-06-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                         | Saudi Government International Bond                                              | CUSIP: ZP6092883<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     385000 | PA      | $262415.16    | 0.06%             | 2055-01-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HAYWARD INDUSTRIES INC                                                           | Hayward Industries, Inc., Term Loan                                              | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |     121787 | PA      | $122287.19    | 0.03%             | 2028-05-30      | Variable      | 6.94%                 | No            | 2                  | On Loan: No      |
| Airbus SE                                                                        | Airbus SE                                                                        | CUSIP: N0280G100<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |      16325 | NS      | $3415201.03   | 0.74%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                     | CUSIP: N4578E595<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      81944 | NS      | $1796023.14   | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110894.17    | 0.02%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                          | Hungary Government Bond                                                          | CUSIP: BT4398900<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   50000000 | PA      | $140593.80    | 0.03%             | 2028-03-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     338000 | PA      | $358916.79    | 0.08%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Gruma SAB de CV                                                                  | Gruma SAB de CV                                                                  | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $189023.60    | 0.04%             | 2054-12-09      | Fixed         | 5.76%                 | Yes           | 2                  | On Loan: No      |
| Sony Group Corp                                                                  | Sony Group Corp                                                                  | CUSIP: J76379106<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     117100 | NS      | $3044635.78   | 0.66%             |  |  |  | No            | 2                  | On Loan: No      |
| Oregon Tool Lux LP                                                               | Oregon Tool Lux LP                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      75000 | PA      | $61187.25     | 0.01%             | 2029-10-15      | Variable      | 8.59%                 | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    6200000 | PA      | $151423.53    | 0.03%             | 2031-05-21      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     330000 | PA      | $333556.41    | 0.07%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       1380 | NS      | $77997.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     305000 | PA      | $305401.08    | 0.07%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     135000 | PA      | $138401.24    | 0.03%             | 2030-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HCA Healthcare Inc                                                               | HCA Healthcare Inc                                                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       1450 | NS      | $555495.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| DSV A/S                                                                          | DSV A/S                                                                          | CUSIP: K31864117<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       4026 | NS      | $965653.10    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     308000 | PA      | $304843.22    | 0.07%             | N/A             | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| PG&E CORP                                                                        | PG&E Corp                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     484000 | PA      | $471441.40    | 0.10%             | 2028-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Nasdaq Inc                                                                       | Nasdaq Inc                                                                       | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       6300 | NS      | $563346.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902LWA907<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1645000 | PA      | $189175.00    | 0.04%             | 2172-03-12      | Fixed         | 7.25%                 | No            | 3                  | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting