# EDGAR Filing Document

**Accession Number:** 0000809593
**File Stem:** 0001410368-26-013291
**Filing Date:** 2026-2
**Character Count:** 148644
**Document Hash:** 50ffb8f6d79c19ebbb1c592509976767
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-013291.hdr.sgml**: 20260218

**ACCESSION NUMBER**: 0001410368-26-013291

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260218

**DATE AS OF CHANGE**: 20260218

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN BEACON FUNDS
- **CENTRAL INDEX KEY:** 0000809593

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04984
- **FILM NUMBER:** 26646176

**BUSINESS ADDRESS:**
- **STREET 1:** 220 EAST LAS COLINAS BOULEVARD
- **STREET 2:** SUITE 1200
- **CITY:** IRVING
- **STATE:** TX
- **ZIP:** 75039
- **BUSINESS PHONE:** 8173916100

**MAIL ADDRESS:**
- **STREET 1:** 220 EAST LAS COLINAS BOULEVARD
- **STREET 2:** SUITE 1200
- **CITY:** IRVING
- **STATE:** TX
- **ZIP:** 75039

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN AADVANTAGE FUNDS
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN EAGLE FUNDS
- **DATE OF NAME CHANGE:** 19890813

## Series and Classes Contracts Data

### American Beacon TwentyFour Strategic Income Fund (Series ID: S000056913)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000180737 | R5 Class       | TFGIX           |
| C000180738 | Investor Class | TFGPX           |
| C000180741 | Y Class        | TFGYX           |
| C000205755 | A Class        | TFSAX           |
| C000205756 | C Class        | TFGCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AMERICAN BEACON FUNDS

- **b. Investment Company Act file number:** 811-04984

- **c. CIK number of Registrant:** 0000809593

- **d. LEI of Registrant:** 549300EXCES9V5RWB620

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

  - **Street Address 1:** 220 EAST LAS COLINAS BOULEVARD

  - **City:** IRVING

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75039

  - **Telephone number:** 817-391-6100

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

- **a. Name of Series:** American Beacon TwentyFour Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000056913

- **c. LEI of Series:** 549300UG4J9G1M2VA661

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $544507278.17

**Total Liabilities:** $4227860.95

**Net Assets:** $540279417.22

**Cash Not Reported:** $754494.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -282.18000000 | **1-Year:** -10384.90000000 | **5-Year:** -54428.81000000 | **10-Year:** -34679.72000000 | **30-Year:** -84.84000000

