# EDGAR Filing Document

**Accession Number:** 0001287498
**File Stem:** 0001410368-25-042721
**Filing Date:** 2025-12
**Character Count:** 353044
**Document Hash:** e56862490b3b3acf02a1be68ebb65f5b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-042721.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-042721

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Eaton Vance Short Duration Diversified Income Fund
- **CENTRAL INDEX KEY:** 0001287498

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21563
- **FILM NUMBER:** 251604159

**BUSINESS ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 617-482-8260

**MAIL ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE LOW DURATION DIVERSIFIED INCOME FUND
- **DATE OF NAME CHANGE:** 20040416

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Eaton Vance Short Duration Diversified Income Fund

- **b. Investment Company Act file number:** 811-21563

- **c. CIK number of Registrant:** 0001287498

- **d. LEI of Registrant:** HAXBNTSIUT2SHF0XLJ46

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

  - **Street Address 1:** One Post Office Square

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-482-8260

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

- **a. Name of Series:** Eaton Vance Short Duration Diversified Income Fund

- **c. LEI of Series:** HAXBNTSIUT2SHF0XLJ46

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

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

- **b. Date as of which information is reported:** 2025-10-31

**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:** $207462098.78

**Total Liabilities:** $54278576.59

**Net Assets:** $153183522.19

**Delayed Delivery Securities:** $23227823.78

**Cash Not Reported:** $4379508.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -34.50000000 | **1-Year:** -900.23000000 | **5-Year:** -9541.10000000 | **10-Year:** -5629.24000000 | **30-Year:** -2003.31000000

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

- **3-Month:** -286.75000000 | **1-Year:** -6349.98000000 | **5-Year:** -21383.17000000 | **10-Year:** -7525.53000000 | **30-Year:** -1672.72000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.28%                | 0.75%                | 0.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $190671.96               | $1047445.59                                |
| Month 2  | $-30835.72               | $399406.62                                 |
| Month 3  | $58652.93                | $729399.58                                 |

**Designated Index Information**

- **Index Name:** 33.33% S&P/LSTA Leveraged Loan/ 33.33% ICE BofA US MBS/ 33.34% JP Morgan EMBI Global Divers Spread

