# EDGAR Filing Document

**Accession Number:** 0000787623
**File Stem:** 0001752724-25-158954
**Filing Date:** 2025-6
**Character Count:** 348184
**Document Hash:** 9024323391af747064c25283a0d2469e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158954.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158954

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRANSAMERICA FUNDS
- **CENTRAL INDEX KEY:** 0000787623

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04556
- **FILM NUMBER:** 251078398

**BUSINESS ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202
- **BUSINESS PHONE:** 720-482-8836

**MAIL ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRANSAMERICA IDEX MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20040301

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IDEX MUTUAL FDS
- **DATE OF NAME CHANGE:** 20010504

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IDEX MUTUAL FUNDS /
- **DATE OF NAME CHANGE:** 20010423

## Series and Classes Contracts Data

### Transamerica Strategic Income (Series ID: S000047479)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000149082 | A            | TUNAX           |
| C000149084 | I            | TUNIX           |
| C000149085 | I2           |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TRANSAMERICA FUNDS

- **b. Investment Company Act file number:** 811-04556

- **c. CIK number of Registrant:** 0000787623

- **d. LEI of Registrant:** 54930088ZHZE1VMYEY52

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

  - **Street Address 1:** 1801 CALIFORNIA STREET

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202

  - **Telephone number:** 720-493-4256

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

- **a. Name of Series:** Transamerica Strategic Income

- **b. EDGAR series identifier (if any):** S000047479

- **c. LEI of Series:** 54930000WQFBEX4N7U31

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $239264175.43

**Total Liabilities:** $27122518.65

**Net Assets:** $212141656.78

**Delayed Delivery Securities:** $7021071.75

**Cash Not Reported:** $300815.45

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -88.00000000 | **1-Year:** -3398.56000000 | **5-Year:** -13510.26000000 | **10-Year:** -8099.14000000 | **30-Year:** -1875.77000000