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

- **3-Month:** -545.57000000 | **1-Year:** -16478.18000000 | **5-Year:** -53748.70000000 | **10-Year:** -14508.94000000 | **30-Year:** -6467.57000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000180737 | 0.71%                | 0.31%                | 0.42%                |
| Class ID C000180738 | 0.70%                | 0.29%                | 0.38%                |
| Class ID C000180741 | 0.60%                | 0.42%                | 0.31%                |
| Class ID C000205755 | 0.60%                | 0.41%                | 0.28%                |
| Class ID C000205756 | 0.66%                | 0.23%                | 0.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4340985.33              | $-5893024.14                               |
| Month 2  | $4334100.07              | $1452795.97                                |
| Month 3  | $-5510892.57             | $3474283.88                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aimco                                          | AIMCO CLO 19 Ltd.                                                                | CUSIP: 00140JAA7<br>LEI: 2549006V0NZR61IYZY19 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1508259.00   | 0.28%             | 2037-10-20      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| AECOM                                          | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1286199.30   | 0.24%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                           | Howmet Aerospace, Inc.                                                           | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2464996.58   | 0.46%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                     | Allianz SE                                                                       | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1023625.00   | 0.19%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                       | Antero Midstream Partners LP/Antero Midstream Finance Corp.                      | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $625016.09    | 0.12%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                       | Antero Midstream Partners LP/Antero Midstream Finance Corp.                      | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $657278.44    | 0.12%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                       | Antero Midstream Partners LP/Antero Midstream Finance Corp.                      | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $503780.43    | 0.09%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                   | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1884139.78   | 0.35%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 27 Ltd.                                                            | CUSIP: 05876BAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1299854.40   | 0.24%             | 2037-10-25      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 28 Ltd.                                                            | CUSIP: 05876HAA0<br>LEI: 2549006FL37LMQQU3H44 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003252.00   | 0.37%             | 2038-01-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 29 Ltd.                                                            | CUSIP: 05876TAA4<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2462540.00   | 0.46%             | 2038-07-25      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1030000 | PA      | $996472.06    | 0.18%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                                 | Bardot CLO Ltd.                                                                  | CUSIP: 06744PBG6<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1670887.75   | 0.31%             | 2032-10-22      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico        | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $757286.60    | 0.14%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                               | Berry Global, Inc.                                                               | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1713840.42   | 0.32%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom, Inc.                                                                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $602830.14    | 0.11%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                       | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1554706.57   | 0.29%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                            | Cheniere Energy, Inc.                                                            | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1799854.27   | 0.33%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                              | Clean Harbors, Inc.                                                              | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1323287.16   | 0.24%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DAE SUKUK DIFC LTD                             | DAE Sukuk Difc Ltd.                                                              | CUSIP: 23302JAC9<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |   1300000 | PA      | $1284076.04   | 0.24%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy, Inc.                                                            | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    970000 | PA      | $974474.45    | 0.18%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-776593.84   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                  | Purchased USD / Sold EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-540831.64   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                       | Encore Capital Group, Inc.                                                       | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    440000 | PA      | $463650.00    | 0.09%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp.                                                                     | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1435948.32   | 0.27%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD        | GoldenTree Loan Management U.S. CLO 22 Ltd.                                      | CUSIP: 38139HAA4<br>LEI: 254900AWFHWNFOUM2K51 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1508086.50   | 0.28%             | 2037-10-20      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 75B Ltd.                                              | CUSIP: 381737AA3<br>LEI: 254900Q9J0ZXOH0PUQ28 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1011325.00   | 0.19%             | 2037-07-25      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 64B-R Ltd.                                            | CUSIP: 38180MAA1<br>LEI: 2549003ONNJ1D27UVJ28 | Long             | ABS-CBDO         | CORP              | JE        |   1750000 | PA      | $1713528.25   | 0.32%             | 2037-10-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                               | Guara Norte SARL                                                                 | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    957645 | PA      | $934681.79    | 0.17%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA, Inc.                                                                        | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1165225.48   | 0.22%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA, Inc.                                                                        | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $330626.83    | 0.06%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $626469.70    | 0.12%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                 | HPS Loan Management Ltd.                                                         | CUSIP: 40444YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504785.00   | 0.28%             | 2037-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings, Inc.                                                              | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    850000 | PA      | $861327.71    | 0.16%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                    | Hexcel Corp.                                                                     | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1139988.63   | 0.21%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                       | Hilton Domestic Operating Co., Inc.                                              | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125858.48    | 0.02%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1900000 | PA      | $1844757.50   | 0.34%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                     | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $897553.60    | 0.17%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                       | JBS USA Holding Lux SARL/JBS USA Foods Group Holdings, Inc./JBS USA Food Co.     | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $660502.51    | 0.12%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                        | K Hovnanian Enterprises, Inc.                                                    | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    620000 | PA      | $632751.54    | 0.12%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                        | K Hovnanian Enterprises, Inc.                                                    | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    420000 | PA      | $426841.59    | 0.08%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                            | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1235975.61   | 0.23%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                            | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102967.70    | 0.02%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                  | Life Time, Inc.                                                                  | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    650000 | PA      | $665932.15    | 0.12%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                       | MSCI, Inc.                                                                       | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1176544.52   | 0.22%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                       | MSCI, Inc.                                                                       | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269024.21    | 0.05%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                       | MSCI, Inc.                                                                       | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    950000 | PA      | $956267.79    | 0.18%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                | Marex Group PLC                                                                  | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $674079.48    | 0.12%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology, Inc.                                                         | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1401227.38   | 0.26%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MENLO CLO                                      | Menlo CLO II Ltd.                                                                | CUSIP: 58681XAA9<br>LEI: 254900584QQ9TE467R16 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1010351.00   | 0.19%             | 2038-04-20      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1575197.40   | 0.29%             | 2033-11-10      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers CLO 26 Ltd.                                       | CUSIP: 64131PAL6<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1521037.50   | 0.28%             | 2038-10-18      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers CLO 26 Ltd.                                       | CUSIP: 64131QAN0<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1903847.50   | 0.35%             | 2038-10-18      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                | Network i2i Ltd.                                                                 | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |    300000 | PA      | $298707.09    | 0.06%             | 2026-03-03      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO Ltd.                                                                     | CUSIP: 67119VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1506382.50   | 0.28%             | 2037-10-16      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO Ltd.                                                                 | CUSIP: 67402VAA2<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1227552.50   | 0.23%             | 2037-10-22      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO Ltd.                                                                 | CUSIP: 67402YAA6<br>LEI: 254900JZZ80KXT7WZA03 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $726078.75    | 0.13%             | 2038-04-15      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                       | 1011778 BC ULC/New Red Finance, Inc.                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    375000 | PA      | $362326.20    | 0.07%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                       | 1011778 BC ULC/New Red Finance, Inc.                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    950000 | PA      | $975252.47    | 0.18%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK, Inc.                                                                      | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    410000 | PA      | $406338.86    | 0.08%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK, Inc.                                                                      | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1025540.39   | 0.19%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    460000 | PA      | $450034.58    | 0.08%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1182641.99   | 0.22%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                 | Pikes Peak CLO 16 Ltd.                                                           | CUSIP: 72132FAA4<br>LEI: 2138001LNFG5678B4I86 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506832.50   | 0.28%             | 2037-07-25      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP/PAA Finance Corp.                                | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1624181.99   | 0.30%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                       | Plains All American Pipeline LP                                                  | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187457.93    | 0.03%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP/PAA Finance Corp.                                | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201127.70    | 0.04%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                            | Prestige Brands, Inc.                                                            | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154815.27    | 0.03%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                          | Quikrete Holdings, Inc.                                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1457232.00   | 0.27%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                         | Sable International Finance Ltd.                                                 | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |   1219000 | PA      | $1233526.82   | 0.23%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                       | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $217296.00    | 0.04%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                              | CUSIP: 83368TBS6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1524733.67   | 0.28%             | 2034-01-10      | Fixed         | 6.69%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                           | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $411668.00    | 0.08%             | 2035-11-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                       | Standard Industries, Inc.                                                        | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1229999.33   | 0.23%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                              | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $188717.99    | 0.03%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    220000 | PA      | $196798.53    | 0.04%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                          | Sycamore Tree CLO Ltd.                                                           | CUSIP: 87122KAA3<br>LEI: 2138001WII41ZXUQO254 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003095.00   | 0.19%             | 2038-08-28      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                          | Sycamore Tree CLO Ltd.                                                           | CUSIP: 87122LAA1<br>LEI: 2138001WII41ZXUQO254 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $989229.00    | 0.18%             | 2038-08-28      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                               | Symphony CLO XXXIII Ltd.                                                         | CUSIP: 87169JAL6<br>LEI: 254900K6DKU2R9SF7M98 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000584.00   | 0.19%             | 2038-01-24      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                               | Symphony CLO 47 Ltd.                                                             | CUSIP: 87191DAA5<br>LEI: 25490010XZSF50QAAS37 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $975789.00    | 0.18%             | 2038-04-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA, Inc.                                                               | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    640000 | PA      | $653088.99    | 0.12%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA, Inc.                                                               | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1748825.22   | 0.32%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                        | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.                      | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $681796.73    | 0.13%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                        | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.                      | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $552956.21    | 0.10%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP/Targa Resources Partners Finance Corp.               | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $653973.92    | 0.12%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp.                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    280000 | PA      | $299509.62    | 0.06%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp.                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    600000 | PA      | $654832.55    | 0.12%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp.                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205438.93    | 0.04%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm, Inc.                                                                  | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1284454.85   | 0.24%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America, Inc.                                               | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    490000 | PA      | $503407.88    | 0.09%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America, Inc.                                               | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2578140.70   | 0.48%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                                                              | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5477516.61   | 1.01%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22700000 | PA      | $23562777.29  | 4.36%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27145000 | PA      | $27340104.69  | 5.06%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4920000 | PA      | $4849275.00   | 0.90%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                               | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   2340000 | PA      | $2414874.64   | 0.45%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                  | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1307784.38   | 0.24%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| American Beacon U.S. Government Money Market   | American Beacon U.S. Government Money Market Fund                                | CUSIP: 02368W200<br>LEI: 549300EXCES9V5RWB620 | Long             | STIV             | RF                | US        |  11244005 | NS      | $11244005.32  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LUXCO3 SHARES                                  | Luxco Co. Ltd.                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       905 | NS      | $15529.40     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos., Inc.                                                              | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    900000 | PA      | $935983.01    | 0.17%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3386700 | PA      | $5911809.66   | 1.09%             | 2099-12-06      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1423900.78   | 0.26%             | 2029-06-27      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                         | APA Infrastructure Ltd.                                                          | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $772752.00    | 0.14%             | 2030-03-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BURFORD CAPITAL PLC                            | Burford Capital PLC                                                              | CUSIP: 000000000<br>LEI: 549300HCVQH9WYQ2JT20 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $670051.24    | 0.12%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                         | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $235724.99    | 0.04%             | 2027-06-14      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LA MONDIALE                                    | La Mondiale SAM                                                                  | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $794658.23    | 0.15%             | 2048-01-18      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                         | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $714724.13    | 0.13%             | 2028-06-27      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ROTHESAY LIFE                                  | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $415004.99    | 0.08%             | 2028-09-12      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ESB FINANCE DAC                                | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $532784.77    | 0.10%             | 2033-11-05      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| CPUK FINANCE LTD                               | CPUK Finance Ltd.                                                                | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $261959.95    | 0.05%             | 2028-08-28      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| AEGON LTD                                      | Aegon Ltd.                                                                       | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |   1400000 | PA      | $1679431.88   | 0.31%             | 2029-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                       | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $782027.74    | 0.14%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE                              | Pension Insurance Corp. PLC                                                      | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |   1664000 | PA      | $2314395.40   | 0.43%             | 2029-07-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACHMEA BV                                      | Achmea BV                                                                        | CUSIP: 000000000<br>LEI: 7245007QUMI1FHIQV531 | Long             | DBT              | CORP              | NL        |   3100000 | PA      | $3623529.06   | 0.67%             | 2029-03-24      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                       | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $370583.23    | 0.07%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                         | APA Infrastructure Ltd.                                                          | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $335069.44    | 0.06%             | 2030-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $2154305.29   | 0.40%             | 2027-06-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                          | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $3246671.37   | 0.60%             | 2031-03-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1409859.14   | 0.26%             | 2029-03-22      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1334271.01   | 0.25%             | 2027-03-22      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CNP ASSURANCES SA                              | CNP Assurances SA                                                                | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1110081.81   | 0.21%             | 2051-06-30      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                          | National Grid Electricity Transmission PLC                                       | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1399845.87   | 0.26%             | 2032-07-07      | Fixed         | 0.82%                 | Yes           |                  2 | On Loan: No      |
| Voya Euro CLO                                  | Voya Euro CLO III DAC                                                            | CUSIP: 000000000<br>LEI: 635400K38PBPFZARQW28 | Long             | ABS-CBDO         | CORP              | IE        |   1300000 | PA      | $1500051.00   | 0.28%             | 2033-04-15      | Floating      | 9.91%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $905755.78    | 0.17%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1900000 | PA      | $2340426.64   | 0.43%             | 2031-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                             | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $495897.21    | 0.09%             | 2032-12-14      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                         | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    900000 | PA      | $904524.86    | 0.17%             | 2032-01-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                       | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |   2140000 | PA      | $2658335.76   | 0.49%             | 2030-04-27      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $3142617.75   | 0.58%             | 2035-12-03      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                       | Encore Capital Group, Inc.                                                       | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    547961 | PA      | $645634.73    | 0.12%             | 2028-01-15      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                    | Digital Intrepid Holding BV                                                      | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |   1900000 | PA      | $1895188.74   | 0.35%             | 2031-07-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                           | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |    600000 | PA      | $633624.86    | 0.12%             | 2031-03-02      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                  | Equinix, Inc.                                                                    | CUSIP: 000000000<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    200000 | PA      | $194815.24    | 0.04%             | 2033-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                           | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1653192.14   | 0.31%             | 2026-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                         | APA Infrastructure Ltd.                                                          | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $658065.44    | 0.12%             | 2029-03-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2700000 | PA      | $3525223.52   | 0.65%             | 2028-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAGON BANKING GRP PLC                        | Paragon Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800S1TDKIB1IUTS72 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $667603.60    | 0.12%             | 2031-09-25      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CPUK FINANCE LTD                               | CPUK Finance Ltd.                                                                | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    700000 | PA      | $924624.28    | 0.17%             | 2027-08-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                       | Encore Capital Group, Inc.                                                       | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1290727.38   | 0.24%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Penta CLO S.A.                                 | Penta CLO 9 DAC                                                                  | CUSIP: 000000000<br>LEI: 549300FTCSBBS0J25486 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1178381.26   | 0.22%             | 2036-07-25      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                 | Penta CLO 9 DAC                                                                  | CUSIP: 000000000<br>LEI: 549300FTCSBBS0J25486 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1178495.25   | 0.22%             | 2036-07-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $526514.91    | 0.10%             | 2031-12-09      | Fixed         | 1.87%                 | Yes           |                  2 | On Loan: No      |
| MUTUELLE ASSURANCE                             | Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal | CUSIP: 000000000<br>LEI: 969500QISBFB1NW4SX83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $671103.78    | 0.12%             | 2028-12-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Rockfield Park                                 | Rockfield Park CLO DAC                                                           | CUSIP: 000000000<br>LEI: 254900FQNC3OT6YHSV84 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1768911.61   | 0.33%             | 2034-07-16      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                 | AA Bond Co. Ltd.                                                                 | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $257835.92    | 0.05%             | 2028-07-31      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SWEDBANK AB                                    | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    800000 | PA      | $753300.48    | 0.14%             | 2029-03-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2600000 | PA      | $2960753.02   | 0.55%             | 2028-09-14      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2600000 | PA      | $2916823.81   | 0.54%             | 2029-03-21      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BUPA FINANCE PLC                               | BUPA Finance PLC                                                                 | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |   2156000 | PA      | $2480766.16   | 0.46%             | 2031-09-24      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cordatus CLO PLC                               | CVC Cordatus Loan Fund XVII DAC                                                  | CUSIP: 000000000<br>LEI: 549300FNLNVJS6HNUN71 | Long             | ABS-CBDO         | CORP              | IE        |   1250000 | PA      | $1478563.18   | 0.27%             | 2033-11-18      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2319676.16   | 0.43%             | 2046-10-13      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| ROTHESAY LIFE                                  | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |   4493000 | PA      | $5493864.97   | 1.02%             | 2031-10-13      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MAISON FINCO PLC                               | Maison Finco PLC                                                                 | CUSIP: 000000000<br>LEI: 9845007743J958DAS530 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $789419.24    | 0.15%             | 2027-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Euro Funding                      | Madison Park Euro Funding X DAC                                                  | CUSIP: 000000000<br>LEI: 635400JUSH8DJJMKPH69 | Long             | ABS-CBDO         | CORP              | IE        |    951982 | PA      | $1112597.72   | 0.21%             | 2030-10-25      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| BRACKEN MIDCO ONE                              | Bracken MidCo1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1335311.37   | 0.25%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRACKEN MIDCO ONE                              | Bracken MidCo1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |   1030000 | PA      | $1375370.71   | 0.25%             | 2027-11-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RAC BOND CO PLC                                | RAC Bond Co. PLC                                                                 | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $534727.29    | 0.10%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| RAC BOND CO PLC                                | RAC Bond Co. PLC                                                                 | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $668409.12    | 0.12%             | 2027-11-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                   | Providus CLO VI DAC                                                              | CUSIP: 000000000<br>LEI: 635400OVFLV2AMKOP534 | Long             | ABS-CBDO         | CORP              | IE        |   1250000 | PA      | $1466739.20   | 0.27%             | 2034-05-20      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO                                  | Voya Euro CLO IV DAC                                                             | CUSIP: 000000000<br>LEI: 549300H0DM0Z0GCEKC77 | Long             | ABS-CBDO         | CORP              | IE        |   1750000 | PA      | $2041973.44   | 0.38%             | 2034-10-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                             | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1346990.72   | 0.25%             | 2033-11-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                           | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1425735.70   | 0.26%             | 2027-05-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RRE Loan Management                            | RRE 5 Loan Management DAC                                                        | CUSIP: 000000000<br>LEI: 549300D6UNTEPRSJ6X22 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1184355.97   | 0.22%             | 2037-01-15      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                               | Unicaja Banco SA                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |    700000 | PA      | $823599.64    | 0.15%             | 2032-07-19      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $467159.12    | 0.09%             | 2032-03-31      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                                  | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $435806.77    | 0.08%             | 2032-04-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $2139394.70   | 0.40%             | 2029-06-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AVIVA PLC                                      | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $969035.34    | 0.18%             | 2031-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MAREX GROUP PLC                                | Marex Group PLC                                                                  | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1295618.22   | 0.24%             | 2027-06-30      | Fixed         | 13.25%                | Yes           |                  2 | On Loan: No      |
| AA BOND CO LTD                                 | AA Bond Co. Ltd.                                                                 | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    800000 | PA      | $1145613.65   | 0.21%             | 2029-07-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| COMMERZBANK AG                                 | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1241894.19   | 0.23%             | 2032-12-06      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1991000 | PA      | $3131733.53   | 0.58%             | 2032-09-20      | Fixed         | 8.51%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1370078.15   | 0.25%             | 2032-11-16      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                          | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    540000 | PA      | $676848.01    | 0.13%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| INVESTEC PLC                                   | Investec PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $1016962.73   | 0.19%             | 2033-03-06      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $2321607.58   | 0.43%             | 2030-06-11      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MAREX GROUP PLC                                | Marex Group PLC                                                                  | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $506340.11    | 0.09%             | 2028-02-02      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1267614.19   | 0.23%             | 2034-02-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                       | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $943859.49    | 0.17%             | 2035-02-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1599511.77   | 0.30%             | 2028-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                               | CPUK Finance Ltd.                                                                | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    600000 | PA      | $823998.01    | 0.15%             | 2027-08-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1988422.33   | 0.37%             | 2033-08-23      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RL FINANCE BONDS NO6                           | Real Finance Bonds No. 6 PLC                                                     | CUSIP: 000000000<br>LEI: 213800HIIIVB4H22RI80 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $3343742.75   | 0.62%             | 2033-05-25      | Fixed         | 10.12%                | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $810074.07    | 0.15%             | 2086-08-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                                  | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $539009.54    | 0.10%             | 2031-06-16      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1289915.96   | 0.24%             | 2028-06-21      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                        | Abanca Corp. Bancaria SA                                                         | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1342665.99   | 0.25%             | 2028-07-14      | Fixed         | 10.62%                | Yes           |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $878028.57    | 0.16%             | 2033-11-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                       | Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV                             | CUSIP: 000000000<br>LEI: 894500GLVOTVRGS68C28 | Long             | DBT              | CORP              | XX        |    300000 | PA      | $431924.43    | 0.08%             | 2031-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                       | Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV                             | CUSIP: 000000000<br>LEI: 894500GLVOTVRGS68C28 | Long             | DBT              | CORP              | XX        |    480000 | PA      | $691079.09    | 0.13%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                             | Pinnacle Bidco PLC                                                               | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $610045.92    | 0.11%             | 2028-10-11      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| SHAWBROOK GROUP                                | Shawbrook Group PLC                                                              | CUSIP: 000000000<br>LEI: 21380071539WSMTM4410 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $912555.73    | 0.17%             | 2034-01-04      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                       | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $241266.90    | 0.04%             | 2033-11-21      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $519888.26    | 0.10%             | 2030-01-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VOYA EURO CLO                                  | Voya Euro CLO II DAC                                                             | CUSIP: 000000000<br>LEI: 635400URG3IUW6R6W254 | Long             | ABS-CBDO         | CORP              | IE        |   1700000 | PA      | $1982622.44   | 0.37%             | 2035-07-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $372361.88    | 0.07%             | 2034-04-16      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Capital Four CLO                               | Capital Four CLO I DAC                                                           | CUSIP: 000000000<br>LEI: 213800PN6YNVO1EZOF27 | Long             | ABS-CBDO         | CORP              | IE        |    600000 | PA      | $703992.51    | 0.13%             | 2034-10-15      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                 | Jyske Bank AS                                                                    | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |   1100000 | PA      | $1360519.44   | 0.25%             | 2035-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                            | Cirsa Finance International