- **Index Identifier:** JSPLLIUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| API GROUP DE INC                                        | APi Group DE Inc                                                                                                             | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294194.25    | 0.19%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                             | Acushnet Co                                                                                                                  | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90344.32     | 0.06%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                           | Adient US LLC 2024 Term Loan B2                                                                                              | CUSIP: 00687MAH4<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |     78184 | PA      | $78384.51     | 0.05%             | 2031-01-31      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                                | Adtalem Global Education Inc                                                                                                 | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250460.00    | 0.16%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Azuria Water Solutions Inc                              | Azuria Water Solutions Inc 2025 Term Loan B                                                                                  | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     72080 | PA      | $72566.26     | 0.05%             | 2028-05-17      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                 | Aethon United BR LP / Aethon United Finance Corp                                                                             | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $295923.58    | 0.19%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                 | Albion Financing 3 SARL 2025 USD Term Loan                                                                                   | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    216644 | PA      | $218269.67    | 0.14%             | 2031-05-21      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                         | Alera Group Inc 2025 Term Loan                                                                                               | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    225000 | PA      | $226396.13    | 0.15%             | 2032-05-31      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                      | Alliant Holdings Intermediate LLC 2025 Term Loan B                                                                           | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    120046 | PA      | $120065.93    | 0.08%             | 2031-09-19      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100447.80    | 0.07%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199604.64    | 0.13%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $90192.73     | 0.06%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                  | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195695.34    | 0.13%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                                                                  | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104225.08    | 0.07%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6100000 | PA      | $6070929.54   | 3.96%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7250000 | PA      | $7326464.66   | 4.78%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                | Allwyn Entertainment Financing UK PLC                                                                                        | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207605.20    | 0.14%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                    | Alpha Generation LLC                                                                                                         | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205704.40    | 0.13%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Consolidated Natural Resources Inc             | American Consolidated Natural Resources Inc 2024 2nd Lien Term Loan                                                          | CUSIP: 02522YAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63934 | PA      | $63654.46     | 0.04%             | 2029-12-11      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| American Residential Services, LLC                      | American Residential Services LLC 2025 Term Loan B                                                                           | CUSIP: 02927HAK4<br>LEI: 549300UXCBZIG9PCNR39 | Long             | LON              | CORP              | US        |     95760 | PA      | $95520.60     | 0.06%             | 2032-02-02      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp                             | American Trailer World Corp Term Loan B                                                                                      | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2028-03-03      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                       | Amspec Parent LLC 2025 Term Loan                                                                                             | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    129675 | PA      | $130769.46    | 0.09%             | 2031-12-22      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                       | Amspec Parent LLC 2025 Delayed Draw Term Loan                                                                                | CUSIP: 03218AAF6<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |     19980 | PA      | $20148.63     | 0.01%             | 2031-12-22      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                        | AmWINS Group Inc 2025 Term Loan B                                                                                            | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    595513 | PA      | $596959.74    | 0.39%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| ANUVU HOLDINGS 2 LLC                                    | Anuvu Holdings 2 LLC 2024 Senior Takeback Term Loan                                                                          | CUSIP: 03735KAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88022 | PA      | $1619.60      | 0.00%             | 2026-03-23      | Floating      | 12.38%                | No            |                  3 | On Loan: No      |
| Apex Tool Group LLC                                     | Apex Tool Group LLC 2024 Super Priority 2nd Out Term Loan A                                                                  | CUSIP: 03759DAN8<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |     67102 | PA      | $55862.32     | 0.04%             | 2029-02-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apex Tool Group LLC                                     | Apex Tool Group LLC 2024 Super Priority 3rd Out Term Loan B                                                                  | CUSIP: 03759DAP3<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |    162591 | PA      | $105683.86    | 0.07%             | 2030-02-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                   | Prime Security Services Borrower LLC 2024 1st Lien Term Loan B                                                               | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    111184 | PA      | $111124.67    | 0.07%             | 2030-10-13      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                     | Applied Systems Inc 2024 1st Lien Term Loan                                                                                  | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    664259 | PA      | $666295.01    | 0.43%             | 2031-02-24      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Apro LLC                                                | Apro LLC 2024 Term Loan B                                                                                                    | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |     74250 | PA      | $74358.41     | 0.05%             | 2031-07-09      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                        | Arches Buyer Inc                                                                                                             | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83121.66     | 0.05%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                                                                        | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90350.01     | 0.06%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Aretec Group Inc                                        | Aretec Group Inc 2024 1st Lien Term Loan B                                                                                   | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    161503 | PA      | $162263.75    | 0.11%             | 2030-08-09      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    400000 | PA      | $328000.00    | 0.21%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    400000 | PA      | $281200.00    | 0.18%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    400000 | PA      | $294400.00    | 0.19%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    150000 | PA      | $97800.00     | 0.06%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC                                                                                                       | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $212719.80    | 0.14%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                          | Aruba Investments Holdings LLC 2020 USD Term Loan                                                                            | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |     95520 | PA      | $89908.20     | 0.06%             | 2027-11-24      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                                                                  | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    197000 | PA      | $189863.24    | 0.12%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                               | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47199.22     | 0.03%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp                                  | Astra Acquisition Corp 2024 New Money Term Loan A                                                                            | CUSIP: 04629UAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84370 | PA      | $16452.20     | 0.01%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp                                  | Astra Acquisition Corp 2024 Term Loan B                                                                                      | CUSIP: 04629UAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118519 | PA      | $1388.45      | 0.00%             | 2028-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                                  | Astra Acquisition Corp 2024 Term Loan C                                                                                      | CUSIP: 04629UAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    193586 | PA      | $5323.62      | 0.00%             | 2029-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                                  | ASTRA ACQUISITION CORP 2025 TERM LOAN                                                                                        | CUSIP: 04629UAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4116 | PA      | $4115.55      | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                                  | ASTRA ACQUISITION CORP 2025 DIP DELAYED DRAW Term Loan                                                                       | CUSIP: 04629UAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8948 | PA      | $8947.91      | 0.01%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 Term Loan B9                                                                                                | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     38200 | PA      | $38253.86     | 0.02%             | 2027-07-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 2nd Lien Term Loan B3                                                                                       | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     50000 | PA      | $49117.25     | 0.03%             | 2028-01-31      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2022 Term Loan B10                                                                                               | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    215702 | PA      | $216241.69    | 0.14%             | 2028-08-19      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2024 Term Loan B12                                                                                               | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    138531 | PA      | $138271.67    | 0.09%             | 2030-09-19      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                             | Autokiniton US Holdings Inc 2024 Term Loan B                                                                                 | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |    167639 | PA      | $161562.16    | 0.11%             | 2028-04-06      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                          | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795000 | PA      | $674948.88    | 0.44%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                          | CUSIP: 05492PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1605000 | PA      | $1293408.99   | 0.84%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| BW NHHC Holdco Inc                                      | BW NHHC Holdco Inc 2022 1st Lien Second Out Term Loan                                                                        | CUSIP: 05606CAR1<br>LEI: 549300Y5ZHAEE7MHCH51 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nvent Electric Public Limited Company                   | Nvent Electric Public Limited Company Term Loan B                                                                            | CUSIP: 05614GAC5<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |    149625 | PA      | $150396.32    | 0.10%             | 2032-01-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                | Boxer Parent Company Inc 2025 USD Term Loan B                                                                                | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    338220 | PA      | $336390.62    | 0.22%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                | Great Outdoors Group LLC 2025 Term Loan B                                                                                    | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    381217 | PA      | $381693.30    | 0.25%             | 2032-01-23      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS MORTGAGE TRUST 2017-C1                                                                                                 | CUSIP: 07332VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $493527.44    | 0.32%             | 2050-02-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XII-B Ltd                                                                                        | CUSIP: 081917AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007696.00   | 0.66%             | 2037-10-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                    | Berlin Packaging LLC 2025 Term Loan B7                                                                                       | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    169348 | PA      | $169369.11    | 0.11%             | 2031-06-07      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                               | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $8031.76      | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                               | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $159400.50    | 0.10%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products Inc                    | Bombardier Recreational Products Inc 2024 Term Loan B4                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    755049 | PA      | $755476.05    | 0.49%             | 2031-01-22      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                                   | Boots Group Bidco Ltd USD Term Loan                                                                                          | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    175000 | PA      | $175984.38    | 0.11%             | 2032-08-30      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                                                                        | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $234830.00    | 0.15%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                                                                        | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $164250.00    | 0.11%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City Brewing Company LLC                                | City Brewing Company LLC 2025 PIK First Out Term Loan                                                                        | CUSIP: 10756PAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10564 | PA      | $4331.40      | 0.00%             | 2030-09-30      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                | Broadstreet Partners Inc 2024 Term Loan B4                                                                                   | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    148168 | PA      | $148680.66    | 0.10%             | 2031-06-13      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                 | Brown Group Holding LLC Term Loan B                                                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    181596 | PA      | $182313.54    | 0.12%             | 2031-07-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                                                                     | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473434.77    | 0.31%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198971.98    | 0.13%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $388218.16    | 0.25%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CD&R Hydra Buyer Inc                                    | CD&R Hydra Buyer Inc 2024 Term Loan B                                                                                        | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |    123125 | PA      | $123078.83    | 0.08%             | 2031-03-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                                                                          | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100417.40    | 0.07%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                        | CPI Holdco B LLC 2024 Term Loan                                                                                              | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148500 | PA      | $148592.81    | 0.10%             | 2031-05-19      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                        | CPM Holdings Inc 2023 Term Loan                                                                                              | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |     45704 | PA      | $45617.89     | 0.03%             | 2028-09-28      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2013-CCRE11 Mortgage Trust                                                                                              | CUSIP: 12626LAY8<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   2217641 | PA      | $2155097.84   | 1.41%             | 2050-08-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                             | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175672.60    | 0.11%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                     | CNT Holdings I Corp 2025 Term Loan                                                                                           | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |     95796 | PA      | $96071.05     | 0.06%             | 2032-11-08      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc 2024 Term Loan B1                                                                                  | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    320125 | PA      | $317924.14    | 0.21%             | 2031-02-06      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                    | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205908.80    | 0.13%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                    | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    134000 | PA      | $135199.57    | 0.09%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                                  | Calderys Financing LLC                                                                                                       | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211555.00    | 0.14%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                              | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202199.80    | 0.13%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                                 | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249546.60    | 0.16%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                                 | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348071.61    | 0.23%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Company LP                 | Calpine Construction Finance Company LP 2023 Refinancing Term Loan B                                                         | CUSIP: 13134NAH4<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    158911 | PA      | $159234.81    | 0.10%             | 2030-07-31      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Cano Health LLC                                         | Cano Health LLC 2024 Exit Term Loan                                                                                          | CUSIP: 13781HAN0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |     15961 | PA      | $13427.44     | 0.01%             | 2029-06-28      | Floating      | 13.50%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2015-5 Ltd                                                                              | CUSIP: 14311QAN7<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005781.00   | 0.66%             | 2032-01-20      | Floating      | 10.85%                | No            |                  2 | On Loan: No      |
| CARS.COM INC                                            | Cars.com Inc                                                                                                                 | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |    187000 | PA      | $186400.95    | 0.12%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                  | Cascade MH Asset Trust 2022-MH1                                                                                              | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405741 | PA      | $396141.07    | 0.26%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205433.40    | 0.13%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32839.33     | 0.02%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                            | Champs Trust 2024-1                                                                                                          | CUSIP: 15878AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    877025 | PA      | $909706.31    | 0.59%             | 2059-07-25      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                            | Champs Trust 2024-2                                                                                                          | CUSIP: 15878BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    933210 | PA      | $975591.65    | 0.64%             | 2059-11-25      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                            | Champs Trust 2025-1                                                                                                          | CUSIP: 158926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1725429 | PA      | $1806673.62   | 1.18%             | 2060-04-25      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                   | Chamberlain Group Inc 2025 Term Loan B                                                                                       | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    413870 | PA      | $415680.54    | 0.27%             | 2032-09-08      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                         | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $149050.00    | 0.10%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                         | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    550000 | PA      | $477482.50    | 0.31%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                         | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $202720.00    | 0.13%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                | Chobani LLC / Chobani Finance Corp Inc                                                                                       | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249100.58    | 0.16%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                | Chobani LLC / Chobani Finance Corp Inc                                                                                       | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $220746.06    | 0.14%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                              | Ciena Corp                                                                                                                   | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |     88000 | PA      | $84654.93     | 0.06%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                                                             | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99607.13     | 0.07%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                           | Citrin Cooperman Advisors LLC 2025 Term Loan B                                                                               | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |    164394 | PA      | $164702.18    | 0.11%             | 2032-04-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                           | Citrin Cooperman Advisors LLC 2025 Delayed Draw Term Loan                                                                    | CUSIP: 17737EAD5<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |     10606 | PA      | $10625.95     | 0.01%             | 2032-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62574.68     | 0.04%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62798.94     | 0.04%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146698.83    | 0.10%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201863.03    | 0.13%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                     | Clydesdale Acquisition Holdings Inc Term Loan B                                                                              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     61000 | PA      | $61032.33     | 0.04%             | 2029-04-13      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                      | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $655500.00    | 0.43%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                      | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $213452.00    | 0.14%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                | Compass Minerals International Inc                                                                                           | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30174.75     | 0.02%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC                                     | Conair Holdings LLC Term Loan B                                                                                              | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    216000 | PA      | $129600.00    | 0.08%             | 2028-05-17      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Constant Contact Inc                                    | Constant Contact Inc Term Loan                                                                                               | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |    265489 | PA      | $248917.43    | 0.16%             | 2028-02-10      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                                                               | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $238881.03    | 0.16%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                           | CoreLogic Inc Term Loan                                                                                                      | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    234378 | PA      | $234729.63    | 0.15%             | 2028-06-02      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Creation Technologies Inc                               | Creation Technologies Inc 2021 Term Loan                                                                                     | CUSIP: 22526YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    144750 | PA      | $144569.06    | 0.09%             | 2028-10-05      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                  | Cushman & Wakefield US Borrower LLC 2025 Term Loan B3                                                                        | CUSIP: 23340DAW2<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    141622 | PA      | $142212.51    | 0.09%             | 2030-01-31      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                     | Cushman & Wakefield US Borrower LLC 2025 Term Loan                                                                           | CUSIP: 23340DAX0<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    342218 | PA      | $344142.88    | 0.22%             | 2030-01-31      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Drake Software LLC                                      | Drake Software LLC 2024 Term Loan B                                                                                          | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |    160807 | PA      | $160002.63    | 0.10%             | 2031-06-26      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                            | DAYFORCE INC 2025 TERM LOAN                                                                                                  | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    125000 | PA      | $124731.88    | 0.08%             | 2032-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc                                        | DexKo Global Inc 2021 USD Term Loan B                                                                                        | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    120625 | PA      | $119021.29    | 0.08%             | 2028-10-04      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Kohler Energy Co LLC                                    | Kohler Energy Co LLC USD Term Loan B                                                                                         | CUSIP: 25472PAB6<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |    297683 | PA      | $299031.81    | 0.20%             | 2031-05-01      | Floating      | 7.75%                 | 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      | $926.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $807.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.              | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $775.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $635.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $-1862.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $1957.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $7002.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $5042.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $5202.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $-6592.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $-6136.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $2359.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $15626.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $-5202.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $7779.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $7742.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $8088.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $3171.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $10014.09     | 0.01%             |  |  |  | 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      | $1419.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1724.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1589.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $9753.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $7850.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $-415.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $-669.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $669.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $-426.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $519.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $351.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $-1039.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                                       | Dragon Buyer Inc Term Loan B                                                                                                 | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    173688 | PA      | $174425.67    | 0.11%             | 2031-09-30      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| ECI Macola Max Holding LLC                              | ECI Macola Max Holding LLC 2025 Term Loan                                                                                    | CUSIP: 26825UAN1<br>LEI: 549300MZ2LKM75L5EI42 | Long             | LON              | CORP              | US        |    215348 | PA      | $216133.73    | 0.14%             | 2030-05-09      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                       | EMRLD Borrower LP Term Loan B                                                                                                | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    114829 | PA      | $114680.05    | 0.07%             | 2030-05-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                       | EMRLD Borrower LP 2024 Term Loan B                                                                                           | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    123752 | PA      | $123475.75    | 0.08%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                              | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101439.83    | 0.07%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                                    | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    150000 | PA      | $169032.95    | 0.11%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                       | Elanco Animal Health Inc Term Loan B                                                                                         | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    147531 | PA      | $147666.40    | 0.10%             | 2027-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                      | Eldorado Gold Corp                                                                                                           | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150420.15    | 0.10%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Electron BidCo Inc                                      | Electron BidCo Inc 2021 Term Loan                                                                                            | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121266 | PA      | $121905.90    | 0.08%             | 2028-11-01      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                    | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    159000 | PA      | $163655.68    | 0.11%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Employbridge Holding Company                            | Employbridge Holding Company 2025 First Out Term Loan                                                                        | CUSIP: 29216HAD3<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |    129622 | PA      | $84434.59     | 0.06%             | 2030-01-19      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Employbridge Holding Company                            | Employbridge Holding Company 2025 Second Out Term Loan                                                                       | CUSIP: 29216HAE1<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |    204172 | PA      | $34879.69     | 0.02%             | 2030-01-19      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| EnergySolutions LLC                                     | EnergySolutions LLC 2023 Term Loan B                                                                                         | CUSIP: 29276MAP2<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |    121126 | PA      | $121997.12    | 0.08%             | 2030-09-20      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| CONTRA MALLINCKRO                                       | CONTRA MALLINCKRO                                                                                                            | CUSIP: 292CNT011<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | EC               | CORP              | US        |        63 | NS      | $6489.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESC GCB144A ENDO DESIG                                  | ESC GCB144A ENDO DESIG                                                                                                       | CUSIP: 292ESCB17<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $0.00         | 0.00%             | 2024-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ensemble RCM LLC                                        | Ensemble RCM LLC 2024 Term Loan B                                                                                            | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    227037 | PA      | $228202.19    | 0.15%             | 2029-08-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                             | Epicor Software Corporation 2024 Term Loan F                                                                                 | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    243979 | PA      | $244792.80    | 0.16%             | 2031-05-30      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                               | Esab Corp                                                                                                                    | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102461.40    | 0.07%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                             | Export-Import Bank of India                                                                                                  | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    368000 | PA      | $330219.96    | 0.22%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Franklin Square Holdings LP                             | Franklin Square Holdings LP 2024 Term Loan B                                                                                 | CUSIP: 30259HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123438 | PA      | $123283.20    | 0.08%             | 2031-04-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                                                              | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245574.35    | 0.16%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                    | CUSIP: 3128SGAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36695 | PA      | $35659.05     | 0.02%             | 2035-01-01      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                        | Freddie Mac Strips                                                                                                           | CUSIP: 31325W4S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    847291 | PA      | $164432.42    | 0.11%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PKP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6797 | PA      | $6808.15      | 0.00%             | 2027-07-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3133THV79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59244 | PA      | $59854.21     | 0.04%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3133TLC63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20074 | PA      | $20365.66     | 0.01%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3133TM7F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64017 | PA      | $65975.77     | 0.04%             | 2029-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31359PXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12673 | PA      | $12875.28     | 0.01%             | 2027-05-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136A6AK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       322 | PA      | $0.23         | 0.00%             | 2026-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136A93D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    952592 | PA      | $180295.42    | 0.12%             | 2042-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AAWG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452026 | PA      | $328204.78    | 0.21%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ABAD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    623035 | PA      | $72344.10     | 0.05%             | 2043-01-25      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ABAV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1558945 | PA      | $172761.94    | 0.11%             | 2043-01-25      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ABV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172146 | PA      | $155122.78    | 0.10%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ADAG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391408 | PA      | $25353.78     | 0.02%             | 2033-03-25      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AKBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162246 | PA      | $30008.34     | 0.02%             | 2044-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AKZ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341551 | PA      | $63227.98     | 0.04%             | 2044-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AL5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262105 | PA      | $49490.09     | 0.03%             | 2045-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ALU58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805187 | PA      | $128659.15    | 0.08%             | 2044-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AMYS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    649741 | PA      | $103256.95    | 0.07%             | 2045-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136APA44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1246679 | PA      | $204334.06    | 0.13%             | 2045-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136APHR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317581 | PA      | $60076.06     | 0.04%             | 2045-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AQDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867064 | PA      | $543282.38    | 0.35%             | 2045-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AQR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335750 | PA      | $26708.48     | 0.02%             | 2045-08-25      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AVNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32574 | PA      | $32168.32     | 0.02%             | 2046-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136B1TS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    642410 | PA      | $106534.19    | 0.07%             | 2048-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136B9EX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1183524 | PA      | $159782.95    | 0.10%             | 2050-02-25      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BA2V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1612709 | PA      | $235979.04    | 0.15%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BVCT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    884813 | PA      | $892521.32    | 0.58%             | 2055-01-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BXXS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    994606 | PA      | $1031488.17   | 0.67%             | 2055-10-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137AUJD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30691 | PA      | $3499.70      | 0.00%             | 2041-12-15      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137AYTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    853481 | PA      | $53520.10     | 0.03%             | 2032-11-15      