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

- **3-Month:** -209.26000000 | **1-Year:** -7194.78000000 | **5-Year:** -21815.25000000 | **10-Year:** -8295.09000000 | **30-Year:** -4063.97000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000149085 | 1.26%                | -0.43%               | 0.02%                |
| Class ID C000149082 | 1.35%                | -0.45%               | 0.00%                |
| Class ID C000149084 | 1.37%                | -0.31%               | -0.09%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $643264.77               | $508830.49                                 |
| Month 2  | $-234338.80              | $-1372758.26                               |
| Month 3  | $-24444.88               | $-810860.80                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SCIENTIFIC GAMES HOLDINGS LP               | Scientific Games Holdings LP                                                    | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    239181 | PA      | $236788.81    | 0.11%             | 2029-04-04      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                     | TK Elevator Midco GmbH                                                          | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    316125 | PA      | $314544.76    | 0.15%             | 2030-04-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                    | Studio City Finance Ltd.                                                        | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    250000 | PA      | $219519.81    | 0.10%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     53000 | PA      | $44130.06     | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                   | Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc.       | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $291313.54    | 0.14%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                                           | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    317000 | PA      | $322444.54    | 0.15%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                       | Talos Production, Inc.                                                          | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    181000 | PA      | $170370.18    | 0.08%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    249000 | PA      | $236012.33    | 0.11%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                               | Comcast Corp.                                                                   | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    136000 | PA      | $135573.07    | 0.06%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                       | Cleveland-Cliffs, Inc.                                                          | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9406.54      | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                  | Madison Safety & Flow LLC                                                       | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |     19251 | PA      | $19130.40     | 0.01%             | 2031-09-26      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Highline Aftermarket Acquisition, LLC      | Highline Aftermarket Acquisition LLC                                            | CUSIP: 43110HAF6<br>LEI: 254900Q5W6G5KG3GHJ04 | Long             | LON              | CORP              | US        |    224123 | PA      | $223002.40    | 0.11%             | 2030-02-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                                                | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    341000 | PA      | $349619.41    | 0.16%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC   | Amentum Government Services Holdings LLC                                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    182858 | PA      | $180344.05    | 0.09%             | 2031-09-29      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                           | Greenko Dutch BV                                                                | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $212960.00    | 0.10%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| LFS TOPCO LLC                              | LFS Topco LLC                                                                   | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $144814.21    | 0.07%             | 2026-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                      | Alibaba Group Holding Ltd.                                                      | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $397460.18    | 0.19%             | 2035-05-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                    | Allied Universal Holdco LLC                                                     | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    335000 | PA      | $342197.14    | 0.16%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                    | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    285000 | PA      | $279439.16    | 0.13%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                       | Neptune Bidco U.S., Inc.                                                        | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311500.00    | 0.15%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.   | Project Alpha Intermediate Holding, Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45004 | PA      | $44793.04     | 0.02%             | 2032-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                   | Hilcorp Energy I LP/Hilcorp Finance Co.                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13072.56     | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                   | Florida Power & Light Co.                                                       | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80678.24     | 0.04%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2420702 | PA      | $2096228.49   | 0.99%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                   | BroadStreet Partners, Inc.                                                      | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    249372 | PA      | $247906.80    | 0.12%             | 2031-06-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                   | ION Trading Technologies SARL                                                   | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $179962.86    | 0.08%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                    | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91487.26     | 0.04%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                          | Clarios Global LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    156919 | PA      | $153927.51    | 0.07%             | 2032-01-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                   | Corebridge Financial, Inc.                                                      | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |      1000 | NS      | $23860.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HILCORP ENERGY I/HILCORP                   | Hilcorp Energy I LP/Hilcorp Finance Co.                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $289883.52    | 0.14%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                   | Tyco Electronics Group SA                                                       | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     54000 | PA      | $53289.63     | 0.03%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HI CRUSH REMAINCO                          | Hi Crush Remainco                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $444132.00    | 0.21%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SUZANO AUSTRIA GMBH                        | Suzano Austria GmbH                                                             | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $195305.68    | 0.09%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                         | Sonoco Products Co.                                                             | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96458.83     | 0.05%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                       | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11418.16     | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                     | Spirit AeroSystems, Inc.                                                        | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |    315548 | PA      | $315350.62    | 0.15%             | 2027-01-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| MOBIUS MERGER SUB                          | Mobius Merger Sub, Inc.                                                         | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $197049.02    | 0.09%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                       | ONEOK, Inc.                                                                     | CUSIP: 29336TAD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     62000 | PA      | $65504.18     | 0.03%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                   | Wildfire Intermediate Holdings LLC                                              | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    215000 | PA      | $196725.00    | 0.09%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                     | El Puerto de Liverpool SAB de CV                                                | CUSIP: 283837AC6<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204111.40    | 0.10%             | 2032-01-22      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                   | Banco Mercantil del Norte SA                                                    | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $1495683.06   | 0.71%             | 2035-05-20      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                                           | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27872.61     | 0.01%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                   | Raising Cane's Restaurants LLC                                                  | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127164.60    | 0.06%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                          | EUSHI Finance, Inc.                                                             | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $452005.65    | 0.21%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                      | Molina Healthcare, Inc.                                                         | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248077.03    | 0.12%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                        | Recess Holdings, Inc.                                                           | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210940 | PA      | $207775.60    | 0.10%             | 2030-02-20      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                        | Minejesa Capital BV                                                             | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $186229.04    | 0.09%             | 2037-08-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                                        | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41187.67     | 0.02%             | 2028-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                  | Adobe, Inc.                                                                     | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89835.45     | 0.04%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CA MAGNUM HOLDINGS                         | CA Magnum Holdings                                                              | CUSIP: 000000000<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    265000 | PA      | $259085.28    | 0.12%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                   | Texas Capital Bancshares, Inc.                                                  | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    147000 | PA      | $139809.55    | 0.07%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                       | Commercial Metals Co.                                                           | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179324.74    | 0.08%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COGENT COMM GROUP LLC                      | Cogent Communications Group LLC                                                 | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251179.25    | 0.12%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                        | VM Consolidated, Inc.                                                           | CUSIP: 00215NAN0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | LON              | CORP              | US        |    125619 | PA      | $125514.51    | 0.06%             | 2028-03-24      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                       | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    192000 | PA      | $184316.96    | 0.09%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                             | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1700000 | PA      | $1684784.69   | 0.79%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                               | Calpine Corp.                                                                   | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $274042.09    | 0.13%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                   | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45169.43     | 0.02%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                      | GFL Environmental, Inc.                                                         | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    368829 | PA      | $363296.31    | 0.17%             | 2032-02-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    155000 | PA      | $138375.20    | 0.07%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                                                 | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    126000 | PA      | $120087.15    | 0.06%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201196.94    | 0.09%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan, Inc.                                                             | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64527.01     | 0.03%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                     | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371232.75    | 0.17%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| CD&R Hydra Buyer Inc                       | CD&R Hydra Buyer, Inc.                                                          | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |    236190 | PA      | $226668.98    | 0.11%             | 2031-03-25      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                   | Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |    210000 | PA      | $200996.69    | 0.09%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                | Deluxe Corp.                                                                    | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    373000 | PA      | $342646.53    | 0.16%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    769000 | PA      | $773061.50    | 0.36%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1289102.94   | 0.61%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                 | KUEHG Corp.                                                                     | CUSIP: 50118YAG4<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    148615 | PA      | $147779.16    | 0.07%             | 2030-06-12      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| POTTERS INDUSTRIES LLC                     | Potters Industries LLC                                                          | CUSIP: 73813HAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    197772 | PA      | $197030.79    | 0.09%             | 2027-12-14      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| PG Investment Company 59 Sa rl             | PG Investment Co. 59 SARL                                                       | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |    250000 | PA      | $248750.00    | 0.12%             | 2031-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                              | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    127000 | PA      | $127105.55    | 0.06%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                        | Sumitomo Life Insurance Co.                                                     | CUSIP: 86564CAE0<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $200014.13    | 0.09%             | 2034-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                       | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    279000 | PA      | $239905.14    | 0.11%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| The Action Environmental Group Inc         | Action Environmental Group, Inc.                                                | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    294952 | PA      | $294951.75    | 0.14%             | 2030-10-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International, Inc.                                                   | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15969.28     | 0.01%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                 | goeasy Ltd.                                                                     | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9752.65      | 0.00%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                        | Peer Holding III BV                                                             | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    172658 | PA      | $171722.81    | 0.08%             | 2031-07-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                 | Nucor Corp.                                                                     | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60741.16     | 0.03%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                   | ORLEN SA                                                                        | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    200000 | PA      | $202237.83    | 0.10%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                   | Trident TPI Holdings, Inc.                                                      | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    265000 | PA      | $256001.13    | 0.12%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                 | Air Canada                                                                      | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $191267.47    | 0.09%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                       | South32 Treasury Ltd.                                                           | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |    181000 | PA      | $166436.50    | 0.08%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                   | Ontario Gaming GTA LP/OTG Co-Issuer, Inc.                                       | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $187437.16    | 0.09%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                   | Willis North America, Inc.                                                      | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100338.18    | 0.05%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                                   | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33351.75     | 0.02%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services Inc              | Osmose Utilities Services, Inc.                                                 | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |    209781 | PA      | $206831.33    | 0.10%             | 2028-06-23      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                         | Kohl's Corp.                                                                    | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    486000 | PA      | $301048.79    | 0.14%             | 2031-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Synchrony Financial                        | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93844.93     | 0.04%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.   | Project Alpha Intermediate Holding, Inc.                                        | CUSIP: 74339DAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27886 | PA      | $27750.69     | 0.01%             | 2030-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                          | Omnicom Group, Inc.                                                             | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42781.67     | 0.02%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITED TALENT AGENCY LLC                   | United Talent Agency LLC                                                        | CUSIP: 91301QAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150439 | PA      | $150250.59    | 0.07%             | 2028-07-07      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                    | Howard Midstream Energy Partners LLC                                            | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $264729.66    | 0.12%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| YANLORD LAND HK CO LTD                     | Yanlord Land HK Co. Ltd.                                                        | CUSIP: 000000000<br>LEI: 549300O56H3950RDWG19 | Long             | DBT              | CORP              | HK        |    320000 | PA      | $309602.72    | 0.15%             | 2026-05-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                     | Regions Financial Corp.                                                         | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57678.60     | 0.03%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                        | Inversiones CMPC SA                                                             | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $201075.80    | 0.09%             | 2034-02-26      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC               | Aimbridge Acquisition Co., Inc.                                                 | CUSIP: 00900YAH9<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |     14481 | PA      | $13901.61     | 0.01%             | 2030-03-11      | Floating      | 11.94%                | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                   | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $103486.73    | 0.05%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                   | Mars, Inc.                                                                      | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68406.11     | 0.03%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                                                     | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    590000 | PA      | $587359.09    | 0.28%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                   | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $83228.82     | 0.04%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                        | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    530000 | PA      | $407013.18    | 0.19%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                        | Walker & Dunlop, Inc.                                                           | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152574.00    | 0.07%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038275.96   | 0.49%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| FNB CORP                                   | FNB Corp.                                                                       | CUSIP: 000000000<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73693.68     | 0.03%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ELECT GLOBAL INV LTD                       | Elect Global Investments Ltd.                                                   | CUSIP: 000000000<br>LEI: 254900MGJD77N8VPNK65 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $126047.25    | 0.06%             | 2025-05-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                                                    | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56191.83     | 0.03%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                     | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    147000 | PA      | $148727.50    | 0.07%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                         | Voya Financial, Inc.                                                            | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25764.26     | 0.01%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                                                     | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39895.27     | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                          | L3Harris Technologies, Inc.                                                     | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45995.10     | 0.02%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                           | Credit Acceptance Corp.                                                         | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $201527.30    | 0.09%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                               | Entegris, Inc.                                                                  | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198903.18    | 0.09%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                      | Panther Escrow Issuer LLC                                                       | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $189549.34    | 0.09%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                    | Pfizer Investment Enterprises Pte. Ltd.                                         | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     55000 | PA      | $54241.59     | 0.03%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                    | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73561.14     | 0.03%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                           | CUSIP: 3140XPU64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6118808 | PA      | $5677864.36   | 2.68%             | 2038-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                  | AGCO Corp.                                                                      | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90742.90     | 0.04%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                         | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33998.31     | 0.02%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International, Inc.                                                   | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36640.17     | 0.02%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                                             | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $82088.68     | 0.04%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                      | American Airlines, Inc.                                                         | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    158384 | PA      | $153582.91    | 0.07%             | 2028-02-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                      | Nabors Industries, Inc.                                                         | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127313.59    | 0.06%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Groundworks LLC                            | Groundworks LLC                                                                 | CUSIP: 39954EAB9<br>LEI: 254900K8GTHJMCG1DB32 | Long             | LON              | CORP              | US        |    174072 | PA      | $171895.82    | 0.08%             | 2031-03-14      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                     | First Brands Group LLC                                                          | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162894 | PA      | $150982.25    | 0.07%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                      | Quikrete Holdings, Inc.                                                         | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20131.46     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                 | Fertitta Entertainment LLC                                                      | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    270770 | PA      | $263586.79    | 0.12%             | 2029-01-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                                                 | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     71000 | PA      | $64769.69     | 0.03%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                               | Shinhan Bank Co. Ltd.                                                           | CUSIP: 000000000<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $198958.53    | 0.09%             | 2028-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                      | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    162000 | PA      | $166342.89    | 0.08%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Belo Corp                                  | Belo Corp.                                                                      | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206710.40    | 0.10%             | 2027-06-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                     | Delek Logistics Partners LP/Delek Logistics Finance Corp.                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $200668.46    | 0.09%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| PROJECT BOOST PURCHASER LLC                | Project Boost Purchaser LLC                                                     | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |    318372 | PA      | $315320.71    | 0.15%             | 2031-07-16      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                   | Brookfield Infrastructure Finance ULC                                           | CUSIP: 11276B208<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |       811 | NS      | $18044.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peraton Corp                               | Peraton Corp.                                                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    317128 | PA      | $285131.93    | 0.13%             | 2028-02-01      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                   | Connect Finco SARL/Connect U.S. Finco LLC                                       | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $187060.02    | 0.09%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                                                           | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62002.60     | 0.03%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                        | CNT Holdings I Corp.                                                            | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    316658 | PA      | $314679.09    | 0.15%             | 2032-11-08      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                           | CSC Holdings LLC                                                                | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278753.98    | 0.13%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                     | Diamondback Energy, Inc.                                                        | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    193000 | PA      | $188617.01    | 0.09%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC/Charter Communications Operating Capital   | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $59979.90     | 0.03%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                 | ViaSat, Inc.                                                                    | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    330045 | PA      | $308756.65    | 0.15%             | 2029-03-02      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC               | Focus Financial Partners LLC                                                    | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    300000 | PA      | $295928.70    | 0.14%             | 2031-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12100 | PA      | $12462.53     | 0.01%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                       | Longfor Group Holdings Ltd.                                                     | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $223806.45    | 0.11%             | 2027-04-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EG GROUP LIMITED                           | EG Group Ltd.                                                                   | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    280359 | PA      | $280148.66    | 0.13%             | 2028-02-07      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                        | Sirius XM Radio LLC                                                             | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    460000 | PA      | $394623.91    | 0.19%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| TELESAT CANADA/TELESAT L                   | Telesat Canada/Telesat LLC                                                      | CUSIP: 87952VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    155000 | PA      | $83068.70     | 0.04%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC/EMC Corp.                                                | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79570.98     | 0.04%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                               | AES Andes SA                                                                    | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    500000 | PA      | $509433.50    | 0.24%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                            | Weyerhaeuser Co.                                                                | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    208000 | PA      | $201136.11    | 0.09%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NGP XI Midstream Holdings LLC              | NGP XI Midstream Holdings LLC                                                   | CUSIP: 62927UAB9<br>LEI: 2549002U9Q0WZYCHRJ82 | Long             | LON              | CORP              | US        |    162791 | PA      | $159942.14    | 0.08%             | 2031-07-25      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors               | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   9585842 | NS      | $9585842.50   | 4.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SABLE INTL FINANCE LTD                     | Sable International Finance Ltd.                                                | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $393020.00    | 0.19%             | 2032-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                        | Minejesa Capital BV                                                             | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    181562 | PA      | $176030.22    | 0.08%             | 2030-08-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LL                   | C&S Group Enterprises LLC                                                       | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    471000 | PA      | $394930.82    | 0.19%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                              | CoreLogic, Inc.                                                                 | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    248843 | PA      | $244877.14    | 0.12%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                             | CUSIP: 912797NM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    340000 | PA      | $339161.05    | 0.16%             | 2025-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                             | Halliburton Co.                                                                 | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     51000 | PA      | $42664.92     | 0.02%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATI INC                                    | ATI, Inc.                                                                       | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155974.35    | 0.07%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                             | Open Text Corp.                                                                 | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $147496.13    | 0.07%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                       | Alpha Generation LLC                                                            | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    197510 | PA      | $197324.94    | 0.09%             | 2031-09-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                     | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    219000 | PA      | $225753.52    | 0.11%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc              | Sinclair Television Group, Inc.                                                 | CUSIP: 82925BAG0<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                    | Arthur J Gallagher & Co.                                                        | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37398.03     | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                                    | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    275000 | PA      | $275545.03    | 0.13%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                       | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     48000 | PA      | $51477.74     | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                  | Stonepeak Nile Parent LLC                                                       | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |    165029 | PA      | $162243.90    | 0.08%             | 2032-04-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings, Inc.                                                          | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     47000 | PA      | $41210.83     | 0.02%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                            | Gen Digital, Inc.                                                               | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32910.11     | 0.02%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                      | Northrop Grumman Corp.                                                          | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    311000 | PA      | $308401.78    | 0.15%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                        | Medline Borrower LP                                                             | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    238335 | PA      | $236667.11    | 0.11%             | 2028-10-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| AERCAP GLOBAL AVIATION T                   | AerCap Global Aviation Trust                                                    | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250278.87    | 0.12%             | 2045-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                         | Connect Finco SARL                                                              | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    201947 | PA      | $180615.93    | 0.09%             | 2029-09-27      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                   | HLF Financing SARL LLC/Herbalife International, Inc.                            | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $270704.43    | 0.13%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                    | Public Service Co. of Colorado                                                  | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    284000 | PA      | $279401.12    | 0.13%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | U.S. Bancorp                                                                    | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    217000 | PA      | $179194.54    | 0.08%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                 | Viasat, Inc.                                                                    | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    237000 | PA      | $180398.43    | 0.09%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| PPL CAPITAL FUNDING INC                    | PPL Capital Funding, Inc.                                                       | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24969.69     | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDING INC                           | Iris Holding, Inc.                                                              | CUSIP: 462914AA0<br>LEI: 54930013SPZ2NB3I3V40 | Long             | DBT              | CORP              | US        |    210000 | PA      | $185356.90    | 0.09%             | 2028-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     42000 | PA      | $43360.08     | 0.02%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                        | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    240000 | PA      | $224147.85    | 0.11%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC/Charter Communications Operating Capital   | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $136087.25    | 0.06%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                                             | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90027.61     | 0.04%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ABQ FINANCE                                | ABQ Finance Ltd.                                                                | CUSIP: 000000000<br>LEI: 549300EKNBMBS9DNYE37 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $193388.00    | 0.09%             | 2026-07-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                                            | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46136.49     | 0.02%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                              | Carnival Corp.                                                                  | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    439000 | PA      | $436475.53    | 0.21%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's Inc                        | Dave & Buster's, Inc.                                                           | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    294898 | PA      | $272688.89    | 0.13%             | 2029-06-29      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                                                | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42040.85     | 0.02%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                 | Leidos, Inc.                                                                    | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43725.81     | 0.02%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                               | AES Andes SA                                                                    | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $199961.16    | 0.09%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| MARTIN MARIETTA MATERIAL                   | Martin Marietta Materials, Inc.                                                 | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     41000 | PA      | $35482.72     | 0.02%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                 | Viasat, Inc.                                                                    | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109797.98    | 0.05%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| NGL ENRGY OP/FIN CORP                      | NGL Energy Operating LLC/NGL Energy Finance Corp.                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136560.62    | 0.06%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NBK TIER 2 LTD                             | Nbk Tier 2 Ltd.                                                                 | CUSIP: 000000000<br>LEI: 549300GS015OCXR89U13 | Long             | DBT              | CORP              | AE        |    330000 | PA      | $323479.20    | 0.15%             | 2030-11-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                           | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $100264.00    | 0.05%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                     | HAT Holdings I LLC/HAT Holdings II LLC                                          | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $344375.77    | 0.16%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Corel Corporation                          | Corel Corp.                                                                     | CUSIP: 21871LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    161779 | PA      | $150589.34    | 0.07%             | 2026-07-02      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                  | Boxer Parent Co., Inc.                                                          | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     75000 | PA      | $70875.00     | 0.03%             | 2032-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRINSEO LUX/TRINSEO NA                     | Trinseo Luxco Finance SPV SARL/Trinseo NA Finance SPV LLC                       | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    218250 | PA      | $129934.75    | 0.06%             | 2029-05-03      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                           | Triton Container International Ltd.                                             | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    401000 | PA      | $344346.68    | 0.16%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                  | PG&E Corp.                                                                      | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972319.30    | 0.46%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Verifone Systems Inc                       | Verifone Systems, Inc.                                                          | CUSIP: 000000000<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |    334508 | PA      | $294314.46    | 0.14%             | 2028-08-18      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                                | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    262000 | PA      | $264941.95    | 0.12%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                   | Focus Financial Partners LLC                                                    | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200837.60    | 0.09%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                | McAfee Corp.                                                                    | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56182.17     | 0.03%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                      | Caesars Entertainment, Inc.                                                     | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    185000 | PA      | $170778.66    | 0.08%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| AI AQUA MERGER SUB INC                     | AI Aqua Merger Sub, Inc.                                                        | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    318145 | PA      | $313991.66    | 0.15%             | 2028-07-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                | Trimble, Inc.                                                                   | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    228000 | PA      | $236558.13    | 0.11%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                           | ITT Holdings LLC                                                                | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    465000 | PA      | $424564.02    | 0.20%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PODS LLC                                   | PODS LLC                                                                        | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |    150000 | PA      | $138112.50    | 0.07%             | 2028-03-31      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide, Inc.                                            | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    258000 | PA      | $247368.66    | 0.12%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                   | Beacon Roofing Supply, Inc.                                                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86233.75     | 0.04%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27318.41     | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                             | S&P Global, Inc.                                                                | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    379000 | PA      | $357340.81    | 0.17%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                     | Planet Financial Group LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197040.00    | 0.09%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                          | Rakuten Group, Inc.                                                             | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $263795.98    | 0.12%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                       | Capstone Copper Corp.                                                           | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $38189.40     | 0.02%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                                                      | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32283.97     | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                  | HUB International Ltd.                                                          | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    294643 | PA      | $292467.15    | 0.14%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                | Asurion LLC                                                                     | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    355548 | PA      | $325326.45    | 0.15%             | 2029-01-20      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                        | Station Casinos LLC                                                             | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    182000 | PA      | $180869.07    | 0.09%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                      | Rackspace Finance LLC                                                           | CUSIP: 75008WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331300 | PA      | $117933.79    | 0.06%             | 2028-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                    | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63006.24     | 0.03%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System, Inc.                                                              | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38961.87     | 0.02%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                   | Minerals Technologies, Inc.                                                     | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193527.00    | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                    | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    193000 | PA      | $175152.73    | 0.08%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors               | State Street Institutional U.S. Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    570364 | NS      | $570364.21    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Zayo Group Holdings Inc                    | Zayo Group Holdings, Inc.                                                       | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    325000 | PA      | $301518.74    | 0.14%             | 2027-03-09      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42740.79     | 0.02%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group, Inc.                                                  | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     58000 | PA      | $46909.02     | 0.02%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                                                   | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    151000 | PA      | $151479.15    | 0.07%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | Future                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       120 | NC      | $306264.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                                           | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135505.30    | 0.06%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association   | Government National Mortgage Association                                        | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1604537 | PA      | $1419593.08   | 0.67%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                     | MGM China Holdings Ltd.                                                         | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198817.22    | 0.09%             | 2026-05-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                           | Altice France SA                                                                | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $165578.96    | 0.08%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                           | EOC Borrower LLC                                                                | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    314589 | PA      | $309345.33    | 0.15%             | 2032-03-24      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                      | Accenture Capital, Inc.                                                         | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39520.09     | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                     | Mauser Packaging Solutions Holding Co.                                          | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52203.03     | 0.02%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                  | Gainwell Acquisition Corp.                                                      | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    224414 | PA      | $208214.06    | 0.10%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                            | Whatabrands LLC                                                                 | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    206257 | PA      | $204897.43    | 0.10%             | 2028-08-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                               | AES Corp.                                                                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45671.77     | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                 | goeasy Ltd.                                                                     | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    218000 | PA      | $220017.81    | 0.10%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                   | Trans-Allegheny Interstate Line Co.                                             | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35538.16     | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Icebox Holdco III Inc                      | Icebox Holdco III, Inc.                                                         | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |    143924 | PA      | $143159.11    | 0.07%             | 2028-12-22      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Veritiv Corporation                        | Veritiv Corp.                                                                   | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    207545 | PA      | $205625.12    | 0.10%             | 2030-11-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                        | Travel & Leisure Co.                                                            | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    205000 | PA      | $192074.14    | 0.09%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| LBM ACQUISITION LLC                        | LBM Acquisition LLC                                                             | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    286000 | PA      | $250629.64    | 0.12%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| TRANSPORT DE GAS PERU                      | Transportadora de Gas del Peru SA                                               | CUSIP: 000000000<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |    160000 | PA      | $157762.91    | 0.07%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                   | Perrigo Finance Unlimited Co.                                                   | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    310000 | PA      | $307562.97    | 0.14%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| WYNN MACAU LTD                             | Wynn Macau Ltd.                                                                 | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $194600.00    | 0.09%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                                    | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50052.64     | 0.02%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                     | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    212000 | PA      | $211616.93    | 0.10%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68345.95     | 0.03%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                          | L3Harris Technologies, Inc.                                                     | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40556.30     | 0.02%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                            | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     91000 | PA      | $91525.20     | 0.04%             | 2028-03-27      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| GOODNIGHT WATER SOLUTIONS LLC              | Goodnight Water Solutions Holdings LLC                                          | CUSIP: 38238YAC3<br>LEI: 254900CZJ6KUEVU9QV27 | Long             | LON              | CORP              | US        |    199471 | PA      | $193486.77    | 0.09%             | 2029-06-04      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                   | Pioneer Natural Resources Co.                                                   | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28167.19     | 0.01%             | 2026-03-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT                     | British Airways Pass-Through Trust                                              | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14403 | PA      | $12834.19     | 0.01%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                      | Applied Materials, Inc.                                                         | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250770.54    | 0.12%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                              | Boeing Co.                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38097.76     | 0.02%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48785.31     | 0.02%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                       | Garda World Security Corp.                                                      | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    201000 | PA      | $188031.12    | 0.09%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                        | VM Consolidated, Inc.                                                           | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241043.38    | 0.11%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $40387.96     | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                     | CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $372437.09    | 0.18%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors               | State Street Institutional U.S. Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  15957595 | NS      | $15957594.95  | 7.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN AMERICAS LLC                         | Crown Americas LLC                                                              | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139721.18    | 0.07%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                    | Hyundai Capital America                                                         | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33023.72     | 0.02%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $253406.93    | 0.12%             | 2029-01-09      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                        | Sherwin-Williams Co.                                                            | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34991.17     | 0.02%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                         | Seagate HDD Cayman                                                              | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $160477.20    | 0.08%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                   | Packaging Corp. of America                                                      | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    171000 | PA      | $175899.90    | 0.08%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                | Nutrien Ltd.                                                                    | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40587.59     | 0.02%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                  | Kellanova                                                                       | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    113000 | PA      | $128205.02    | 0.06%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp.                                                           | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59486.04     | 0.03%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                      | Athene Global Funding                                                           | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108564.47    | 0.05%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                    | Park River Holdings, Inc.                                                       | CUSIP: 70082HAC0<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |    320425 | PA      | $300799.25    | 0.14%             | 2027-12-28      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.   | Project Alpha Intermediate Holding, Inc.                                        | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    225000 | PA      | $222750.00    | 0.11%             | 2030-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                   | Organon & Co./Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $167846.93    | 0.08%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| HOLCIM FINANCE US LLC                      | Holcim Finance U.S. LLC                                                         | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33333.05     | 0.02%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                           | UFC Holdings LLC                                                                | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     37377 | PA      | $37330.33     | 0.02%             | 2031-11-21      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                                           | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49803.99     | 0.02%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                    | Procter & Gamble Co.                                                            | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89993.26     | 0.04%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                           | HF Sinclair Corp.                                                               | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29663.08     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                    | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74960.27     | 0.04%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                | Valaris Ltd.                                                                    | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $234184.95    | 0.11%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| American Express Co                        | American Express Co.                                                            | CUSIP: 025816CA5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54932.04     | 0.03%             | 2025-11-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                              | DTE Energy Co.                                                                  | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    166000 | PA      | $167486.56    | 0.08%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                                                     | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36857.44     | 0.02%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC              | Truist Insurance Holdings LLC                                                   | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95949 | PA      | $94989.63     | 0.04%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group, Inc.                                                      | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1137555.81   | 0.54%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                            | Weyerhaeuser Co.                                                                | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     68000 | PA      | $68071.15     | 0.03%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                    | EnerSys                                                                         | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145477.07    | 0.07%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                    | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187910.79    | 0.09%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gulfside Supply Inc                        | Gulfside Supply, Inc.                                                           | CUSIP: 40273UAE9<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |    297447 | PA      | $293951.88    | 0.14%             | 2031-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79749.20     | 0.04%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1320860 | PA      | $1096508.31   | 0.52%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                   | Amcor Flexibles North America, Inc.                                             | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    180000 | PA      | $159251.01    | 0.08%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                                          | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45960.04     | 0.02%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                                            | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27523.97     | 0.01%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                   | AT&T, Inc.                                                                      | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323592.75    | 0.15%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                                            | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81647.75     | 0.04%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                             | Hertz Corp.                                                                     | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    264000 | PA      | $219457.60    | 0.10%             | 2026-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Mavis Tire Express Services Corp.          | Mavis Tire Express Services Corp.                                               | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    238208 | PA      | $235032.14    | 0.11%             | 2028-05-04      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| SUPPLYONE INC                              | SupplyOne, Inc.                                                                 | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    269893 | PA      | $268037.77    | 0.13%             | 2031-04-21      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                | Ameren Corp.                                                                    | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    346000 | PA      | $351903.23    | 0.17%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                              | Citigroup, Inc.                                                                 | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99646.63     | 0.05%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                      | Quikrete Holdings, Inc.                                                         | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    205924 | PA      | $201842.28    | 0.10%             | 2031-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                    | GlaxoSmithKline Capital, Inc.                                                   | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47316.73     | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                        | United Airlines, Inc.                                                           | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206898.69    | 0.10%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                           | Wand NewCo 3, Inc.                                                              | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    199640 | PA      | $196645.26    | 0.09%             | 2031-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                    | Cobra AcquisitionCo LLC                                                         | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $260278.62    | 0.12%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                   | Windsor Holdings III LLC                                                        | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    249375 | PA      | $245478.52    | 0.12%             | 2030-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                       | Veritiv Operating Co.                                                           | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193199.39    | 0.09%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                      | Becton Dickinson & Co.                                                          | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68417.98     | 0.03%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                                                      | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $980639.24    | 0.46%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                   | Discovery Communications LLC                                                    | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18602.51     | 0.01%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                     | Cushman & Wakefield U.S. Borrower LLC                                           | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276280.13    | 0.13%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                          | Nexa Resources SA                                                               | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $197405.97    | 0.09%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                            | Nexus Buyer LLC                                                                 | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    338695 | PA      | $337424.77    | 0.16%             | 2031-07-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                      | Republic Services, Inc.                                                         | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70496.41     | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Groundworks LLC                            | Groundworks LLC                                                                 | CUSIP: 39954EAC7<br>LEI: 254900K8GTHJMCG1DB32 | Long             | LON              | CORP              | US        |     32241 | PA      | $31838.10     | 0.02%             | 2031-03-14      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                        | Fifth Third Bank NA                                                             | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251416.45    | 0.12%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                       | Waste Management, Inc.                                                          | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79419.49     | 0.04%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                      | Melco Resorts Finance Ltd.                                                      | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    225000 | PA      | $203057.85    | 0.10%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                  | Block, Inc.                                                                     | CUSIP: 852234AR4<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153031.35    | 0.07%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    964043 | PA      | $961130.30    | 0.45%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foley Products Company LLC                 | Foley Products Co. LLC                                                          | CUSIP: 34430DAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173600 | PA      | $174033.89    | 0.08%             | 2028-12-29      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                            | Caterpillar, Inc.                                                               | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    311000 | PA      | $272377.12    | 0.13%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                        | American Express Co.                                                            | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167033.37    | 0.08%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                     | EquipmentShare.com, Inc.                                                        | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    276000 | PA      | $272299.83    | 0.13%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| EXPAND ENERGY CORP                         | Expand Energy Corp.                                                             | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     68000 | PA      | $63801.20     | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                   | First Citizens BancShares, Inc.                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31483.32     | 0.01%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                      | Genesis Energy LP/Genesis Energy Finance Corp.                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14565.76     | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                       | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45786.68     | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41869.62     | 0.02%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| AHEAD DB HOLDINGS LLC                      | Ahead DB Holdings LLC                                                           | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |    194202 | PA      | $192675.68    | 0.09%             | 2031-02-03      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                | Creative Artists Agency LLC                                                     | CUSIP: 22526WAS7<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    360750 | PA      | $358270.15    | 0.17%             | 2031-10-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                      | Civitas Resources, Inc.                                                         | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    133000 | PA      | $128410.16    | 0.06%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC     | Cushman & Wakefield U.S. Borrower LLC                                           | CUSIP: 23340DAU6<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    157458 | PA      | $157458.18    | 0.07%             | 2030-01-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                        | Silgan Holdings, Inc.                                                           | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96613.28     | 0.05%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                    | Transportadora de Gas Internacional SA ESP                                      | CUSIP: 000000000<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $202328.60    | 0.10%             | 2028-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC            | ABG Intermediate Holdings 2 LLC                                                 | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    245882 | PA      | $241015.54    | 0.11%             | 2028-12-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                           | Pegasus Bidco BV                                                                | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |    316381 | PA      | $314799.54    | 0.15%             | 2029-07-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc                          | Groupe Solmax, Inc.                                                             | CUSIP: 000000000<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |    206188 | PA      | $169177.20    | 0.08%             | 2028-05-29      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                   | Virgin Media Bristol LLC                                                        | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    326000 | PA      | $316525.79    | 0.15%             | 2031-03-31      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC/Charter Communications Operating Capital   | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $49768.09     | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                              | FirstCash, Inc.                                                                 | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193975.72    | 0.09%             | 2028-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                     | Allegion U.S. Holding Co., Inc.                                                 | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    116000 | PA      | $117886.98    | 0.06%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                             | CUSIP: 912797PZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2030000 | PA      | $2013933.69   | 0.95%             | 2025-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                       | Reworld Holding Corp.                                                           | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154130.69    | 0.07%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l. | Endo Luxembourg Finance Co. I SARL                                              | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |    190303 | PA      | $184237.32    | 0.09%             | 2031-04-23      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc        | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    198538 | PA      | $196831.95    | 0.09%             | 2029-04-13      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                           | CSC Holdings LLC                                                                | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    354160 | PA      | $339904.71    | 0.16%             | 2027-04-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                                                    | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    418000 | PA      | $427483.21    | 0.20%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                     | Regions Financial Corp.                                                         | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59217.97     | 0.03%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDINGS LLC                     | Hightower Holding LLC                                                           | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |    237024 | PA      | $234061.69    | 0.11%             | 2032-02-03      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                     | Blackstone Mortgage Trust, Inc.                                                 | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    157000 | PA      | $163007.61    | 0.08%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                    | Algonquin Power & Utilities Corp.                                               | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $22137.46     | 0.01%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                        | Africa Finance Corp.                                                            | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $197435.00    | 0.09%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                           | CUSIP: 3140XMV86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6812596 | PA      | $5650742.86   | 2.66%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                       | Cleveland-Cliffs, Inc.                                                          | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    325000 | PA      | $304586.99    | 0.14%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| STRATHCONA RESOURCES                       | Strathcona Resources Ltd.                                                       | CUSIP: 86304TAA6<br>LEI: 549300YNIUISTSZMLF56 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $264667.53    | 0.12%             | 2026-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                                                      | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45886.66     | 0.02%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Tidal Waste & Recycling Holdings LLC       | Tidal Waste & Recycling Holdings LLC                                            | CUSIP: 88636PAK7<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |    260000 | PA      | $259350.00    | 0.12%             | 2031-10-24      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                   | Antero Midstream Partners LP/Antero Midstream Finance Corp.                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $168958.84    | 0.08%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                                           | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    127000 | PA      | $128378.54    | 0.06%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                    | Saks Global Enterprises LLC                                                     | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $123689.76    | 0.06%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC               | Helios Software Holdings, Inc.                                                  | CUSIP: 42328DAK4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | LON              | CORP              | US        |    238405 | PA      | $234630.73    | 0.11%             | 2030-07-18      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    162000 | PA      | $163280.11    | 0.08%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BELLA HOLDING COMPANY LLC                  | Bella Holding Co. LLC                                                           | CUSIP: 54317EAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    360694 | PA      | $359018.92    | 0.17%             | 2028-05-10      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                    | Meituan                                                                         | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198650.35    | 0.09%             | 2029-10-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co.                                                            | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    242000 | PA      | $237832.52    | 0.11%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                   | Specialty Building Products Holdings LLC/SBP Finance Corp.                      | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $192479.65    | 0.09%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                                             | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91196.39     | 0.04%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Atlas Sand Company LLC                     | Atlas Sand Co. LLC                                                              | CUSIP: 000000000<br>LEI: 254900S0WFQCB3Q3KE08 | Long             | LON              | CORP              | US        |    108713 | PA      | $104799.11    | 0.05%             | 2026-01-31      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                    | Sotera Health Holdings LLC                                                      | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104664.95    | 0.05%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC/EMC Corp.                                                | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93176.80     | 0.04%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RelaDyne Inc                               | RelaDyne, Inc.                                                                  | CUSIP: 00149HAC8<br>LEI: 5493000EBDLH9PYWBS30 | Long             | LON              | CORP              | US        |    304168 | PA      | $303179.80    | 0.14%             | 2030-12-23      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1851961 | PA      | $1848272.45   | 0.87%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                     | AthenaHealth Group, Inc.                                                        | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    320791 | PA      | $317783.38    | 0.15%             | 2029-02-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                      | Aon North America, Inc.                                                         | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $294778.49    | 0.14%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| AGILENT TECHNOLOGIES INC                   | Agilent Technologies, Inc.                                                      | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     89000 | PA      | $82490.96     | 0.04%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                              | Cable One, Inc.                                                                 | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    284000 | PA      | $231280.31    | 0.11%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                      | Republic Services, Inc.                                                         | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15196.72     | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                    | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     71000 | PA      | $69457.07     | 0.03%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                    | PUG LLC                                                                         | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    234967 | PA      | $230757.50    | 0.11%             | 2030-03-15      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                             | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3900000 | PA      | $3861950.63   | 1.82%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc      | Petco Health & Wellness Co., Inc.                                               | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    368078 | PA      | $319653.09    | 0.15%             | 2028-03-03      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                   | Greystar Real Estate Partners LLC                                               | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115510.12    | 0.05%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OUTCOMES GROUP HOLDINGS INC                | Outcomes Group Holdings, Inc.                                                   | CUSIP: 69002CAD8<br>LEI: 5493005V7ZG5K84MO728 | Long             | LON              | CORP              | US        |    184573 | PA      | $183726.88    | 0.09%             | 2031-05-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                                          | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114770.50    | 0.05%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                     | Mauser Packaging Solutions Holding Co.                                          | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60193.98     | 0.03%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co.                                                           | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35491.88     | 0.02%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE SIX                     | Goodman U.S. Finance Six LLC                                                    | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              |  | US        |     25000 | PA      | $24539.81     | 0.01%             | 2034-10-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                         | Steel Dynamics, Inc.                                                            | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40080.80     | 0.02%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                 | Sotera Health Holdings LLC                                                      | CUSIP: 83600VAG6<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    400000 | PA      | $398500.00    | 0.19%             | 2031-05-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Covetrus Inc                               | Covetrus, Inc.                                                                  | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |    269461 | PA      | $252676.13    | 0.12%             | 2029-10-13      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                        | Cardinal Health, Inc.                                                           | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107147.98    | 0.05%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NWD MTN LTD                                | NWD MTN Ltd.                                                                    | CUSIP: 000000000<br>LEI: 254900STSWBVJ5FV9O74 | Long             | DBT              | CORP              | VG        |    250000 | PA      | $191387.96    | 0.09%             | 2028-02-08      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| HORMEL FOODS CORP                          | Hormel Foods Corp.                                                              | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62644.41     | 0.03%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                           | Genuine Parts Co.                                                               | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     62000 | PA      | $65556.68     | 0.03%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                            | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     55000 | PA      | $47252.11     | 0.02%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                   | Lennox International, Inc.                                                      | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65622.14     | 0.03%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial, Inc.                                                            | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377314.67    | 0.18%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    128000 | PA      | $129285.41    | 0.06%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                    | Park River Holdings, Inc.                                                       | CUSIP: 70082LAB3<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    299000 | PA      | $236382.16    | 0.11%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                | PepsiCo, Inc.                                                                   | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61748.94     | 0.03%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                       | Carnival Corp.                                                                  | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    211077 | PA      | $210021.31    | 0.10%             | 2028-10-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                         | Tecta America Corp.                                                             | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |     54385 | PA      | $53773.48     | 0.03%             | 2032-02-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                     | Darden Restaurants, Inc.                                                        | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30961.98     | 0.01%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD                      | Bank of East Asia Ltd.                                                          | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $245942.50    | 0.12%             | 2025-10-21      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                                                 | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    296000 | PA      | $290692.26    | 0.14%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                                              | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     41000 | PA      | $42050.26     | 0.02%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                    | UKG, Inc.                                                                       | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    169374 | PA      | $168680.67    | 0.08%             | 2031-02-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                           | Gloves Buyer, Inc.                                                              | CUSIP: 000000000<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    202475 | PA      | $192688.48    | 0.09%             | 2032-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                    | Wisconsin Power & Light Co.                                                     | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34433.45     | 0.02%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                       | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52567.60     | 0.02%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                             | Proofpoint, Inc.                                                                | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    237140 | PA      | $235546.78    | 0.11%             | 2028-08-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                               | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     51000 | PA      | $46145.86     | 0.02%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                     | Rackspace Finance LLC                                                           | CUSIP: 75008UAD9<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |    250000 | PA      | $100000.00    | 0.05%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                      | Melco Resorts Finance Ltd.                                                      | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $180495.86    | 0.09%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp.                                                   | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93453.09     | 0.04%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                                            | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53126.63     | 0.03%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| STORABLE INC                               | Storable, Inc.                                                                  | CUSIP: 86210LAD0<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |    265070 | PA      | $264075.86    | 0.12%             | 2031-04-16      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                        | Altice Financing SA                                                             | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |    358549 | PA      | $286838.92    | 0.14%             | 2027-10-31      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                                           | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356406.77    | 0.17%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc  | Apollo Commercial Real Estate Finance, Inc.                                     | CUSIP: 03768DAC1<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              |  | US        |    235614 | PA      | $226189.57    | 0.11%             | 2028-03-11      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                                                     | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $95602.07     | 0.05%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                   | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    215000 | PA      | $227341.00    | 0.11%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                       | LifePoint Health, Inc.                                                          | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    265000 | PA      | $238578.52    | 0.11%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS                   | Univision Communications, Inc.                                                  | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198480.26    | 0.09%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                           | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1962346 | PA      | $1631017.24   | 0.77%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 95 CLO Ltd.                                                              | CUSIP: 262487AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2125000 | PA      | $2091405.88   | 0.99%             | 2034-08-20      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE                                  | Aimbridge Acquisition Co., Inc.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1345 | NS      | $83390.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES INC                     | Comstock Resources, Inc.                                                        | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    165000 | PA      | $150612.07    | 0.07%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                       | OneMain Finance Corp.                                                           | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    194000 | PA      | $194573.27    | 0.09%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                                                    | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203061.78    | 0.10%             | 2035-05-26      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower, LLC                  | Coral-U.S. Co-Borrower LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    260000 | PA      | $254475.00    | 0.12%             | 2032-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                     | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25522.48     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                   | United Overseas Bank Ltd.                                                       | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $192433.79    | 0.09%             | 2031-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                              | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78007.52     | 0.04%             | 2027-09-16      | Fixed         | 4.12%                 | 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        |    170000 | PA      | $169506.73    | 0.08%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                   | Brinker International, Inc.                                                     | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157343.25    | 0.07%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                            | Madison IAQ LLC                                                                 | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    185636 | PA      | $183740.96    | 0.09%             | 2032-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                        | LBM Acquisition LLC                                                             | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    318433 | PA      | $303108.86    | 0.14%             | 2031-06-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association   | Government National Mortgage Association                                        | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2065746 | PA      | $1826716.68   | 0.86%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                   | Apollo Commercial Real Estate Finance, Inc.                                     | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |    320000 | PA      | $295532.00    | 0.14%             | 2029-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                                            | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79315.55     | 0.04%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     51000 | PA      | $49876.41     | 0.02%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                        | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    180000 | PA      | $153896.97    | 0.07%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                      | Athene Global Funding                                                           | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41308.12     | 0.02%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                        | Petroleos Mexicanos                                                             | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    727000 | PA      | $729301.73    | 0.34%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| NIELSEN CONSUMER INC                       | Nielsen Consumer, Inc.                                                          | CUSIP: 45674PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    285882 | PA      | $281593.41    | 0.13%             | 2028-03-06      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                               | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    375000 | PA      | $383226.67    | 0.18%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                           | AmWINS Group, Inc.                                                              | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    231746 | PA      | $230425.94    | 0.11%             | 2032-01-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co.                                                            | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72560.78     | 0.03%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COTIVITI CORPORATION                       | Cotiviti Corp.                                                                  | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    238252 | PA      | $232891.24    | 0.11%             | 2031-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                        | Quanta Services, Inc.                                                           | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65016.23     | 0.03%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                      | Narragansett Electric Co.                                                       | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45244.71     | 0.02%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JUMP FINANCIAL LLC                         | Jump Financial LLC                                                              | CUSIP: 48138UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216592 | PA      | $216863.21    | 0.10%             | 2032-02-26      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                    | Arthur J Gallagher & Co.                                                        | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182589.30    | 0.09%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                    | Champions Financing, Inc.                                                       | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |    225000 | PA      | $198147.40    | 0.09%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CNH INDUSTRIAL CAP LLC                     | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    279000 | PA      | $282224.63    | 0.13%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc         | SeaWorld Parks & Entertainment, Inc.                                            | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    158567 | PA      | $154603.00    | 0.07%             | 2031-12-04      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                 | Hanger, Inc.                                                                    | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    264310 | PA      | $263483.97    | 0.12%             | 2031-10-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                        | Georgia-Pacific LLC                                                             | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46381.41     | 0.02%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                              | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $903718.40    | 0.43%             | 2033-05-21      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CUSTOMERS BANCORP INC                      | Customers Bancorp, Inc.                                                         | CUSIP: 23204G803<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EP               | CORP              | US        |     48886 | NS      | $964520.78    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                                           | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    244000 | PA      | $236103.31    | 0.11%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC   | Specialty Building Products Holdings LLC                                        | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |    337226 | PA      | $313936.45    | 0.15%             | 2028-10-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                      | KeySpan Gas East Corp.                                                          | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63556.16     | 0.03%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                             | Diamond II Ltd.                                                                 | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |    250000 | PA      | $249289.46    | 0.12%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                   | CSX Corp.                                                                       | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61796.41     | 0.03%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                          | Vedanta Resources Finance II PLC                                                | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194089.22    | 0.09%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp.                                                                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    155000 | PA      | $139491.47    | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                   | Virgin Media Finance PLC                                                        | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $350633.12    | 0.17%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GLP PTE LTD                                | GLP Pte. Ltd.                                                                   | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $116855.28    | 0.06%             | 2026-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Claros Mortgage Trust Inc                  | Claros Mortgage Trust, Inc.                                                     | CUSIP: 18269PAC6<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | LON              |  | US        |    223736 | PA      | $207514.82    | 0.10%             | 2026-08-09      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                         | BW Real Estate, Inc.                                                            | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983047.10    | 0.46%             | 2030-03-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                    | Jane Street Group/JSG Finance, Inc.                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $126751.14    | 0.06%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp.                                                                | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305128.67    | 0.14%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                    | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $252219.24    | 0.12%             | 2036-01-14      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                   | Berkshire Hathaway Energy Co.                                                   | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    162000 | PA      | $158136.05    | 0.07%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                      | American Airlines, Inc.                                                         | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345626.72    | 0.16%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BOXER PARENT COMPANY INC                   | Boxer Parent Co., Inc.                                                          | CUSIP: 05988HAQ0<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |    200773 | PA      | $196481.08    | 0.09%             | 2031-07-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Foundever Worldwide Corporation            | Foundever Worldwide Corp.                                                       | CUSIP: 82981MAC6<br>LEI: 5493007DS8CM3ZGION43 | Long             | LON              | CORP              | US        |    109912 | PA      | $61104.27     | 0.03%             | 2028-08-28      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                        | Hudbay Minerals, Inc.                                                           | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99561.03     | 0.05%             | 2029-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                | Asurion LLC                                                                     | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    306096 | PA      | $295994.54    | 0.14%             | 2028-08-19      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                                        | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57864.22     | 0.03%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                            | IHS Holding Ltd.                                                                | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $192583.20    | 0.09%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                                                     | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67191.15     | 0.03%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $150188.28    | 0.07%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UPFIELD BV                                 | Upfield BV                                                                      | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |    271567 | PA      | $269869.45    | 0.13%             | 2028-01-03      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                           | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    275000 | PA      | $245039.34    | 0.12%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                                                    | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    296000 | PA      | $281697.99    | 0.13%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation           | Garda World Security Corp.                                                      | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    236787 | PA      | $233826.80    | 0.11%             | 2029-02-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                                            | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    327000 | PA      | $284657.35    | 0.13%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                                                           | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42082.61     | 0.02%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                     | Minera Mexico SA de CV                                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $200200.00    | 0.09%             | 2032-02-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Victory Buyer LLC                          | Victory Buyer LLC                                                               | CUSIP: 92643PAB0<br>LEI: 549300G9TEUHGC81N056 | Long             | LON              | CORP              | US        |    284267 | PA      | $274317.99    | 0.13%             | 2028-11-19      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $996978.48    | 0.47%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                                | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94361.99     | 0.04%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Spring Education Group Inc                 | Spring Education Group, Inc.                                                    | CUSIP: 84840EAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    237718 | PA      | $235786.26    | 0.11%             | 2030-10-04      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Altice France SA                           | Altice France SA                                                                | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    177501 | PA      | $158419.77    | 0.07%             | 2028-08-15      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43531.36     | 0.02%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                          | Iliad Holding SASU                                                              | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    190000 | PA      | $192308.50    | 0.09%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THIRD COAST INFRASTRUCTURE LLC             | Third Coast Infrastructure LLC                                                  | CUSIP: 88412KAC6<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |    290496 | PA      | $284322.77    | 0.13%             | 2030-09-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                                                  | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    192000 | PA      | $179736.92    | 0.08%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                   | Constellation Brands, Inc.                                                      | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23950.32     | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                      | NGL Energy Operating LLC/NGL Energy Finance Corp.                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41336.17     | 0.02%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                    | Consolidated Energy Finance SA                                                  | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    205000 | PA      | $159539.20    | 0.08%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80468.75     | 0.04%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                        | Select Medical Corp.                                                            | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158708.86    | 0.07%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                                              | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    249000 | PA      | $237071.85    | 0.11%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                   | Archrock Partners LP/Archrock Partners Finance Corp.                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94427.37     | 0.04%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                      | Banijay Entertainment SAS                                                       | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204960.93    | 0.10%             | 2029-05-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                        | Shriram Finance Ltd.                                                            | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $198958.64    | 0.09%             | 2027-04-22      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                    | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $214414.60    | 0.10%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                   | Warnermedia Holdings, Inc.                                                      | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     69000 | PA      | $59005.32     | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific, Inc.                                                  | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42109.97     | 0.02%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC                     | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203479.00    | 0.10%             | 2027-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                  | Cast & Crew Payroll LLC                                                         | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |    174549 | PA      | $166694.16    | 0.08%             | 2028-12-29      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                           | HF Sinclair Corp.                                                               | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41281.35     | 0.02%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                 | Zoetis, Inc.                                                                    | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29300.59     | 0.01%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                   | Agilent Technologies, Inc.                                                      | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    116000 | PA      | $101154.94    | 0.05%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                      | KKR CLO 37 Ltd.                                                                 | CUSIP: 48254FBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1925000.00   | 0.91%             | 2038-04-20      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                   | Canadian Pacific Railway Co.                                                    | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $24065.94     | 0.01%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                                              | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     92000 | PA      | $92774.09     | 0.04%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                      | Bread Financial Holdings, Inc.                                                  | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    112000 | PA      | $117754.56    | 0.06%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                             | CUSIP: 912797PT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    350000 | PA      | $347781.88    | 0.16%             | 2025-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                         | nVent Finance SARL                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    127000 | PA      | $108727.24    | 0.05%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                             | BankUnited, Inc.                                                                | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74802.24     | 0.04%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                     | Edgewell Personal Care Co.                                                      | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233585.05    | 0.11%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                             | Hertz Corp.                                                                     | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82701.07     | 0.04%             | 2029-07-15      | Fixed         | 12.63%                | No            |                  2 | On Loan: —       |
| SONOCO PRODUCTS CO                         | Sonoco Products Co.                                                             | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47740.68     | 0.02%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Advisor Group Inc                          | Advisor Group, Inc.                                                             | CUSIP: 00775KAK4<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    198546 | PA      | $197459.84    | 0.09%             | 2028-08-17      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                        | WEC U.S. Holdings Ltd.                                                          | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    293536 | PA      | $290737.93    | 0.14%             | 2031-01-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                | PepsiCo, Inc.                                                                   | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    311000 | PA      | $267505.54    | 0.13%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                                                | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70176.86     | 0.03%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                                                      | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28696.78     | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC         | Greystar Real Estate Partners LLC                                               | CUSIP: 39806LAD9<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |    300000 | PA      | $300000.00    | 0.14%             | 2030-08-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                                                    | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27236.85     | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                                             | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     62000 | PA      | $63968.54     | 0.03%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                  | Adobe, Inc.                                                                     | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28478.88     | 0.01%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                   | Standard Industries, Inc.                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    320000 | PA      | $281214.53    | 0.13%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                     | India Cleantech Energy                                                          | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |    197500 | PA      | $191322.27    | 0.09%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                               | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20354.45     | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                | Netflix, Inc.                                                                   | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    162000 | PA      | $165363.09    | 0.08%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33272.62     | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                      | Federal Express Corp. Pass-Through Trusts                                       | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35691 | PA      | $30315.77     | 0.01%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHARTER NEX US INC                         | Charter NEX U.S., Inc.                                                          | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |    158148 | PA      | $157506.04    | 0.07%             | 2030-11-29      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                               | SK Hynix, Inc.                                                                  | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $173512.45    | 0.08%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $411753.28    | 0.19%             | 2031-02-22      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51086.06     | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC        | LSF12 Crown U.S. Commercial Bidco LLC                                           | CUSIP: 50221UAC5<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    260617 | PA      | $249757.66    | 0.12%             | 2031-12-02      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                   | Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL             | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $180170.84    | 0.08%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                    | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82254.91     | 0.04%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                               | Magnera Corp.                                                                   | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    220000 | PA      | $191394.32    | 0.09%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                       | Excelerate Energy LP                                                            | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76292.02     | 0.04%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                    | O'Reilly Automotive, Inc.                                                       | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41773.15     | 0.02%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                      | Ontario Gaming GTA LP                                                           | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    237214 | PA      | $228169.79    | 0.11%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                       | Saudi Arabian Oil Co.                                                           | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $184128.00    | 0.09%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc    | Sedgwick Claims Management Services, Inc.                                       | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    237861 | PA      | $236493.57    | 0.11%             | 2031-07-31      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| MONEYGRAM INTERNATIONAL INC                | MoneyGram International, Inc.                                                   | CUSIP: 60935QAT3<br>LEI: 5299002DLX0Q04KC4156 | Long             | LON              | CORP              | US        |    320437 | PA      | $288927.73    | 0.14%             | 2030-06-01      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| IRIS Holdings Inc                          | Iris Holding, Inc.                                                              | CUSIP: 46271BAB6<br>LEI: 54930013SPZ2NB3I3V40 | Long             | LON              | CORP              | US        |    159184 | PA      | $149610.52    | 0.07%             | 2028-06-28      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| CCI Buyer Inc                              | CCI Buyer, Inc.                                                                 | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |    318363 | PA      | $318263.28    | 0.15%             | 2027-12-17      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC               | KazMunayGas National Co. JSC                                                    | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $195256.00    | 0.09%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KENTUCKY POWER CO                          | Kentucky Power Co.                                                              | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106876.05    | 0.05%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                    | O'Reilly Automotive, Inc.                                                       | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27535.92     | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VARSITY BRANDS INC                         | Varsity Brands, Inc.                                                            | CUSIP: 92227QAF3<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |    296697 | PA      | $291133.99    | 0.14%             | 2031-08-26      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                    | Avis Budget Car Rental LLC/Avis Budget Finance, Inc.                            | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259000 | PA      | $238561.82    | 0.11%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group, Inc.                                                  | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79170.86     | 0.04%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                           | Vital Energy, Inc.                                                              | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    142000 | PA      | $110298.90    | 0.05%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| GLOBAL ATLANTIC FIN CO                     | Global Atlantic Fin Co.                                                         | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    700000 | PA      | $710863.30    | 0.34%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                         | WestJet Loyalty LP                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    317026 | PA      | $300619.71    | 0.14%             | 2031-02-14      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                      | Quest Diagnostics, Inc.                                                         | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80898.77     | 0.04%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                            | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    113000 | PA      | $115437.70    | 0.05%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                           | Zions Bancorp NA                                                                | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    252000 | PA      | $247866.28    | 0.12%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                                            | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30108.36     | 0.01%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ALLEGION US HOLDING CO                     | Allegion U.S. Holding Co., Inc.                                                 | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89958.97     | 0.04%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                | Nutrien Ltd.                                                                    | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    116000 | PA      | $117596.68    | 0.06%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                 | Hanger, Inc.                                                                    | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     34031 | PA      | $33924.98     | 0.02%             | 2031-10-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199530.39    | 0.09%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                    | Zayo Group Holdings, Inc.                                                       | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    225000 | PA      | $182709.29    | 0.09%             | 2028-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| MINERAL RESOURCES LTD                      | Mineral Resources Ltd.                                                          | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    476000 | PA      | $450025.63    | 0.21%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                                                 | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52213.61     | 0.02%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                                           | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    296000 | PA      | $301565.52    | 0.14%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                      | Becton Dickinson & Co.                                                          | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52412.16     | 0.02%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                | Allied Universal Holdco LLC                                                     | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    328670 | PA      | $328166.81    | 0.15%             | 2028-05-12      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC               | Alliance Laundry Systems LLC                                                    | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |    200000 | PA      | $198156.20    | 0.09%             | 2031-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                       | Warrior Met Coal, Inc.                                                          | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50446.55     | 0.02%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                       | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34880.70     | 0.02%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                           | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3232549 | PA      | $3002325.29   | 1.42%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                      | Baldwin Insurance Group Holdings LLC/Baldwin Insurance Group Holdings Finance   | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $162781.44    | 0.08%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                              | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57847.21     | 0.03%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $59432.81     | 0.03%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                          | Imola Merger Corp.                                                              | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $176638.43    | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1024000 | PA      | $1041800.00   | 0.49%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEX INC                                    | WEX, Inc.                                                                       | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    156000 | PA      | $151693.43    | 0.07%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                   | JBS USA Holding Lux SARL/JBS USA Food Co./JBS Lux Co. SARL                      | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $91839.71     | 0.04%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27882.28     | 0.01%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                            | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    146000 | PA      | $148381.24    | 0.07%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                        | Star Leasing Co. LLC                                                            | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    198000 | PA      | $177385.27    | 0.08%             | 2030-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                     | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $311403.20    | 0.15%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC              | Sinclair Television Group, Inc.                                                 | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    348920 | PA      | $273902.25    | 0.13%             | 2030-12-31      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    116000 | PA      | $97439.12     | 0.05%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                     | Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC       | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $174954.24    | 0.08%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| LAND O'LAKES INC                           | Land O' Lakes, Inc.                                                             | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1446975.00   | 0.68%             | 2028-09-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                         | First Horizon Bank                                                              | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250888.22    | 0.12%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                          | GXO Logistics, Inc.                                                             | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43666.98     | 0.02%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                               | Vontier Corp.                                                                   | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     51000 | PA      | $43966.80     | 0.02%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                             | Opal Bidco SAS                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    191805 | PA      | $191085.72    | 0.09%             | 2032-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLP CHINA HOLDINGS LTD                     | GLP China Holdings Ltd.                                                         | CUSIP: 000000000<br>LEI: 254900C6X2D3TGF2CO98 | Long             | DBT              | CORP              | HK        |    300000 | PA      | $276914.04    | 0.13%             | 2026-03-29      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                | Fortress Intermediate 3, Inc.                                                   | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    300000 | PA      | $293625.00    | 0.14%             | 2031-06-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                 | Ecolab, Inc.                                                                    | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    107000 | PA      | $110356.52    | 0.05%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                        | Quanta Services, Inc.                                                           | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10844.26     | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                   | Jones Deslauriers Insurance Management, Inc.                                    | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $195039.40    | 0.09%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                              | Owens Corning                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40775.46     | 0.02%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                                            | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52864.52     | 0.02%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                      | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28715.89     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| XPLOR T1 LLC                               | Xplor T1 LLC                                                                    | CUSIP: 98423DAE4<br>LEI: 254900GF3CVSREM2EJ05 | Long             | LON              | CORP              | US        |    134870 | PA      | $133858.90    | 0.06%             | 2031-06-24      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| KREF HOLDINGS X LLC                        | KREF Holdings X LLC                                                             | CUSIP: 48266YAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179736 | PA      | $177713.52    | 0.08%             | 2032-03-05      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                      | Sri Lanka Government International Bonds                                        | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $140000.00    | 0.07%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                 | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     85000 | PA      | $85682.70     | 0.04%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE BUYER INC                        | Charlotte Buyer, Inc.                                                           | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    274312 | PA      | $272891.84    | 0.13%             | 2028-02-11      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                      | Capstone Borrower, Inc.                                                         | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265359.38    | 0.13%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     34000 | PA      | $34743.75     | 0.02%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                               | Novelis Corp.                                                                   | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10132.25     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| JANE STREET GRP/JSG FIN                    | Jane Street Group/JSG Finance, Inc.                                             | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $221700.72    | 0.10%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                | AltaGas Ltd.                                                                    | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $977113.70    | 0.46%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                       | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60357.13     | 0.03%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                       | Cleveland-Cliffs, Inc.                                                          | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9861.67      | 0.00%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| White Cap Buyer LLC                        | White Cap Buyer LLC                                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    175000 | PA      | $170326.63    | 0.08%             | 2029-10-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos., Inc.                                                     | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53530.24     | 0.03%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21907.66     | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                               | Chevron Corp.                                                                   | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $277397.25    | 0.13%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132D6BF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1064237 | PA      | $990404.32    | 0.47%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                            | Gen Digital, Inc.                                                               | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144142.74    | 0.07%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| FORWARD AIR CORPORATION                    | Forward Air Corp.                                                               | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60116 | PA      | $54074.77     | 0.03%             | 2030-12-19      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| SERVICE LOGIC ACQUISITION INC              | Service Logic Acquisition, Inc.                                                 | CUSIP: 81759AAH3<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |    316567 | PA      | $316566.55    | 0.15%             | 2027-10-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                          | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    104000 | PA      | $95287.68     | 0.04%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                   | Occidental Petroleum Corp.                                                      | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    274000 | PA      | $276575.86    | 0.13%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC     | Cushman & Wakefield U.S. Borrower LLC                                           | CUSIP: 23340DAV4<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    102116 | PA      | $101860.64    | 0.05%             | 2030-01-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                           | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    972289 | PA      | $950658.94    | 0.45%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    273000 | PA      | $275408.53    | 0.13%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                       | Neptune Bidco U.S., Inc.                                                        | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    293819 | PA      | $258193.45    | 0.12%             | 2029-04-11      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                 | MasTec, Inc.                                                                    | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56118.98     | 0.03%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                         | Nouryon Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    199495 | PA      | $198248.38    | 0.09%             | 2028-04-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                                                | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20723.23     | 0.01%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                   | Service Properties Trust                                                        | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    375000 | PA      | $361323.75    | 0.17%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| HYATT HOTELS CORP                          | Hyatt Hotels Corp.                                                              | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30047.20     | 0.01%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                               | RealPage, Inc.                                                                  | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     78241 | PA      | $78024.08     | 0.04%             | 2028-04-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                           | Deutsche Bank AG                                                                | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $261897.07    | 0.12%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                      | Quikrete Holdings, Inc.                                                         | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     56314 | PA      | $55152.43     | 0.03%             | 2032-02-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                             | GBT U.S. III LLC                                                                | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $247448.00    | 0.12%             | 2031-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                              | Methanex Corp.                                                                  | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3806.04      | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  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        |     50000 | PA      | $43504.11     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                                            | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    136000 | PA      | $145999.94    | 0.07%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                                                     | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    263000 | PA      | $268628.06    | 0.13%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                       | Fortune Star BVI Ltd.                                                           | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |    250000 | PA      | $235000.82    | 0.11%             | 2027-01-27      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                   | Banco de Credito e Inversiones SA                                               | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    755000 | PA      | $781017.30    | 0.37%             | 2029-05-08      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                        | American Tower Corp.                                                            | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     57000 | PA      | $55699.10     | 0.03%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHAMPION PATH HOLDINGS                     | Champion Path Holdings Ltd.                                                     | CUSIP: 000000000<br>LEI: 549300QWJFPV5413KI88 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $187164.18    | 0.09%             | 2028-01-27      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: —       |
| ENTERGY TEXAS INC                          | Entergy Texas, Inc.                                                             | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27986.61     | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                      | Vale Overseas Ltd.                                                              | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $193092.52    | 0.09%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                                                     | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    341000 | PA      | $315044.84    | 0.15%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                        | United Airlines, Inc.                                                           | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    209642 | PA      | $208069.82    | 0.10%             | 2031-02-22      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                         | Murphy Oil USA, Inc.                                                            | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193106.66    | 0.09%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                    | Belron Finance LLC                                                              | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114097 | PA      | $113704.51    | 0.05%             | 2031-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                              | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15138.42     | 0.01%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                    | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    335000 | PA      | $335937.17    | 0.16%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                      | American Airlines, Inc.                                                         | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     73699 | PA      | $72025.78     | 0.03%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                           | CUSIP: 31418E3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1519229 | PA      | $1485433.91   | 0.70%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                     | First Brands Group LLC                                                          | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    141571 | PA      | $131262.63    | 0.06%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                   | SeaWorld Parks & Entertainment, Inc.                                            | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237331.85    | 0.11%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| M6 ETX HOLDINGS II MIDCO LLC               | M6 ETX Holdings II Midco LLC                                                    | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    312785 | PA      | $310536.21    | 0.15%             | 2032-04-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                      | Athene Global Funding                                                           | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71259.81     | 0.03%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                | Cencora, Inc.                                                                   | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41021.01     | 0.02%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                      | Evergy Kansas Central, Inc.                                                     | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17157.03     | 0.01%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                   | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $73790.45     | 0.03%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc        | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      1571 | PA      | $1557.59      | 0.00%             | 2032-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLPL CAPITAL PTE LTD                       | LLPL Capital Pte Ltd.                                                           | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |    218160 | PA      | $214838.06    | 0.10%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                      | Clean Renewable Power Mauritius Pte. Ltd.                                       | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |    241500 | PA      | $232150.52    | 0.11%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                   | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer                    | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $204836.57    | 0.10%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                      | Genesis Energy LP/Genesis Energy Finance Corp.                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $351285.90    | 0.17%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                                    | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    413000 | PA      | $422582.84    | 0.20%             | 2031-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| APPLOVIN CORP                              | AppLovin Corp.                                                                  | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62848.39     | 0.03%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APEX GROUP TREASURY LLC                    | Apex Group Treasury LLC                                                         | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |    318318 | PA      | $317123.90    | 0.15%             | 2032-02-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                | Bell Telephone Co. of Canada or Bell Canada                                     | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    211000 | PA      | $209394.19    | 0.10%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                         | Kennedy-Wilson, Inc.                                                            | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    321000 | PA      | $289076.71    | 0.14%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                      | Quikrete Holdings, Inc.                                                         | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130504.74    | 0.06%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| SNB SUKUK LTD                              | SNB Sukuk Ltd.                                                                  | CUSIP: 000000000<br>LEI: 549300NDOY781U1WVO54 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202611.00    | 0.10%             | 2029-02-27      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                   | HLF Financing SARL LLC/Herbalife International, Inc.                            | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $300112.29    | 0.14%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| AIRCASTLE LTD                              | Aircastle Ltd.                                                                  | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    120000 | PA      | $116593.58    | 0.05%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19000 | PA      | $19209.30     | 0.01%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                   | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $206250.00    | 0.10%             | 2034-04-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.            | Blackstone Mortgage Trust, Inc.                                                 | CUSIP: 09259GAG8<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              |  | US        |    241574 | PA      | $239762.59    | 0.11%             | 2028-12-11      | Floating      | 8.07%                 | No            |                  2 | 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        |    199000 | PA      | $198821.78    | 0.09%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                        | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27691.31     | 0.01%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                | Cencora, Inc.                                                                   | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25250.30     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                     | FMG Resources August 2006 Pty. Ltd.                                             | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    380000 | PA      | $343860.56    | 0.16%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    336000 | PA      | $338231.25    | 0.16%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                   | FirstEnergy Pennsylvania Electric Co.                                           | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $96779.41     | 0.05%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co.                                                            | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143139.73    | 0.07%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation (The)                    | Hertz Corp.                                                                     | CUSIP: 42804VBD2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    362584 | PA      | $282135.88    | 0.13%             | 2028-06-30      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                    | Booz Allen Hamilton, Inc.                                                       | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37754.95     | 0.02%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                                            | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20358.12     | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co.                                                  | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34991.06     | 0.02%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                           | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1777006 | PA      | $1476615.36   | 0.70%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC         | Alliant Holdings Intermediate LLC                                               | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    206178 | PA      | $204560.92    | 0.10%             | 2031-09-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                | Paychex, Inc.                                                                   | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19254.43     | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                                        | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72246.92     | 0.03%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                         | Baytex Energy Corp.                                                             | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    192000 | PA      | $165597.43    | 0.08%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| SHIFT4 PAYMENTS LLC/FIN                    | Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc.                           | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $69965.45     | 0.03%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                        | Insulet Corp.                                                                   | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147909.57    | 0.07%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crash Champions LLC                        | Crash Champions LLC                                                             | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |    198998 | PA      | $176610.28    | 0.08%             | 2029-02-23      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                        | Quanta Services, Inc.                                                           | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     58000 | PA      | $48789.79     | 0.02%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                    | New York State Electric & Gas Corp.                                             | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22825.31     | 0.01%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                         | Mattamy Group Corp.                                                             | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $163761.10    | 0.08%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DRAGON BUYER INC                           | Dragon Buyer, Inc.                                                              | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    250166 | PA      | $248211.31    | 0.12%             | 2031-09-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                   | Performance Food Group, Inc.                                                    | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198332.86    | 0.09%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                         | Ford Motor Co.                                                                  | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |      7500 | NS      | $157425.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTRESS INTERMEDIATE                      | Fortress Intermediate 3, Inc.                                                   | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153300.75    | 0.07%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                             | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2200000 | PA      | $2166539.98   | 1.02%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan, Inc.                                                             | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    418000 | PA      | $413069.76    | 0.19%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                                            | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    243000 | PA      | $256346.61    | 0.12%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA                    | Atlantica Sustainable Infrastructure PLC                                        | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $189982.58    | 0.09%             | 2028-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                                                | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50460.73     | 0.02%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                      | VFH Parent LLC/Valor Co-Issuer, Inc.                                            | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $205289.80    | 0.10%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                  | Construction Partners, Inc.                                                     | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |     34281 | PA      | $33938.20     | 0.02%             | 2031-11-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                       | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    113000 | PA      | $105393.27    | 0.05%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                     | Canyon Capital CLO Ltd.                                                         | CUSIP: 13877LBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1955428.00   | 0.92%             | 2038-04-15      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                        | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $254894.23    | 0.12%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207246.02    | 0.10%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                       | GrubHub Holdings, Inc.                                                          | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $202412.92    | 0.10%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CEC ENTERTAINMENT LLC                      | CEC Entertainment LLC                                                           | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $333651.39    | 0.16%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                     | Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.             | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $183582.48    | 0.09%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BCPE Grill Parent                          | BCPE Grill Parent                                                               | CUSIP: 05553QAB8<br>LEI: 254900GQZ43I22BGT628 | Long             | LON              | CORP              | US        |    207326 | PA      | $189080.94    | 0.09%             | 2030-09-30      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                          | Hanesbrands, Inc.                                                               | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |     66480 | PA      | $65482.80     | 0.03%             | 2032-03-07      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    862408 | PA      | $874894.90    | 0.41%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                            | Deere & Co.                                                                     | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258127.34    | 0.12%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                        | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70732.24     | 0.03%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                    | Pakistan Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $188526.00    | 0.09%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                   | Cloud Software Group, Inc.                                                      | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    264141 | PA      | $260894.17    | 0.12%             | 2031-03-21      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                   | Ryan LLC                                                                        | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |    265671 | PA      | $264674.62    | 0.12%             | 2030-11-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                   | Howden U.K. Refinance PLC/Howden U.K. Refinance 2 PLC/Howden U.S. Refinance LLC | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    265000 | PA      | $272125.77    | 0.13%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc               | Aimbridge Acquisition Co., Inc.                                                 | CUSIP: 00900YAD8<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                        | NCL Corp. Ltd.                                                                  | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $9776.13      | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.          | PointClickCare Technologies, Inc.                                               | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |     59605 | PA      | $59493.25     | 0.03%             | 2031-11-03      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                             | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4170937.50   | 1.97%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc        | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     89836 | PA      | $89094.53     | 0.04%             | 2032-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                                                    | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10190.85     | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC               | Aimbridge Acquisition Co., Inc.                                                 | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |     27359 | PA      | $26811.73     | 0.01%             | 2030-03-11      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                                                 | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21635.48     | 0.01%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                           | CPI Holdco B LLC                                                                | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44044 | PA      | $43755.22     | 0.02%             | 2031-05-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Gohl Capital Ltd                           | Gohl Capital Ltd.                                                               | CUSIP: 000000000<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $195412.84    | 0.09%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                        | NuStar Logistics LP                                                             | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121829.88    | 0.06%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QXO INC                                    | QXO, Inc.                                                                       | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    398561 | PA      | $398063.13    | 0.19%             | 2032-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                                           | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    164000 | PA      | $160518.17    | 0.08%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                               | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20124.72     | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                   | Boost Newco Borrower LLC                                                        | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211024.60    | 0.10%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                             | NRG Energy, Inc.                                                                | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    455000 | PA      | $408924.94    | 0.19%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                  | Howden Group Holdings Ltd.                                                      | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |    316254 | PA      | $314211.30    | 0.15%             | 2031-02-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                          | Sysco Corp.                                                                     | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70153.08     | 0.03%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                               | AutoZone, Inc.                                                                  | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21381.65     | 0.01%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp.                                                                  | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    128000 | PA      | $131345.88    | 0.06%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $218337.37    | 0.10%             | 2025-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                        | Sound Point CLO 35 Ltd.                                                         | CUSIP: 83607PAY3<br>LEI: 5493007O9REHODCOEJ53 | Long             | ABS-CBDO         | CORP              | JE        |   2300000 | PA      | $2136049.10   | 1.01%             | 2038-04-26      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                   | Weatherford International Ltd.                                                  | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    195000 | PA      | $193161.08    | 0.09%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                            | Hershey Co.                                                                     | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35582.31     | 0.02%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| GE HEALTHCARE TECH INC                     | GE HealthCare Technologies, Inc.                                                | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102806.86    | 0.05%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                   | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $23379.33     | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                            | Allegro CLO XV Ltd.                                                             | CUSIP: 01749WAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1952198.00   | 0.92%             | 2038-04-20      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                                                  | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    185000 | PA      | $163154.75    | 0.08%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                    | Algonquin Power & Utilities Corp.                                               | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |     10513 | NS      | $264401.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ILIAD HOLDING SAS                          | Iliad Holding SASU                                                              | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    404000 | PA      | $407606.51    | 0.19%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                      | Stonepeak Nile Parent LLC                                                       | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    214000 | PA      | $217661.54    | 0.10%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                                                 | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83033.35     | 0.04%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                     | Victra Holdings LLC/Victra Finance Corp.                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $46683.31     | 0.02%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                     | Venture Global LNG, Inc.                                                        | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    360000 | PA      | $348046.59    | 0.16%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                               | Novelis Corp.                                                                   | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111567.90    | 0.05%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                                       | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25852.68     | 0.01%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                        | NCL Corp. Ltd.                                                                  | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    435000 | PA      | $448723.82    | 0.21%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                   | Clearwater Analytics LLC                                                        | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |     55002 | PA      | $54726.58     | 0.03%             | 2032-04-21      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                      | American Airlines, Inc.                                                         | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |     55974 | PA      | $54277.67     | 0.03%             | 2029-06-04      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                                                     | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     38000 | PA      | $33311.53     | 0.02%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PAI Holdco Inc                             | PAI Holdco, Inc.                                                                | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |    254617 | PA      | $196691.94    | 0.09%             | 2027-10-28      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                      | Texas Instruments, Inc.                                                         | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    151000 | PA      | $153164.91    | 0.07%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co.                                                            | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61872.22     | 0.03%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                    | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    167000 | PA      | $157828.55    | 0.07%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                     | Clearway Energy Operating LLC                                                   | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    235000 | PA      | $203960.71    | 0.10%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                     | Cloud Software Group, Inc.                                                      | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    306000 | PA      | $306013.41    | 0.14%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                                                    | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81925.26     | 0.04%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                       | Berlin Packaging LLC                                                            | CUSIP: 08511LBC1<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    164588 | PA      | $163327.42    | 0.08%             | 2031-06-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2034945 | PA      | $1613153.39   | 0.76%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    283000 | PA      | $261749.90    | 0.12%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                 | EZCORP, Inc.                                                                    | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125602.56    | 0.06%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                    | Starwood Property Trust, Inc.                                                   | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    170000 | PA      | $170927.02    | 0.08%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                               | RealPage, Inc.                                                                  | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    153312 | PA      | $151778.67    | 0.07%             | 2028-04-24      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                            | GNL Quintero SA                                                                 | CUSIP: 000000000<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    105920 | PA      | $104494.23    | 0.05%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                                               | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105313.06    | 0.05%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                       | TTM Technologies, Inc.                                                          | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195232.11    | 0.09%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                     | Harvest Midstream I LP                                                          | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    445000 | PA      | $452907.34    | 0.21%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                   | African Export-Import Bank                                                      | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $176514.00    | 0.08%             | 2031-05-17      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                    | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90854.94     | 0.04%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                   | Targa Resources Partners LP/Targa Resources Partners Finance Corp.              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $40956.00     | 0.02%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                     | Methanex U.S. Operations, Inc.                                                  | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $264999.62    | 0.12%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                   | F&G Annuities & Life, Inc.                                                      | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16368.35     | 0.01%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROMETRIC HOLDINGS INC                     | Prometric Holdings, Inc.                                                        | CUSIP: 80358TAF3<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |    238194 | PA      | $238312.98    | 0.11%             | 2028-01-31      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                        | Synchrony Financial                                                             | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3993.45      | 0.00%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSHIP              | Sunrise Financing Partnership                                                   | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    146624 | PA      | $145615.78    | 0.07%             | 2032-02-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                   | Pattern Energy Operations LP/Pattern Energy Operations, Inc.                    | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $299297.09    | 0.14%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                        | Travel & Leisure Co.                                                            | CUSIP: 98309GAF3<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |    261737 | PA      | $256420.72    | 0.12%             | 2029-12-14      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                   | Amcor Flexibles North America, Inc.                                             | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25172.90     | 0.01%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                       | LifePoint Health, Inc.                                                          | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    249375 | PA      | $244200.47    | 0.12%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                   | Concentra Health Services, Inc.                                                 | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    203000 | PA      | $207970.66    | 0.10%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                         | Sunrise FinCo I BV                                                              | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $182790.00    | 0.09%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-20

**Name of Applicant:** TRANSAMERICA FUNDS

**Signature:** Joshua Durham

**Name of Signer:** Joshua Durham

**Title:** Chief Operating Officer and Interim Treasurer