SARL                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $855131.90    | 0.16%             | 2029-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| INVESTEC PLC                                   | Investec PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $2109262.98   | 0.39%             | 2029-08-28      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                           | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $995195.01    | 0.18%             | 2032-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ASR NEDERLAND NV                               | ASR Nederland NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $504076.18    | 0.09%             | 2031-12-27      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| JERROLD FINCO PLC                              | Jerrold Finco PLC                                                                | CUSIP: 000000000<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $276680.23    | 0.05%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| JERROLD FINCO PLC                              | Jerrold Finco PLC                                                                | CUSIP: 000000000<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $484190.40    | 0.09%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Contego CLO X DAC                              | Contego CLO X DAC                                                                | CUSIP: 000000000<br>LEI: 635400JWXSB9BYFICZ26 | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $470119.48    | 0.09%             | 2038-05-15      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| Hayfin Emerald CLO                             | Hayfin Emerald CLO I DAC                                                         | CUSIP: 000000000<br>LEI: 549300LZ56MERXXF3O12 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1758021.03   | 0.33%             | 2034-04-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Jubilee CDO BV                                 | Jubilee CLO DAC                                                                  | CUSIP: 000000000<br>LEI: 6354007OCOEPS81TDN60 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1762824.66   | 0.33%             | 2037-07-21      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE                              | Pension Insurance Corp. PLC                                                      | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2964019.13   | 0.55%             | 2034-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $3041885.81   | 0.56%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                       | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1189915.83   | 0.22%             | 2034-05-22      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1277113.33   | 0.24%             | 2029-10-30      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| ROTHESAY LIFE                                  | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $433096.79    | 0.08%             | 2034-12-10      | Fixed         | 7.02%                 | Yes           |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                          | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $3475952.43   | 0.64%             | 2029-06-11      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ICG Euro CLO                                   | ICG Euro CLO DAC                                                                 | CUSIP: 000000000<br>LEI: 635400FMRSGTFBGN6Y45 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1709993.55   | 0.32%             | 2037-02-15      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                 | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $530178.78    | 0.10%             | 2031-10-09      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FIBERCOP SPA                                   | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $284203.32    | 0.05%             | 2034-09-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |  16230000 | PA      | $18801052.50  | 3.48%             | 2034-08-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1597071.98   | 0.30%             | 2035-07-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CNP ASSURANCES SA                              | CNP Assurances SA                                                                | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $2332434.37   | 0.43%             | 2054-07-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LA MONDIALE                                    | La Mondiale SAM                                                                  | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $874676.09    | 0.16%             | 2034-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1082868.17   | 0.20%             | 2035-08-26      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                       | Equinix Europe 2 Financing Corp. LLC                                             | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   2165000 | PA      | $2502204.84   | 0.46%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1700000 | PA      | $2132094.83   | 0.39%             | 2034-09-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $550706.84    | 0.10%             | 2034-11-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                          | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   2200000 | PA      | $2704770.96   | 0.50%             | 2030-03-10      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AVIVA PLC                                      | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |   1560000 | PA      | $2149381.56   | 0.40%             | 2054-09-12      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Capital Four CLO                               | Capital Four CLO IV DAC                                                          | CUSIP: 000000000<br>LEI: 549300KVUV8LG4H5Y881 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1766186.32   | 0.33%             | 2038-04-15      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   3800000 | PA      | $4765591.08   | 0.88%             | 2031-12-03      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                         | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    200000 | PA      | $233612.89    | 0.04%             | 2033-09-13      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   4300000 | PA      | $6032938.25   | 1.12%             | 2030-12-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BAWAG GROUP AG                                 | BAWAG Group AG                                                                   | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |   2000000 | PA      | $2508440.87   | 0.46%             | 2029-09-18      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KBC GROUP NV                                   | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   1800000 | PA      | $2218758.78   | 0.41%             | 2031-09-17      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                          | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $687488.15    | 0.13%             | 2028-09-19      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| IHG FINANCE LLC                                | IHG Finance LLC                                                                  | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |    400000 | PA      | $471405.64    | 0.09%             | 2031-09-27      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| OEG FINANCE PLC                                | OEG Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1351292.31   | 0.25%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                      | Avoca CLO XXVIII DAC                                                             | CUSIP: 000000000<br>LEI: 5493008B729CK5OGWZ51 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1769731.31   | 0.33%             | 2037-10-15      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                 | Edge Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $1360605.61   | 0.25%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IE II DAC                       | Zurich Finance Ireland II DAC                                                    | CUSIP: 000000000<br>LEI: 213800KA6D8H8QF8PN62 | Long             | DBT              | CORP              | IE        |   2800000 | PA      | $2833783.29   | 0.52%             | 2055-04-23      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| OCP Euro CLO                                   | OCP Euro CLO DAC                                                                 | CUSIP: 000000000<br>LEI: 635400UVBDTHX1DIDQ59 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1767392.08   | 0.33%             | 2037-10-18      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC | Palmer Square European Loan Funding DAC                                          | CUSIP: 000000000<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1769540.93   | 0.33%             | 2034-05-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $806807.15    | 0.15%             | 2035-10-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                             | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |   1800000 | PA      | $2178192.52   | 0.40%             | 2031-05-06      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| North Westerly CLO BV                          | North Westerly IX ESG CLO DAC                                                    | CUSIP: 000000000<br>LEI: 894500L0RSB6QLRJWR15 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1175697.10   | 0.22%             | 2038-01-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                 | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1193734.32   | 0.22%             | 2037-02-20      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2400000 | PA      | $3035964.65   | 0.56%             | 2031-10-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $717823.99    | 0.13%             | 2031-08-19      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Margay CLO                                     | Margay CLO I DAC                                                                 | CUSIP: 000000000<br>LEI: 6354003XDFH5IAWTAV47 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1176115.47   | 0.22%             | 2038-01-15      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                        | Abanca Corp. Bancaria SA                                                         | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1929072.92   | 0.36%             | 2036-12-11      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                         | Sherwood Financing PLC                                                           | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $340498.31    | 0.06%             | 2029-12-15      | Floating      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                         | Sherwood Financing PLC                                                           | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $363198.19    | 0.07%             | 2029-12-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                         | Sherwood Financing PLC                                                           | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $594917.75    | 0.11%             | 2029-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GALAXY BIDCO LTD                               | Galaxy Bidco Ltd.                                                                | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1273792.97   | 0.24%             | 2029-12-19      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Tikehau                                        | Tikehau CLO X DAC                                                                | CUSIP: 000000000<br>LEI: 635400WC6EUSVRGKOG51 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $589205.32    | 0.11%             | 2038-04-20      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                        | SCOR SE                                                                          | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1810706.67   | 0.34%             | 2034-06-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                  | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1800000 | PA      | $2166092.66   | 0.40%             | 2031-07-14      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |  10610000 | PA      | $12150666.28  | 2.25%             | 2035-02-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                       | EDP Servicios Financieros Espana SA                                              | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1186975.60   | 0.22%             | 2031-07-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                       | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $348301.78    | 0.06%             | 2034-01-23      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| ACHMEA BV                                      | Achmea BV                                                                        | CUSIP: 000000000<br>LEI: 7245007QUMI1FHIQV531 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $726420.14    | 0.13%             | 2035-01-28      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Armada Euro CLO                                | Armada Euro CLO I DAC                                                            | CUSIP: 000000000<br>LEI: 635400WUTRTUUSBX3K89 | Long             | ABS-CBDO         | CORP              | IE        |    800000 | PA      | $938048.39    | 0.17%             | 2033-10-24      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Sound Point EURO CLO Funding DAC               | Sound Point Euro CLO X Funding DAC                                               | CUSIP: 000000000<br>LEI: 635400YEKGN7SV65BD82 | Long             | ABS-CBDO         | CORP              | IE        |    800000 | PA      | $941901.17    | 0.17%             | 2038-04-20      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                      | Avoca CLO XIX DAC                                                                | CUSIP: 000000000<br>LEI: 549300NGDD4R94T9WF80 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2344613.29   | 0.43%             | 2038-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1700000 | PA      | $2001405.21   | 0.37%             | 2037-02-18      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2400000 | PA      | $2893220.15   | 0.54%             | 2035-03-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RRE Loan Management                            | RRE 24 Loan Management DAC                                                       | CUSIP: 000000000<br>LEI: 254900LRUE7XQKHDTD72 | Long             | ABS-CBDO         | CORP              | IE        |    750000 | PA      | $879690.08    | 0.16%             | 2040-04-15      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                          | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $240939.50    | 0.04%             | 2032-03-18      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ALLIANZ SE                                     | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1326898.91   | 0.25%             | 2055-07-25      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| RRE Loan Management                            | RRE 9 Loan Management DAC                                                        | CUSIP: 000000000<br>LEI: 635400OCZYFV6RF6GS55 | Long             | ABS-CBDO         | CORP              | IE        |    750000 | PA      | $888263.45    | 0.16%             | 2040-07-15      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| RRE Loan Management                            | RRE 8 Loan Management DAC                                                        | CUSIP: 000000000<br>LEI: 635400UNFSMC7EBDFL79 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1184694.43   | 0.22%             | 2040-07-15      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                      | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1421423.30   | 0.26%             | 2032-09-30      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ASR NEDERLAND NV                               | ASR Nederland NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |   2050000 | PA      | $2535713.47   | 0.47%             | 2035-04-02      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MILLER HOMES GROUP FIN                         | Miller Homes Group Finco PLC                                                     | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $476276.16    | 0.09%             | 2030-10-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Ozlme                                          | Sculptor European CLO IV DAC                                                     | CUSIP: 000000000<br>LEI: 635400BYCDHRFW4EII46 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1171285.40   | 0.22%             | 2038-04-27      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                          | Lottomatica Group SpA                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $605136.46    | 0.11%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                          | Lottomatica Group SpA                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $242054.58    | 0.04%             | 2031-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                       | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $702608.72    | 0.13%             | 2032-05-06      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| IPD 3 BV                                       | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $594336.38    | 0.11%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                        | Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1263672.05   | 0.23%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                         | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1212826.03   | 0.22%             | 2030-11-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1444369.41   | 0.27%             | 2031-09-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| KBC GROUP NV                                   | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    800000 | PA      | $967182.07    | 0.18%             | 2030-11-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PUNCH FINANCE PLC                              | Punch Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1372261.48   | 0.25%             | 2030-12-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JERROLD FINCO PLC                              | Jerrold Finco PLC                                                                | CUSIP: 000000000<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $411990.29    | 0.08%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                            | Henley CLO XIV DAC                                                               | CUSIP: 000000000<br>LEI: 635400RQOQI5SLA5SK32 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1765768.54   | 0.33%             | 2038-03-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1339278.59   | 0.25%             | 2030-06-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COMMERZBANK AG                                 | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $494053.14    | 0.09%             | 2032-10-09      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HISCOX LTD                                     | Hiscox Ltd.                                                                      | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1073787.00   | 0.20%             | 2036-06-11      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   2500000 | PA      | $2982181.62   | 0.55%             | 2037-06-24      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| FIBERCOP SPA                                   | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    600000 | PA      | $716494.06    | 0.13%             | 2030-06-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2426809.13   | 0.45%             | 2031-01-02      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Avoca CLO                                      | Avoca CLO XXXVII DAC                                                             | CUSIP: 000000000<br>LEI: 25490079RIPNMDLUFD05 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1176000.30   | 0.22%             | 2038-07-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   3125000 | PA      | $3594602.58   | 0.67%             | 2035-08-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| FUTURE PLC                                     | Future PLC                                                                       | CUSIP: 000000000<br>LEI: 213800K2581YRLEXV353 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1339762.34   | 0.25%             | 2030-07-10      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                           | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $971497.38    | 0.18%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                       | Allwyn Entertainment Financing U.K. PLC                                          | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1620595.90   | 0.30%             | 2031-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RRE Loan Management                            | RRE 25 Loan Management DAC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1760191.04   | 0.33%             | 2038-04-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2571498.20   | 0.48%             | 2037-08-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Capital Four CLO                               | Capital Four CLO X DAC                                                           | CUSIP: 000000000<br>LEI: 254900PXJCJG50SO9P20 | Long             | ABS-CBDO         | CORP              | IE        |   1600000 | PA      | $1879780.33   | 0.35%             | 2038-10-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                 | Jyske Bank AS                                                                    | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |   2200000 | PA      | $2573371.14   | 0.48%             | 2037-03-04      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| IHG FINANCE LLC                                | IHG Finance LLC                                                                  | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2226802.06   | 0.41%             | 2030-09-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1700000 | PA      | $2030644.51   | 0.38%             | 2032-03-17      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Sculptor European CLO                          | Sculptor European CLO V DAC                                                      | CUSIP: 000000000<br>LEI: 6354008AGMENPDXTDJ03 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1175199.99   | 0.22%             | 2039-10-15      | Floating      | 7.52%                 | No            |                  3 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1874735.59   | 0.35%             | 2035-03-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| North Westerly X ESG CLO DAC                   | North Westerly X ESG CLO DAC                                                     | CUSIP: 000000000<br>LEI: 8945002223GI3B918674 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $578575.63    | 0.11%             | 2038-04-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| RRE Loan Management                            | RRE 1 Loan Management DAC                                                        | CUSIP: 000000000<br>LEI: 2138003YMUA5ITUQKJ47 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $586232.06    | 0.11%             | 2040-10-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO                     | Fidelity Grand Harbour CLO DAC                                                   | CUSIP: 000000000<br>LEI: 635400WZN9BHTX4JQD87 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $578936.42    | 0.11%             | 2039-10-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| DEEPOCEAN LTD                                  | Deepocean Ltd.                                                                   | CUSIP: 000000000<br>LEI: 213800OYKN2J6ZFIFU40 | Long             | DBT              | CORP              | JE        |   1200000 | PA      | $1446880.50   | 0.27%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bbam European CLO                              | BBAM European CLO VII DAC                                                        | CUSIP: 000000000<br>LEI: 254900KGD936ZTASV677 | Long             | ABS-CBDO         | CORP              | IE        |    800000 | PA      | $940345.20    | 0.17%             | 2039-01-26      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                       | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1161350.79   | 0.21%             | 2033-10-13      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Apna Park CLO DAC                              | Apna Park CLO DAC                                                                | CUSIP: 000000000<br>LEI: 635400KMHOF69XBTWP26 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2351798.47   | 0.44%             | 2038-12-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                            | Cirsa Finance International SARL                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $603206.65    | 0.11%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO                                   | OCP Euro CLO DAC                                                                 | CUSIP: 000000000<br>LEI: 635400OLDPPTXRI97J03 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2355321.72   | 0.44%             | 2038-04-20      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                     | Arbour CLO IV DAC                                                                | CUSIP: 000000000<br>LEI: 635400DBGXHI7ZJXYU29 | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $2942927.00   | 0.54%             | 2039-11-15      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Dryden Leveraged Loan CDO                      | Dryden 96 Euro CLO DAC                                                           | CUSIP: 000000000<br>LEI: 635400NJK9U4Y78MBX24 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1169139.48   | 0.22%             | 2038-12-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| KING US BIDCO INC                              | King U.S. Bidco, Inc.                                                            | CUSIP: 000000000<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $593143.94    | 0.11%             | 2032-12-01      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                    | Deuce Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1633651.00   | 0.30%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aqueduct European CLO                          | Aqueduct European CLO 8 DAC                                                      | CUSIP: 000000000<br>LEI: 549300A05ZPXICHJJR61 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1762692.45   | 0.33%             | 2039-01-15      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| EROSKI S COOP                                  | Eroski S Coop                                                                    | CUSIP: 000000000<br>LEI: 959800J76YJMWZP6S661 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $731009.18    | 0.14%             | 2031-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUOMO BIDCO SPA                                | Duomo Bidco SpA                                                                  | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $592099.12    | 0.11%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Ares Euro CLO                                  | ARES European CLO XVII DAC                                                       | CUSIP: 000000000<br>LEI: 635400RATIIQWHWBAX69 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $587590.01    | 0.11%             | 2040-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS FORTIS SA                          | BNP Paribas Fortis SA                                                            | CUSIP: 000000000<br>LEI: KGCEPHLVVKVRZYO1T647 | Long             | DBT              | CORP              | BE        |   1500000 | PA      | $1693292.78   | 0.31%             | 2099-12-31      | Floating      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1319000 | PA      | $1781467.06   | 0.33%             | 2026-09-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                            | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |   2700000 | PA      | $3580283.55   | 0.66%             | 2028-04-26      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PENSION INSURANCE                              | Pension Insurance Corp. PLC                                                      | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $973666.18    | 0.18%             | 2031-05-07      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                            | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |   2600000 | PA      | $3048538.11   | 0.56%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| DIRECT LINE INSURANCE GR                       | Direct Line Insurance Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | DBT              | CORP              | GB        |   2760000 | PA      | $3701564.38   | 0.69%             | 2027-12-07      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $1774596.96   | 0.33%             | 2030-02-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202398.80    | 0.04%             | 2028-04-06      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1731340.80   | 0.32%             | 2028-08-19      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                       | Yinson Boronia Production BV                                                     | CUSIP: 000000000<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    784872 | PA      | $855127.23    | 0.16%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                       | Banco Mercantil del Norte SA                                                     | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1175000 | PA      | $1153449.35   | 0.21%             | 2032-01-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico        | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $589830.00    | 0.11%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico        | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $399358.37    | 0.07%             | 2034-09-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BRF SA                                         | BRF SA                                                                           | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $581705.82    | 0.11%             | 2030-01-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico        | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $865470.40    | 0.16%             | 2039-01-08      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                            | Inversiones CMPC SA                                                              | CUSIP: 000000000<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |   1405000 | PA      | $1446561.31   | 0.27%             | 2034-02-26      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                       | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    390000 | PA      | $423727.20    | 0.08%             | 2033-11-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                         | Bimbo Bakeries USA, Inc.                                                         | CUSIP: 000000000<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1419917.53   | 0.26%             | 2036-01-09      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DRESDNER FNDG TRUST I                          | Dresdner Funding Trust I                                                         | CUSIP: 000000000<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1974577.41   | 0.37%             | 2031-06-30      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-21

**Name of Applicant:** AMERICAN BEACON FUNDS

**Signature:** Melinda Heika

**Name of Signer:** Melinda Heika

**Title:** Treasurer