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137B02M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391121 | PA      | $25000.90     | 0.02%             | 2033-02-15      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137B2EJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    490125 | PA      | $37091.06     | 0.02%             | 2043-05-15      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BC7B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11674 | PA      | $69.32        | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BJ6V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148773 | PA      | $111534.25    | 0.07%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BKJC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103019 | PA      | $3231.41      | 0.00%             | 2044-09-15      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BLH43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    563192 | PA      | $59266.74     | 0.04%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BSTQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    426460 | PA      | $76818.42     | 0.05%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BUPX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    329498 | PA      | $41278.10     | 0.03%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137F3E59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    376428 | PA      | $76834.27     | 0.05%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137F3NP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272648 | PA      | $54473.60     | 0.04%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FCN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    404078 | PA      | $82563.32     | 0.05%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FCT20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315744 | PA      | $64571.64     | 0.04%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FRWB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1511741 | PA      | $203578.93    | 0.13%             | 2050-04-25      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HADD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1030384.65   | 0.67%             | 2053-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HCQQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2074590.00   | 1.35%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HJH59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    673546 | PA      | $758663.20    | 0.50%             | 2055-02-25      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HKF25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    890415 | PA      | $922876.81    | 0.60%             | 2054-06-25      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HMLP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1924570 | PA      | $2006031.43   | 1.31%             | 2055-06-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HMNX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    966311 | PA      | $1007777.12   | 0.66%             | 2055-08-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HN3P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    976248 | PA      | $1020736.41   | 0.67%             | 2055-09-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HNHF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    498082 | PA      | $517289.61    | 0.34%             | 2055-10-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 31384U3Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40437 | PA      | $41007.54     | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 3138EJAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76661 | PA      | $78527.56     | 0.05%             | 2037-09-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 31393RTM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8991 | PA      | $23.80        | 0.00%             | 2033-06-15      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31393YQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139231 | PA      | $5439.94      | 0.00%             | 2034-05-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31394CQU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301257 | PA      | $26743.29     | 0.02%             | 2035-03-25      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31394VX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273484 | PA      | $230353.40    | 0.15%             | 2036-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 31394W3D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316092 | PA      | $30617.94     | 0.02%             | 2034-03-15      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31395DWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390421 | PA      | $29964.34     | 0.02%             | 2036-06-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31395NBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375319 | PA      | $32354.02     | 0.02%             | 2036-06-25      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 31395U5K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156164 | PA      | $9480.72      | 0.01%             | 2035-05-15      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 31396HJJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157657 | PA      | $5063.11      | 0.00%             | 2030-09-15      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31396V5N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333937 | PA      | $32580.80     | 0.02%             | 2037-06-25      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31396WS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315081 | PA      | $317383.63    | 0.21%             | 2037-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31396YQ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418803 | PA      | $37330.78     | 0.02%             | 2038-04-25      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 31397GE63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310095 | PA      | $253893.69    | 0.17%             | 2037-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 31397JZ31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    548816 | PA      | $44447.86     | 0.03%             | 2037-07-15      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31397L3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    567348 | PA      | $33245.13     | 0.02%             | 2038-07-25      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31397QZ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562950 | PA      | $22440.86     | 0.01%             | 2041-01-25      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31397UJH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99349 | PA      | $98403.43     | 0.06%             | 2041-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31398NTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    609857 | PA      | $48806.92     | 0.03%             | 2040-10-25      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 31401CYF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182529 | PA      | $188525.27    | 0.12%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231076 | PA      | $234791.17    | 0.15%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 31406C7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51058 | PA      | $52037.54     | 0.03%             | 2032-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 31412RH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205872 | PA      | $210119.20    | 0.14%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                              | Fertitta Entertainment LLC 2022 Term Loan B                                                                                  | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    221136 | PA      | $221192.74    | 0.14%             | 2029-01-27      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                            | Filtration Group Corporation 2025 USD Term Loan                                                                              | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     96500 | PA      | $96992.63     | 0.06%             | 2028-10-21      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                         | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                           | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $507436.20    | 0.33%             | 2039-12-15      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                    | Fortrea Holdings Inc                                                                                                         | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    139000 | PA      | $133619.20    | 0.09%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                   | Fortress Intermediate 3 Inc                                                                                                  | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156598.50    | 0.10%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                           | Freeport LNG Investments LLLP 2025 Term Loan B                                                                               | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |     91621 | PA      | $91935.54     | 0.06%             | 2028-12-21      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                                                                        | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    238000 | PA      | $235695.85    | 0.15%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                                                            | CUSIP: 3617AUBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84485 | PA      | $83681.19     | 0.05%             | 2047-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3617FLP33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    489077 | PA      | $501968.50    | 0.33%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3617W1W71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1661880 | PA      | $1668517.47   | 1.09%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618AE3P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171090 | PA      | $172616.77    | 0.11%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618BVGL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    223150 | PA      | $233473.34    | 0.15%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618FGEA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1121794 | PA      | $1173910.03   | 0.77%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618FGEC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1067435 | PA      | $1121383.47   | 0.73%             | 2054-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618GBVQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    399765 | PA      | $412663.02    | 0.27%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618GBVS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400842 | PA      | $419110.52    | 0.27%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618GBWP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    734680 | PA      | $748351.58    | 0.49%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                                                            | CUSIP: 3622A2NS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70742 | PA      | $72153.36     | 0.05%             | 2034-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                   | GFL Environmental Inc 2025 Term Loan B                                                                                       | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    175000 | PA      | $175306.25    | 0.11%             | 2032-03-03      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC                                                                                                     | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212626.00    | 0.14%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Garrett LX I SARL                                       | Garrett LX I SARL 2025 USD Term Loan B                                                                                       | CUSIP: 36649XAG3<br>LEI: 549300LKYJ4RR1ELO069 | Long             | LON              | CORP              | LU        |     89273 | PA      | $89496.86     | 0.06%             | 2032-01-30      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                        | Gates Global LLC 2024 Term Loan B5                                                                                           | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |    272250 | PA      | $272432.41    | 0.18%             | 2031-06-04      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                | Genting New York LLC / GENNY Capital Inc                                                                                     | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $414390.18    | 0.27%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                    | Wrangler Holdco Corp                                                                                                         | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $209185.20    | 0.14%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                        | Gloves Buyer Inc 2025 Term Loan                                                                                              | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    275000 | PA      | $271734.38    | 0.18%             | 2032-05-21      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                          | Go Daddy Operating Company LLC 2024 Term Loan B8                                                                             | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    476571 | PA      | $476378.16    | 0.31%             | 2029-11-09      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38380TU53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    647683 | PA      | $28865.85     | 0.02%             | 2047-08-20      | Floating      | 0.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38381QYK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    981770 | PA      | $1002412.89   | 0.65%             | 2055-04-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38382KWY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4772112 | PA      | $587992.24    | 0.38%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38382T5V2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2561656 | PA      | $322822.14    | 0.21%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38383DB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3832341 | PA      | $511263.47    | 0.33%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38383DUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5056596 | PA      | $712023.35    | 0.46%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38383LCP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209565 | PA      | $231430.22    | 0.15%             | 2052-11-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38383X2T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1161400 | PA      | $1206121.88   | 0.79%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384B3M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1031732.00   | 0.67%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384BY62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1039181.40   | 0.68%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384CN62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $519333.60    | 0.34%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384D3W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1037408.80   | 0.68%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384D7E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $2094873.20   | 1.37%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384D7J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1030732.60   | 0.67%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384DFS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    555832 | PA      | $620457.24    | 0.41%             | 2053-10-20      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384GBJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1037415.60   | 0.68%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384GQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1036320.20   | 0.68%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                             | Grant Thornton Advisors LLC 2025 Term Loan B                                                                                 | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    173255 | PA      | $172959.19    | 0.11%             | 2031-06-02      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                   | Gray Television, Inc. 2021 Term Loan D                                                                                       | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     77683 | PA      | $77904.08     | 0.05%             | 2028-12-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                                | Greystar Real Estate Partners LLC                                                                                            | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95243.13     | 0.06%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                  | Group 1 Automotive Inc                                                                                                       | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388365.56    | 0.25%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHRG Intermediate LLC                                   | PHRG Intermediate LLC 2025 Term Loan B                                                                                       | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124688 | PA      | $121960.58    | 0.08%             | 2032-02-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                              | Hanger Inc 2024 Term Loan B                                                                                                  | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    154263 | PA      | $154860.59    | 0.10%             | 2031-10-23      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                              | Hanger Inc 2024 Delayed Draw Term Loan                                                                                       | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     19947 | PA      | $20024.29     | 0.01%             | 2031-10-23      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                            | Harbor Freight Tools USA Inc 2024 Term Loan B                                                                                | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    296250 | PA      | $292785.36    | 0.19%             | 2031-06-11      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                      | Harvest US CLO 2024-2 Ltd                                                                                                    | CUSIP: 41756YAJ4<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506321.00   | 0.98%             | 2037-10-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| HRT DNT / HRT DNT FIN                                   | Heartland Dental LLC / Heartland Dental Finance Corp                                                                         | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $45408.22     | 0.03%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                        | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107685.10    | 0.07%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                     | Hilcorp Energy I LP Term Loan B                                                                                              | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |     99500 | PA      | $99811.44     | 0.07%             | 2030-02-11      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                     | Honduras Government International Bond                                                                                       | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    150000 | PA      | $160912.50    | 0.11%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco LP                                     | Horizon US Finco LP Term Loan B                                                                                              | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173748 | PA      | $165060.46    | 0.11%             | 2031-10-31      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                               | HUB International Limited 2025 Term Loan B                                                                                   | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    459068 | PA      | $461094.38    | 0.30%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Hubbard Radio LLC                                       | Hubbard Radio LLC 2024 PIK Term Loan B                                                                                       | CUSIP: 44344HAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62671 | PA      | $31022.13     | 0.02%             | 2027-09-30      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                     | Hudbay Minerals Inc                                                                                                          | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149716.67    | 0.10%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                        | IRB Holding Corp 2024 1st Lien Term Loan B                                                                                   | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    240120 | PA      | $240724.83    | 0.16%             | 2027-12-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Icebox Holdco III Inc                                   | Icebox Holdco III Inc 2021 1st Lien Term Loan                                                                                | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |    120730 | PA      | $121390.10    | 0.08%             | 2031-12-22      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                       | Imola Merger Corp                                                                                                            | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391000 | PA      | $385747.06    | 0.25%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Imprivata Inc                                           | Imprivata Inc 2025 Term Loan B                                                                                               | CUSIP: 45323KAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192379 | PA      | $193621.47    | 0.13%             | 2027-12-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                         | Informatica LLC 2024 Term Loan B                                                                                             | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |    361875 | PA      | $363458.20    | 0.24%             | 2028-10-27      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                        | Insight Enterprises Inc                                                                                                      | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102462.20    | 0.07%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AEA International Holdings (Lux) S.a.r.l.               | AEA International Holdings (Lux) Sarl 2024 USD Term Loan B                                                                   | CUSIP: 46033XAE1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    144437 | PA      | $144436.66    | 0.09%             | 2028-09-07      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                       | Invenergy Thermal Operating I LLC 2025 Term Loan B                                                                           | CUSIP: 46123UAP3<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |    109279 | PA      | $110224.10    | 0.07%             | 2032-05-17      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                       | Invenergy Thermal Operating I LLC 2025 Term Loan C                                                                           | CUSIP: 46123UAQ1<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |      7812 | PA      | $7880.08      | 0.01%             | 2032-05-17      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                                                                    | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300105.38    | 0.20%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                       | Iron Mountain Inc 2023 Term Loan B                                                                                           | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    115715 | PA      | $115944.42    | 0.08%             | 2031-01-31      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust              | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                          | CUSIP: 46642NAJ5<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $330009.60    | 0.22%             | 2047-09-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Jamaica Government International Bonds                  | Jamaica Government International Bonds                                                                                       | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    200000 | PA      | $242162.00    | 0.16%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Journey Personal Care Corp                              | Journey Personal Care Corp 2024 Term Loan B                                                                                  | CUSIP: 48114NAF8<br>LEI: 5493000G9KGROJ41TP46 | Long             | LON              | CORP              | US        |    157605 | PA      | $154453.06    | 0.10%             | 2028-03-01      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group Inc                               | Kenan Advantage Group Inc 2024 Term Loan B4                                                                                  | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    334418 | PA      | $329569.04    | 0.22%             | 2029-01-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                | Korn Ferry                                                                                                                   | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |    286000 | PA      | $283946.66    | 0.19%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                        | Kronos Acquisition Holdings Inc 2024 Term Loan                                                                               | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    222750 | PA      | $162967.24    | 0.11%             | 2031-07-08      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                              | KUEHG Corp 2025 Term Loan                                                                                                    | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    153629 | PA      | $153354.96    | 0.10%             | 2030-06-12      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                     | LBM Acquisition LLC 2025 Incremental Term Loan                                                                               | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    100000 | PA      | $99571.00     | 0.07%             | 2031-06-06      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tire Centers                                 | Les Schwab Tire Centers 2025 Term Loan B                                                                                     | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    232267 | PA      | $231541.31    | 0.15%             | 2031-04-23      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                     | LSF12 Crown US Commercial Bidco LLC 2025 Term Loan B                                                                         | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    274312 | PA      | $276283.44    | 0.18%             | 2031-12-02      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                                                                          | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104750.00    | 0.07%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                                                                         | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203802.46    | 0.13%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC                                | MI Windows and Doors LLC 2024 Term Loan B2                                                                                   | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |    172817 | PA      | $173303.35    | 0.11%             | 2031-03-28      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| MRP Buyer LLC                                           | MRP Buyer LLC Term Loan                                                                                                      | CUSIP: 55351DAB6<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |    221774 | PA      | $218401.00    | 0.14%             | 2032-06-04      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| MRP Buyer LLC                                           | MRP Buyer LLC Delayed Draw Term Loan                                                                                         | CUSIP: 55351DAC4<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |     28226 | PA      | $27796.50     | 0.02%             | 2032-06-04      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC                                                                                                              | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81404.42     | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LV Ltd                                                                                                  | CUSIP: 55819FAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1510047.00   | 0.99%             | 2037-07-18      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                          | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  16558200 | NS      | $16558200.10  | 10.81%            |  |  |  | No            |                  1 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XXII Ltd                                                                                                           | CUSIP: 55954HBC5<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503058.50   | 0.98%             | 2036-07-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XXII Ltd                                                                                                           | CUSIP: 55954HBE1<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501212.50    | 0.33%             | 2036-07-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                              | MajorDrive Holdings IV LLC Term Loan B                                                                                       | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     71812 | PA      | $69904.80     | 0.05%             | 2028-06-01      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                              | MajorDrive Holdings IV LLC 2022 Incremental Term Loan B                                                                      | CUSIP: 56085UAC7<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    217125 | PA      | $213506.61    | 0.14%             | 2029-06-01      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                                                                    | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133827.48    | 0.09%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                                                                    | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201757.60    | 0.13%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                             | McAfee Corp                                                                                                                  | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    121000 | PA      | $110930.44    | 0.07%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                             | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                     | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    389077 | PA      | $370432.80    | 0.24%             | 2029-03-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                | Mavis Tire Express Services Topco Corp                                                                                       | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |    241000 | PA      | $238613.71    | 0.16%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                               | Gainwell Acquisition Corp Term Loan B                                                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175700 | PA      | $174382.18    | 0.11%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                                                                       | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    302000 | PA      | $295923.25    | 0.19%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                        | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    391000 | PA      | $361026.45    | 0.24%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Monitronics International Inc                           | Monitronics International Inc 2023 Exit Term Loan                                                                            | CUSIP: 60945HAG9<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | LON              | CORP              | US        |    119079 | PA      | $119190.78    | 0.08%             | 2028-06-30      | Floating      | 11.76%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2016-UBS12                                                                                    | CUSIP: 61691EAJ4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1227333 | PA      | $787706.12    | 0.51%             | 2049-12-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                                                                  | CUSIP: 61691GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $209438.23    | 0.14%             | 2049-12-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                                                                  | CUSIP: 61766EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $763709.20    | 0.50%             | 2049-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                          | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697794.72    | 0.46%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 | Multifamily Connecticut Avenue Securities Trust 2020-01                                                                      | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |    865982 | PA      | $882641.41    | 0.58%             | 2050-03-25      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                 | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $107021.28    | 0.07%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                           | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27657.56     | 0.02%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                           | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42982.25     | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                               | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29223.60     | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCR Atleos LLC                                          | NCR Atleos LLC 2025 Term Loan B                                                                                              | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |     85333 | PA      | $85511.25     | 0.06%             | 2029-04-16      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                            | National Mentor Holdings Inc 2021 Term Loan                                                                                  | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    312106 | PA      | $303954.23    | 0.20%             | 2028-03-02      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                            | National Mentor Holdings Inc 2021 Term Loan C                                                                                | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |      9475 | PA      | $9227.73      | 0.01%             | 2028-03-02      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                    | New Mountain CLO 6 Ltd                                                                                                       | CUSIP: 647909AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1016491.00   | 0.66%             | 2037-10-15      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                  | NRZ Excess Spread-Collateralized Notes                                                                                       | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217424 | PA      | $213004.11    | 0.14%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196040.58    | 0.13%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northstar Group Services Inc                            | Northstar Group Services Inc 2024 Term Loan B                                                                                | CUSIP: 66707RAF4<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |    222561 | PA      | $224786.23    | 0.15%             | 2030-05-31      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Octagon 60 Ltd                                          | Octagon 60 Ltd                                                                                                               | CUSIP: 675936AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1016893.00   | 0.66%             | 2037-10-20      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                    | Olympus Water US Holding Corporation 2024 USD Term Loan                                                                      | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    318918 | PA      | $316483.04    | 0.21%             | 2031-06-20      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                         | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    212000 | PA      | $200746.68    | 0.13%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                   | Open Text Corporation 2023 Term Loan B                                                                                       | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    121418 | PA      | $121486.32    | 0.08%             | 2030-01-31      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                  | Option Care Health Inc                                                                                                       | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386356.28    | 0.25%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC               | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                                                                   | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    143503 | PA      | $144032.59    | 0.09%             | 2028-10-05      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                                       | Advisor Group Inc 2025 Term Loan                                                                                             | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    251454 | PA      | $252135.90    | 0.16%             | 2032-07-30      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo LLC                                 | Oscar AcquisitionCo LLC Term Loan B                                                                                          | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |    121250 | PA      | $109579.70    | 0.07%             | 2029-04-29      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                     | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149503.61    | 0.10%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PMHC II Inc                                             | PMHC II Inc 2022 Term Loan B                                                                                                 | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |     80271 | PA      | $62673.62     | 0.04%             | 2029-04-23      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                   | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    322000 | PA      | $322374.81    | 0.21%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services LLC                             | Pacific Dental Services LLC 2024 Term Loan B                                                                                 | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |    172753 | PA      | $173298.55    | 0.11%             | 2031-03-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                        | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    191000 | PA      | $205286.80    | 0.13%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                        | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    459000 | PA      | $351708.75    | 0.23%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                        | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $210590.00    | 0.14%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                        | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    243000 | PA      | $269608.50    | 0.18%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                                                                    | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $95155.78     | 0.06%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                              | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101846.10    | 0.07%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                          | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    170000 | PA      | $132685.00    | 0.09%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $261660.00    | 0.17%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $248694.96    | 0.16%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    455000 | PA      | $467325.50    | 0.31%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds              | Philippines Government International Bonds                                                                                   | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $309272.40    | 0.20%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds              | Philippines Government International Bonds                                                                                   | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    230000 | PA      | $236336.39    | 0.15%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                   | Phoenix Guarantor Inc 2024 Term Loan B                                                                                       | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    226561 | PA      | $227506.23    | 0.15%             | 2031-02-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                                     | Planet US Buyer LLC 2024 Term Loan B                                                                                         | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |    172813 | PA      | $173933.26    | 0.11%             | 2031-02-07      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC USD Term Loan B                                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    360000 | PA      | $345124.80    | 0.23%             | 2028-06-02      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                                | Pregis TopCo Corporation 2025 Refinancing Term Loan                                                                          | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |     94276 | PA      | $95004.52     | 0.06%             | 2029-02-01      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                                | Proampac PG Borrower LLC 2024 Term Loan                                                                                      | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    171944 | PA      | $172168.43    | 0.11%             | 2028-09-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                      | Project Ruby Ultimate Parent Corp 2025 Term Loan B                                                                           | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |    168031 | PA      | $168660.73    | 0.11%             | 2028-03-10      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                            | Cloudera Inc 2021 Term Loan                                                                                                  | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    257910 | PA      | $248334.67    | 0.16%             | 2028-10-08      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                        | Proofpoint Inc 2024 Term Loan                                                                                                | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    361064 | PA      | $363277.36    | 0.24%             | 2028-08-31      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                                                                         | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    155000 | PA      | $159518.25    | 0.10%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                   | Quikrete Holdings Inc 2025 Term Loan B                                                                                       | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    199000 | PA      | $199466.66    | 0.13%             | 2032-02-10      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                          | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94086.25     | 0.06%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    370000 | PA      | $385335.76    | 0.25%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                                  | Rackspace Finance LLC 2024 First Lien First Out Term Loan                                                                    | CUSIP: 75008UAC1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |     72577 | PA      | $73907.72     | 0.05%             | 2028-05-15      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                                  | Rackspace Finance, LLC 2024 First Lien Second Out Term Loan                                                                  | CUSIP: 75008UAD9<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |    114281 | PA      | $51962.36     | 0.03%             | 2028-05-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                          | Raven Acquisition Holdings LLC Term Loan B                                                                                   | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    185733 | PA      | $185998.93    | 0.12%             | 2031-11-19      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                          | Raven Acquisition Holdings LLC Delayed Draw Term Loan                                                                        | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13333 | PA      | $13352.40     | 0.01%             | 2031-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                                  | Real Hero Merger Sub 2 Inc                                                                                                   | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $44924.63     | 0.03%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                            | RealPage Inc 1st Lien Term Loan                                                                                              | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    384000 | PA      | $383679.36    | 0.25%             | 2028-04-24      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Newly Weds Foods Inc                                    | Newly Weds Foods Inc Term Loan B                                                                                             | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |    149625 | PA      | $149625.00    | 0.10%             | 2032-03-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                                                                       | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    130000 | PA      | $125872.50    | 0.08%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                                                                       | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    600000 | PA      | $629700.00    | 0.41%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                  | Ritchie Bros Holdings Inc                                                                                                    | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204461.40    | 0.13%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                | Ryan Specialty Group LLC 2024 USD Term Loan B                                                                                | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    148875 | PA      | $149294.08    | 0.10%             | 2031-09-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| SPX Flow Inc                                            | SPX Flow Inc 2025 Term Loan                                                                                                  | CUSIP: 78470DAW8<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |    139500 | PA      | $140455.58    | 0.09%             | 2029-04-05      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                            | First Advantage Holdings LLC 2025 Repriced Term Loan B                                                                       | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |    195839 | PA      | $191004.39    | 0.12%             | 2031-10-31      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                      | SeaWorld Parks & Entertainment Inc 2024 Term Loan B3                                                                         | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    120058 | PA      | $119946.12    | 0.08%             | 2031-12-04      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                          | Sabre GLBL Inc 2022 Term Loan B                                                                                              | CUSIP: 78571YBH2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     15086 | PA      | $14074.25     | 0.01%             | 2028-06-30      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                          | Sabre GLBL Inc 2024 Term Loan B1                                                                                             | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     84264 | PA      | $78470.83     | 0.05%             | 2029-11-15      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| Sazerac Company Inc                                     | Sazerac Company Inc Term Loan B                                                                                              | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    150000 | PA      | $150984.00    | 0.10%             | 2032-07-09      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                 | SEAGATE DATA STORAGE TECH                                                                                                    | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $228212.60    | 0.15%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                 | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    164244 | PA      | $164392.75    | 0.11%             | 2031-07-31      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                              | Select Medical Corporation 2024 Term Loan B                                                                                  | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    124062 | PA      | $124527.73    | 0.08%             | 2031-12-03      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                        | Sensata Technologies Inc                                                                                                     | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    189000 | PA      | $182450.55    | 0.12%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                               | Serta Simmons Bedding LLC 2023 New Term Loan                                                                                 | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    249557 | PA      | $235207.38    | 0.15%             | 2028-06-29      | Floating      | 11.62%                | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                               | Serta Simmons Bedding LLC 2024 Priority Term Loan                                                                            | CUSIP: 81753HAL5<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |     27093 | PA      | $27126.62     | 0.02%             | 2028-06-29      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                | Air Comm Corporation LLC 2025 Term Loan                                                                                      | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    189832 | PA      | $190307.46    | 0.12%             | 2031-12-11      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                | Air Comm Corporation LLC 2025 Delayed Draw Term Loan                                                                         | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      9231 | PA      | $9253.90      | 0.01%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XXI Ltd                                                                                                     | CUSIP: 83011PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1009057.00   | 0.66%             | 2037-10-21      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Skillsoft Corp                                          | Skillsoft Corp                                                                                                               | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Long             | EC               | CORP              | US        |       585 | NS      | $7681.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                                     | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    151000 | PA      | $154574.93    | 0.10%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | Sonic Automotive Inc                                                                                                         | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194655.26    | 0.13%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                              | Sotera Health Holdings LLC 2025 Term Loan B                                                                                  | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |     94281 | PA      | $94752.37     | 0.06%             | 2031-05-30      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                         | Spin Holdco Inc 2021 Term Loan                                                                                               | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    307695 | PA      | $258298.78    | 0.17%             | 2028-03-04      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                | Smyrna Ready Mix Concrete LLC                                                                                                | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191513.24    | 0.13%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                                                                   | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182279.66    | 0.12%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                                 | SolarWinds Holdings Inc 2025 Term Loan                                                                                       | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    250000 | PA      | $249063.75    | 0.16%             | 2032-04-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                    | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    191000 | PA      | $201529.45    | 0.13%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand Inc                                | Cornerstone OnDemand Inc 2021 Term Loan                                                                                      | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |    193000 | PA      | $185762.50    | 0.12%             | 2028-10-16      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                             | Surgery Center Holdings Inc 2025 Term Loan B                                                                                 | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    192202 | PA      | $192926.86    | 0.13%             | 2030-12-19      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                | Suriname Government International Bond                                                                                       | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    373341 | PA      | $373341.00    | 0.24%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                | Suriname Government International Bond                                                                                       | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    305000 | PA      | $362950.00    | 0.24%             | 2050-12-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                | Suriname Government International Bond                                                                                       | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    200000 | PA      | $201450.00    | 0.13%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                | Suriname Government International Bond                                                                                       | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    592000 | PA      | $610500.00    | 0.40%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Synechron Inc                                           | Synechron Inc Term Loan B                                                                                                    | CUSIP: 87168HAE7<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |    124375 | PA      | $121576.56    | 0.08%             | 2031-10-03      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Symplr Software Inc                                     | Symplr Software Inc 2020 Term Loan                                                                                           | CUSIP: 87190HAC3<br>LEI: 254900NR8M8HYDVR0M34 | Long             | LON              | CORP              | US        |    106996 | PA      | $94550.52     | 0.06%             | 2027-12-22      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                   | Tempo Acquisition LLC 2025 Repriced Term Loan B                                                                              | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |     99852 | PA      | $97418.31     | 0.06%             | 2028-08-31      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                     | Somnigroup International Inc                                                                                                 | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    216000 | PA      | $199878.69    | 0.13%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                            | Somnigroup International Inc Term Loan B                                                                                     | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |    174167 | PA      | $175364.27    | 0.11%             | 2031-10-24      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                                                                | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69785.23     | 0.05%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    244000 | PA      | $183535.75    | 0.12%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                     | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97792.78     | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                                                                | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141378.45    | 0.09%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                         | Trans Union LLC 2024 Term Loan B9                                                                                            | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    180433 | PA      | $180494.01    | 0.12%             | 2031-06-24      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147652.22    | 0.10%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247938.25    | 0.16%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207065.80    | 0.14%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                      | Tronox Finance LLC 2024 1st Lien Term Loan B                                                                                 | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    206593 | PA      | $148776.70    | 0.10%             | 2031-09-30      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| RealTruck Group Inc                                     | RealTruck Group Inc 2021 Term Loan B                                                                                         | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    191000 | PA      | $168318.75    | 0.11%             | 2028-01-31      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| RealTruck Group Inc                                     | RealTruck Group Inc 2023 Incremental Term Loan                                                                               | CUSIP: 89778PAH0<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |     98500 | PA      | $87665.00     | 0.06%             | 2028-01-31      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                 | UKG Inc 2024 Term Loan B                                                                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    646496 | PA      | $647152.13    | 0.42%             | 2031-02-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                 | X Corp Term Loan                                                                                                             | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    263454 | PA      | $257197.11    | 0.17%             | 2029-10-26      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| UGI Energy Services LLC                                 | UGI Energy Services LLC 2024 Term Loan B                                                                                     | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |    213707 | PA      | $215087.40    | 0.14%             | 2030-02-22      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| PROJECT JUBILEE II VUE ENT                              | PROJECT JUBILEE II VUE ENT                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |        79 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ENVISION PARENT INC                                     | ENVISION PARENT INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10840 | NS      | $167114.86    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MALLINCKRODT INT FINANCE S.A.                           | MALLINCKRODT INT FINANCE S.A.                                                                                                | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | EC               | CORP              | US        |      5076 | NS      | $522828.00    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                  | UBS-Barclays Commercial Mortgage Trust 2013-C6                                                                               | CUSIP: 90349GAS4<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |    848384 | PA      | $789095.61    | 0.52%             | 2046-04-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                 | USI Inc 2024 Term Loan D                                                                                                     | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    368723 | PA      | $369598.66    | 0.24%             | 2029-11-21      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $334940.00    | 0.22%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    450000 | PA      | $438750.00    | 0.29%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                          | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    164000 | PA      | $163453.54    | 0.11%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                          | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    167000 | PA      | $166193.54    | 0.11%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                          | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    169000 | PA      | $167829.60    | 0.11%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                          | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    490000 | PA      | $489530.52    | 0.32%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                             | UPX HIL 2025-1 Issuer Trust                                                                                                  | CUSIP: 916925AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501909.30    | 0.33%             | 2047-01-25      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| PG Investment Company 59 Sa rl                          | PG Investment Company 59 Sa rl Term Loan B                                                                                   | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |    148503 | PA      | $149263.90    | 0.10%             | 2031-03-26      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                     | VM Consolidated Inc                                                                                                          | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    364000 | PA      | $361005.44    | 0.24%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                           | Valvoline Inc                                                                                                                | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182616.04    | 0.12%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    358000 | PA      | $110568.30    | 0.07%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     44000 | PA      | $14084.40     | 0.01%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154612.50    | 0.10%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     59000 | PA      | $63057.84     | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    214000 | PA      | $200223.92    | 0.13%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Verifone Systems Inc                                    | Verifone Systems Inc 2025 Term Loan                                                                                          | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |     77012 | PA      | $73942.46     | 0.05%             | 2028-08-18      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                                                             | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186044.16    | 0.12%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    320000 | PA      | $336353.92    | 0.22%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2015-3 Ltd                                                                                                          | CUSIP: 92913DAJ3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1917198.00   | 1.25%             | 2031-10-20      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                      | Voyager Parent LLC Term Loan B                                                                                               | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    100000 | PA      | $100131.50    | 0.07%             | 2032-07-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                | Boost Newco Borrower LLC 2025 USD Term Loan B2                                                                               | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    421818 | PA      | $423399.64    | 0.28%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                     | WEC US Holdings Ltd 2024 Term Loan                                                                                           | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    749458 | PA      | $752040.08    | 0.49%             | 2031-01-27      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                           | LUXCO3 SHARES                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       914 | NS      | $15334.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                   | Walker & Dunlop Inc 2025 Term Loan B                                                                                         | CUSIP: 93148QAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99500 | PA      | $99624.38     | 0.07%             | 2032-03-14      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds                  | Lebanon Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     17000 | PA      | $3902.01      | 0.00%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ameriforge Group Inc.                                   | Ameriforge Group Inc.                                                                                                        | CUSIP: 000000000<br>LEI: 549300T5I2LOKUMVKN83 | Long             | EC               | CORP              | US        |      3122 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     35000 | PA      | $8102.69      | 0.01%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                        | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                                                                   | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    140390 | PA      | $140238.97    | 0.09%             | 2031-01-30      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc                                                                                                             | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    208000 | PA      | $217593.79    | 0.14%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SERTA SIMMONS BEDDING INC                               | SERTA SIMMONS BEDDING INC                                                                                                    | CUSIP: 937BQA905<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17110 | NS      | $161689.50    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL INC                           | MONITRONICS INTERNATIONAL INC                                                                                                | CUSIP: 937BQB903<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | EC               | CORP              | US        |      2596 | NS      | $36344.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tanzania                                                | Tanzania 10 Year Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |    944706 | PA      | $937998.49    | 0.61%             | 2031-04-28      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| GEE ACQUISITION HOLDINGS CORP                           | GEE ACQUISITION HOLDINGS CORP                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3588 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SERTA SSB EQUIPMENT COMPANY                             | SERTA SSB EQUIPMENT COMPANY                                                                                                  | CUSIP: 948EFX908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17110 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2015-C31                                                                               | CUSIP: 94989WBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    922000 | PA      | $795805.77    | 0.52%             | 2048-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C35                                                                               | CUSIP: 95000FAC0<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $947282.50    | 0.62%             | 2048-07-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                               | CUSIP: 95000MAC5<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $378471.50    | 0.25%             | 2059-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    393000 | PA      | $406526.67    | 0.27%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     93000 | PA      | $97319.85     | 0.06%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Vue International Bidco plc                             | Vue International Bidco plc 2022 EUR Term Loan                                                                               | CUSIP: 000000000<br>LEI: 9845009F4EIBBC5BB612 | Long             | LON              | CORP              | JE        |         0 | PA      | $0.00         | 0.00%             | 2027-06-30      | Floating      | 10.10%                | No            |                  2 | On Loan: No      |
| CANO HEALTH, INC.,                                      | CANO HEALTH, INC.,                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3285 | NS      | $9239.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANO HEALTH, INC.,                                      | CANO HEALTH, INC.,                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPM Lending Facility                                    | JPM Lending Facility                                                                                                         | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | US        |   1237500 | PA      | $1248635.03   | 0.82%             | 2029-07-15      | Variable      | 10.98%                | No            |                  2 | On Loan: No      |
| RANGE RED ACQ LLC (ROBERTSHAW                           | RANGE RED ACQ LLC (ROBERTSHAW                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        74 | NS      | $147195.62    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| COHESITY GLOBAL INC                                     | COHESITY GLOBAL INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       601 | NS      | $14499.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA TSA                           | PETROLEOS DE VENEZUELA SA TSA                                                                                                | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $272400.00    | 0.18%             | 2027-10-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COHESITY GLOBAL INC                                     | COHESITY GLOBAL INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       870 | NS      | $21097.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WEX Inc                                                 | WEX Inc 2025 Incremental Term Loan B                                                                                         | CUSIP: 96208UAX9<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |     99500 | PA      | $99354.73     | 0.06%             | 2032-03-05      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                     | White Cap Buyer LLC 2024 Term Loan B                                                                                         | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    185707 | PA      | $186372.84    | 0.12%             | 2029-10-19      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| ACNR HOLDINGS, INC.(MURRAY)                             | ACNR HOLDINGS, INC.(MURRAY)                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1179 | NS      | $103162.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AKORN HOLDING COMPANY LLC                               | AKORN HOLDING COMPANY LLC                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6053 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                | Windsor Holdings III LLC                                                                                                     | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211385.00    | 0.14%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                | Windsor Holdings III LLC 2025 USD Term Loan B                                                                                | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    171586 | PA      | $171729.76    | 0.11%             | 2030-08-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                                                                           | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $213095.80    | 0.14%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries Inc                                 | Zekelman Industries Inc 2024 Term Loan B                                                                                     | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |    117465 | PA      | $117773.74    | 0.08%             | 2031-01-24      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| CITYBREWING TOPCO, LLC                                  | CITYBREWING TOPCO, LLC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5554 | NS      | $44432.00     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| MALLINCKRODT PLC                                        | MALLINCKRODT PLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | EP               | CORP              | IE        | 231282864 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Citibank NA                                             | Long: BEV4V9AX0 CDS USD R F  1.00000 2 SOVEREIGN / Short: BEV4V9AX0 CDS USD P V 03MEVENT 1 SOVEREIGN                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    688000 | OU      | $-5193.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: BEV4V9B43 CDS USD R F  1.00000 2 SOVEREIGN / Short: BEV4V9B43 CDS USD P V 03MEVENT 1 SOVEREIGN                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |   1050000 | OU      | $-36570.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BMID0L973 CDS USD R F  1.00000 BMID0L981 CORPORATE / Short: BMID0L973 CDS USD P V 03MEVENT BMID0L999 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |   1525000 | OU      | $-7779.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BMID2FBE6 CDS USD R F  1.00000 BMID2FBF3 CORPORATE / Short: BMID2FBE6 CDS USD P V 03MEVENT BMID2FBG1 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |   1368731 | OU      | $-6982.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XVTUE9 CDS USD R F  1.00000 Z92XVTUG4 CCPSOVEREIGN / Short: S92XVTUE9 CDS USD P V 03MEVENT Z92XVTUF6 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    180000 | OU      | $-7750.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Long: BMIDYNLX1 CDS USD R F  7.85000 / Short: BMIDYNLX1 CDS USD P V 01MEVENT                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    674107 | OU      | $6649.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B96ZAV092 CDS USD R V 03MEVENT Z96ZAV1D2 CCPCDX / Short: B96ZAV092 CDS USD P F  1.00000 Z96ZAV0X9 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     50000 | OU      | $490.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Long: BMIES8NP4 CDS USD R F  1.00000 BMIES8NQ2 CORPORATE / Short: BMIES8NP4 CDS USD P V 03MEVENT BMIES8NR0 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     88000 | OU      | $-97.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                        | Long: BMID0RX99 CDS USD R V 03MEVENT / Short: BMID0RX99 CDS USD P F  1.00000                                                 | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | US        |   2893731 | OU      | $14761.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                        | Long: BMIF8GUW2 CDS USD R F  1.00000 BMIF8GUX0 CORPORATE / Short: BMIF8GUW2 CDS USD P V 03MEVENT BMIF8GUY8 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |     95000 | OU      | $-727.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Long: BMIF8QPV8 CDS USD R F  1.00000 BMIF8QPW6 CORPORATE / Short: BMIF8QPV8 CDS USD P V 03MEVENT BMIF8QPX4 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     46000 | OU      | $-51.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Long: BMIF95B55 CDS USD R F  1.00000 BMIF95B63 CORPORATE / Short: BMIF95B55 CDS USD P V 03MEVENT BMIF95B71 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    180000 | OU      | $-1378.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Long: BMIF9ER00 CDS USD R F  1.00000 BMIF9ER18 CORPORATE / Short: BMIF9ER00 CDS USD P V 03MEVENT BMIF9ER26 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     35000 | OU      | $-267.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                 | Long: BMIFA9JN8 CDS USD R F  1.00000 BMIFA9JN8_FEE CORPORATE / Short: BMIFA9JN8 CDS USD P V 03MEVENT BMIFA9JN8_PRO CORPORATE | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |     68000 | OU      | $-486.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                        | Long: BMIFBP3C2 CDS USD R F  1.00000 BMIFBP3D0 CORPORATE / Short: BMIFBP3C2 CDS USD P V 03MEVENT BMIFBP3E8 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |    181000 | OU      | $-1385.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                        | Long: BMIFBP1V2 CDS USD R F  1.00000 BMIFBP1W0 CORPORATE / Short: BMIFBP1V2 CDS USD P V 03MEVENT BMIFBP1X8 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |    182000 | OU      | $-596.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XUUD06 CDS USD R F  1.00000 Z92XUUD22 CCPSOVEREIGN / Short: S92XUUD06 CDS USD P V 03MEVENT Z92XUUD14 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3000000 | OU      | $36393.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | Long: BMIFJ6SW5 CDS USD R F  1.00000 BMIFJ6SX3 SOVEREIGN / Short: BMIFJ6SW5 CDS USD P V 03MEVENT BMIFJ6SY1 SOVEREIGN         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |   2518000 | OU      | $-44518.32    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XUVTJ6 CDS USD R F  1.00000 Z92XUVTL1 CCPSOVEREIGN / Short: S92XUVTJ6 CDS USD P V 03MEVENT Z92XUVTK3 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2500000 | OU      | $8521.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XUV1Y3 CDS USD R F  1.00000 Z92XUV206 CCPSOVEREIGN / Short: S92XUV1Y3 CDS USD P V 03MEVENT Z92XUV1Z0 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2000000 | OU      | $32708.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XUTP06 CDS USD R F  1.00000 Z92XUTP22 CCPSOVEREIGN / Short: S92XUTP06 CDS USD P V 03MEVENT Z92XUTP14 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   5000000 | OU      | $-205604.10   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XUTTH5 CDS USD R F  1.00000 Z92XUTTK8 CCPSOVEREIGN / Short: S92XUTTH5 CDS USD P V 03MEVENT Z92XUTTJ1 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   5000000 | OU      | $88788.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XUY549 CDS USD R F  1.00000 Z92XUY564 CCPSOVEREIGN / Short: S92XUY549 CDS USD P V 03MEVENT Z92XUY556 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2200000 | OU      | $-7778.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BMIFLTBZ3 CDS USD R F  1.00000 BMIFLTC09 CORPORATE / Short: BMIFLTBZ3 CDS USD P V 03MEVENT BMIFLTC17 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |    500000 | OU      | $-87514.00    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     37000 | PA      | $8528.50      | 0.01%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     13000 | PA      | $2985.13      | 0.00%             | 2020-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1196000 | PA      | $1017872.54   | 0.66%             | 2041-08-01      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    154000 | PA      | $35687.17     | 0.02%             | 2031-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     36000 | PA      | $8365.54      | 0.01%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    352180 | PA      | $69555.55     | 0.05%             | 2022-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $174229.44    | 0.11%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $202011.21    | 0.13%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    134000 | PA      | $122862.76    | 0.08%             | 2049-04-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    276000 | PA      | $275793.59    | 0.18%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $168202.82    | 0.11%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     15000 | PA      | $11254.16     | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     81000 | PA      | $18670.50     | 0.01%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $167862.12    | 0.11%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    300000 | PA      | $292198.89    | 0.19%             | 2030-04-16      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | State of Israel                                                                                                              | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    597000 | PA      | $411435.83    | 0.27%             | 2060-05-13      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    310000 | PA      | $293574.32    | 0.19%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Jordan Government International Bonds                   | Jordan Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $202774.09    | 0.13%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    566153 | PA      | $517888.46    | 0.34%             | 2030-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    269138 | PA      | $206899.84    | 0.14%             | 2035-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    418974 | PA      | $328370.87    | 0.21%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    550000 | PA      | $641215.98    | 0.42%             | 2032-10-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Serbia International Bonds                              | Serbia International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    205000 | PA      | $180237.44    | 0.12%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     42000 | PA      | $32198.95     | 0.02%             | 2040-12-02      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Morocco Government International Bonds                  | Morocco Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $177158.48    | 0.12%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $216504.66    | 0.14%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Pakistan Government International Bonds                 | Pakistan Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $198026.67    | 0.13%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     22000 | PA      | $20598.54     | 0.01%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     22000 | PA      | $16928.54     | 0.01%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     31000 | PA      | $32104.83     | 0.02%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     24000 | PA      | $18389.83     | 0.01%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    310000 | PA      | $267983.15    | 0.17%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                     | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    100000 | PA      | $115407.04    | 0.08%             | 2031-11-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $416800.93    | 0.27%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    220000 | PA      | $206783.49    | 0.13%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     14000 | PA      | $14104.45     | 0.01%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $215882.07    | 0.14%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     28000 | PA      | $31159.61     | 0.02%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    400000 | PA      | $404549.35    | 0.26%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    400000 | PA      | $417382.20    | 0.27%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     43000 | PA      | $48891.02     | 0.03%             | 2036-02-22      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $213035.00    | 0.14%             | 2034-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     35353 | PA      | $34053.54     | 0.02%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    139000 | PA      | $96270.93     | 0.06%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    200000 | PA      | $102686.34    | 0.07%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     10729 | PA      | $5687.62      | 0.00%             | 2030-02-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     70000 | PA      | $70415.61     | 0.05%             | 2037-03-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    192000 | PA      | $108231.05    | 0.07%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    180000 | PA      | $92313.61     | 0.06%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    100000 | PA      | $41854.20     | 0.03%             | 2034-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    215000 | PA      | $119880.16    | 0.08%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    157000 | PA      | $86581.92     | 0.06%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    682000 | PA      | $668705.60    | 0.44%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    126000 | PA      | $140056.28    | 0.09%             | 2044-09-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    250734 | PA      | $216721.92    | 0.14%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    108321 | PA      | $105747.45    | 0.07%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds               | Kazakhstan Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $197926.26    | 0.13%             | 2035-04-09      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    350000 | PA      | $394699.53    | 0.26%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    157000 | PA      | $137211.88    | 0.09%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    138000 | PA      | $127821.87    | 0.08%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    120000 | PA      | $113400.00    | 0.07%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     61000 | PA      | $55881.37     | 0.04%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     54750 | PA      | $52696.88     | 0.03%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     37000 | PA      | $28673.60     | 0.02%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $213397.86    | 0.14%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    270000 | PA      | $289876.57    | 0.19%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     28000 | PA      | $33894.48     | 0.02%             | 2034-09-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    334000 | PA      | $366945.98    | 0.24%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                     | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    100000 | PA      | $118772.98    | 0.08%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Republic of Kenya Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $205404.21    | 0.13%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                  | Montenegro Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    431000 | PA      | $506252.93    | 0.33%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bonds                 | Romanian Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     59000 | PA      | $71036.02     | 0.05%             | 2032-07-11      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    149000 | PA      | $178753.60    | 0.12%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FED OF BOSNIA&HERZ                                      | Federation of Bosnia & Herzegovina Eurobond                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |    100000 | PA      | $120244.10    | 0.08%             | 2030-07-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                        | Kuwait International Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    480000 | PA      | $479160.37    | 0.31%             | 2030-10-09      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                        | Kuwait International Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    510000 | PA      | $512738.61    | 0.33%             | 2035-10-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    220000 | PA      | $254178.56    | 0.17%             | 2037-10-07      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    160000 | PA      | $183192.52    | 0.12%             | 2045-10-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    580000 | PA      | $562160.12    | 0.37%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    217000 | PA      | $212142.51    | 0.14%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE DEC25                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -7 | NC      | $-4276.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -47 | NC      | $-16342.61    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1 | NC      | $-5186.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         8 | NC      | $12944.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE DEC25                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -8 | NC      | $-11893.39    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -15 | NC      | $-56240.47    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -11 | NC      | $-18213.42    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        92 | NC      | $12147.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -36 | NC      | $-2226.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vue Entertainment International Limited                 | Vue Entertainment International Limited 2023 EUR Floating PIK Reinstated Term Loan B                                         | CUSIP: 000000000<br>LEI: 9845009F4EIBBC5BB612 | Long             | LON              | CORP              | GB        |      2691 | PA      | $2016.15      | 0.00%             | 2027-12-31      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| AMERIFORGE GROUP INC                                    | Ameriforge Group Inc 2024 PIK Class A Initial Term Loan                                                                      | CUSIP: 000000000<br>LEI: 549300T5I2LOKUMVKN83 | Long             | LON              | CORP              | US        |    122857 | PA      | $7899.71      | 0.01%             | 2025-12-31      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| AMERIFORGE GROUP INC                                    | Ameriforge Group Inc 2024 PIK Class A Delayed Draw Term Loan                                                                 | CUSIP: 000000000<br>LEI: 549300T5I2LOKUMVKN83 | Long             | LON              | CORP              | US        |     14188 | PA      | $912.26       | 0.00%             | 2025-12-31      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| COMMONWEALTH OF THE BAHAMAS                             | Commonwealth of The Bahamas 2024 EUR Term Loan                                                                               | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | LON              | CORP              | BS        |    288750 | PA      | $343145.36    | 0.22%             | 2028-11-24      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| Navoi Mining and Metallurgical Company                  | Navoi Mining and Metallurgical Company 2024 Term Loan                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |      5086 | PA      | $5060.55      | 0.00%             | 2027-04-23      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Pretzel Parent, Inc.                                    | Pretzel Parent Inc 2024 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 254900X2H81QPLWW7G13 | Long             | LON              | CORP              | US        |    124375 | PA      | $124172.89    | 0.08%             | 2031-10-01      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| POP Bidco SAS                                           | POP Bidco SAS EUR Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 254900R1W5DBBQ780814 | Long             | LON              | CORP              | FR        |    150000 | PA      | $174644.64    | 0.11%             | 2031-11-26      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Speedster Bidco GmbH                                    | Speedster Bidco GmbH 2024 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |    125000 | PA      | $145492.54    | 0.09%             | 2031-12-10      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Range Red Operating, Inc                                | Range Red Operating Inc First Out Term Loan                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     26848 | PA      | $26968.31     | 0.02%             | 2029-10-01      | Floating      | 12.40%                | No            |                  2 | On Loan: No      |
| Range Red Operating, Inc                                | Range Red Operating Inc Second Out Term Loan                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112621 | PA      | $113128.12    | 0.07%             | 2029-10-01      | Floating      | 12.40%                | No            |                  2 | On Loan: No      |
| Galaxy Bidco Limited                                    | Galaxy Bidco Limited 2024 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | LON              | CORP              | GB        |     75000 | PA      | $87619.71     | 0.06%             | 2029-12-19      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| ENDURE DIGITAL INC                                      | Endure Digital Inc 2024 CoOp Term Loan                                                                                       | CUSIP: 000000000<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    430875 | PA      | $336082.50    | 0.22%             | 2028-02-10      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Veritas US Inc                                          | Veritas US Inc 2024 Priority Term Loan                                                                                       | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     68469 | PA      | $69388.76     | 0.05%             | 2029-12-09      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                             | Clover Holdings SPV III LLC 2024 USD Term Loan                                                                               | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     23898 | PA      | $24704.30     | 0.02%             | 2027-12-09      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Gategroup Fin Luxembourg SA                             | Gategroup Fin Luxembourg SA USD Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | LON              | CORP              | US        |     75000 | PA      | $75738.38     | 0.05%             | 2032-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TURQUOISE TOPCO LTD                                     | TURQUOISE TOPCO LTD TERM LOAN B                                                                                              | CUSIP: 000000000<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |    125000 | PA      | $123645.63    | 0.08%             | 2032-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                  | Techem Verwaltungsgesellschaft 675 mbH 2025 EUR Term Loan B                                                                  | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | LON              | CORP              | DE        |    110904 | PA      | $128806.88    | 0.08%             | 2032-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Reverb Buyer, Inc.                                      | Reverb Buyer Inc 2025 Steerco Term Loan                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    193176 | PA      | $144881.66    | 0.09%             | 2028-11-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Parts Europe SA                                         | Parts Europe SA 2025 EUR Repriced Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | LON              | CORP              | FR        |    200000 | PA      | $232522.94    | 0.15%             | 2031-02-03      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                        | Altice France SA 2025 USD Term Loan B14                                                                                      | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |    155704 | PA      | $155565.06    | 0.10%             | 2031-05-31      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     14000 | PA      | $11690.96     | 0.01%             | 2048-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $200659.51    | 0.13%             | 2035-10-29      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Arterra Wines Canada Inc                                | Arterra Wines Canada Inc 2020 Term Loan                                                                                      | CUSIP: 000000000<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |    142697 | PA      | $139347.70    | 0.09%             | 2027-11-24      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation 2025 Term Loan B                                                                                   | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    110000 | PA      | $110825.00    | 0.07%             | 2031-01-15      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                        | Garda World Security Corporation 2025 Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    167262 | PA      | $167575.12    | 0.11%             | 2029-02-01      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                  | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                                     | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    831736 | PA      | $830475.68    | 0.54%             | 2030-09-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                   | Ontario Gaming GTA LP Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    197985 | PA      | $186188.94    | 0.12%             | 2030-08-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                       | PointClickCare Technologies Inc 2025 Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |     96032 | PA      | $96392.54     | 0.06%             | 2031-11-03      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                       | Clarios Global LP 2024 USD Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    321756 | PA      | $322259.64    | 0.21%             | 2030-05-06      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                     | IVC Acquisition Ltd 2025 USD Repriced Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |    147381 | PA      | $148191.31    | 0.10%             | 2028-12-12      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Speedster Bidco GmbH                                    | Speedster Bidco GmbH 2024 USD Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |     99501 | PA      | $99886.19     | 0.07%             | 2031-12-10      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                  | TK Elevator Midco GmbH 2025 USD Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    313063 | PA      | $315346.62    | 0.21%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                                                                 | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |    285814 | PA      | $284148.87    | 0.19%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                    | Ineos US Finance LLC 2023 USD Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    263815 | PA      | $227252.66    | 0.15%             | 2030-02-18      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                    | Ineos US Finance LLC 2024 USD 1st Lien Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     74436 | PA      | $63326.50     | 0.04%             | 2031-02-07      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                 | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                                                                           | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    154698 | PA      | $155245.21    | 0.10%             | 2028-05-05      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                | Virgin Media Bristol LLC 2020 USD Term Loan Q                                                                                | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    175000 | PA      | $174927.38    | 0.11%             | 2029-01-31      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                              | Camelot US Acquisition LLC 2024 Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    320937 | PA      | $315622.18    | 0.21%             | 2031-01-31      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                          | Lonza Group AG USD Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |    263903 | PA      | $235303.71    | 0.15%             | 2028-07-03      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Marcel LUX IV SARL                                      | Marcel LUX IV SARL 2025 USD Repriced Term Loan                                                                               | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |    173691 | PA      | $174342.12    | 0.11%             | 2030-11-12      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Matador Bidco Sarl                                      | Matador Bidco Sarl 2024 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 549300CNVJU6794GIZ49 | Long             | LON              | CORP              | LU        |    131034 | PA      | $131620.65    | 0.09%             | 2029-07-30      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $184745.31    | 0.12%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $186840.36    | 0.12%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    136000 | PA      | $31286.12     | 0.02%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    427000 | PA      | $97889.75     | 0.06%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     81000 | PA      | $18590.82     | 0.01%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     54000 | PA      | $12393.00     | 0.01%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     19000 | PA      | $4372.85      | 0.00%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     45000 | PA      | $10326.09     | 0.01%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    412000 | PA      | $94760.00     | 0.06%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    222000 | PA      | $51175.22     | 0.03%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     20000 | PA      | $4606.25      | 0.00%             | 2021-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     47000 | PA      | $10776.22     | 0.01%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    368000 | PA      | $84548.00     | 0.06%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     15000 | PA      | $3435.30      | 0.00%             | 2026-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    171000 | PA      | $39244.50     | 0.03%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2024 Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    442125 | PA      | $440909.16    | 0.29%             | 2030-11-30      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                     | Peer Holding III BV 2025 USD Term Loan B4B                                                                                   | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    147750 | PA      | $148558.19    | 0.10%             | 2030-10-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                     | Peer Holding III BV 2025 USD Term Loan B5B                                                                                   | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    173688 | PA      | $174621.07    | 0.11%             | 2031-07-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                      | Nouryon Finance BV 2024 USD Term Loan B1                                                                                     | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    157088 | PA      | $157186.00    | 0.10%             | 2028-04-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    110000 | PA      | $118419.82    | 0.08%             | 2032-04-10      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     50000 | PA      | $52100.24     | 0.03%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    166100 | PA      | $42994.99     | 0.03%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    178300 | PA      | $51100.78     | 0.03%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    233200 | PA      | $68584.12     | 0.04%             | 2049-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    170400 | PA      | $50114.64     | 0.03%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    101800 | PA      | $30540.00     | 0.02%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $111265.00    | 0.07%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $209660.00    | 0.14%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $101580.00    | 0.07%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $146962.50    | 0.10%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    191000 | PA      | $172921.85    | 0.11%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $288165.00    | 0.19%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $216707.00    | 0.14%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $203144.00    | 0.13%             | 2032-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $215800.00    | 0.14%             | 2037-02-06      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                     | Honduras Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    150000 | PA      | $160912.50    | 0.11%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                | Suriname Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     44000 | PA      | $52360.00     | 0.03%             | 2050-12-31      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bonds                 | Paraguay Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    259000 | PA      | $263237.24    | 0.17%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    193900 | PA      | $43336.65     | 0.03%             | 2037-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    527800 | PA      | $117963.30    | 0.08%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    326500 | PA      | $86849.00     | 0.06%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    318900 | PA      | $72390.30     | 0.05%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    308100 | PA      | $75022.35     | 0.05%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    254900 | PA      | $56970.15     | 0.04%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    500022 | PA      | $111754.92    | 0.07%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                                                                         | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     65000 | PA      | $66894.75     | 0.04%             | 2032-07-02      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     26000 | PA      | $7672.60      | 0.01%             | 2018-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                       | Trinidad & Tobago Government International Bond                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    200000 | PA      | $199700.00    | 0.13%             | 2031-01-14      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     88000 | PA      | $20798.80     | 0.01%             | 2018-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    187000 | PA      | $42841.70     | 0.03%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Venezuela Government International Bonds                | Venezuela Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     75000 | PA      | $20745.00     | 0.01%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    157500 | PA      | $37658.25     | 0.02%             | 2049-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    182200 | PA      | $47208.02     | 0.03%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    258000 | PA      | $66847.80     | 0.04%             | 2049-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                 | Ethiopia International Bond                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    675000 | PA      | $715500.00    | 0.47%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $205312.92    | 0.13%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $178608.01    | 0.12%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    250000 | PA      | $224939.11    | 0.15%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bonds              | Republic of Azerbaijan International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    150000 | PA      | $140561.98    | 0.09%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-19

**Name of Applicant:** Eaton Vance Short Duration Diversified Income Fund

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer