# EDGAR Filing Document

**Accession Number:** 0001557156
**File Stem:** 0001752724-25-146907
**Filing Date:** 2025-6
**Character Count:** 754494
**Document Hash:** f0782615d1bf3d9de38479100e32bfba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-146907.hdr.sgml**: 20250617

**ACCESSION NUMBER**: 0001752724-25-146907

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250617

**DATE AS OF CHANGE**: 20250617

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Goldman Sachs Trust II
- **CENTRAL INDEX KEY:** 0001557156

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22781
- **FILM NUMBER:** 251052712

**BUSINESS ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **STREET 2:** 15TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282
- **BUSINESS PHONE:** 212-902-1000

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **STREET 2:** 15TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

## Series and Classes Contracts Data

### Goldman Sachs Multi-Manager Non-Core Fixed Income Fund (Series ID: S000048067)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000151918 | Class R6 Shares | GNCFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Goldman Sachs Trust II

- **b. Investment Company Act file number:** 811-22781

- **c. CIK number of Registrant:** 0001557156

- **d. LEI of Registrant:** 54930076LXUZ0NBAPG06

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

  - **Street Address 1:** 200 WEST STREET

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10282

  - **Telephone number:** 212-902-1000

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

- **a. Name of Series:** Goldman Sachs Multi-Manager Non-Core Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000048067

- **c. LEI of Series:** 54930036MMS0I6NRVI09

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2679079802.20

**Total Liabilities:** $1161413830.16

**Net Assets:** $1517665972.04

**Delayed Delivery Securities:** $37945939.75

**Cash Not Reported:** $21172095.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -214.16000000 | **1-Year:** -5185.78000000 | **5-Year:** -19595.99000000 | **10-Year:** -31730.38000000 | **30-Year:** -25398.26000000

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

- **3-Month:** -2632.36000000 | **1-Year:** -70146.02000000 | **5-Year:** -194102.03000000 | **10-Year:** -63649.93000000 | **30-Year:** -18851.44000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151918 | 0.58%                | 0.08%                | 1.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3163409.90             | $4986591.51                                |
| Month 2  | $-3046203.21             | $-4433545.02                               |
| Month 3  | $-2366414.93             | $6310028.32                                |

**Designated Index Information**

- **Index Name:** Securities Only Portfolio

- **Index Identifier:** Securities Only Portfolio_PV102378

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Citibank NA                                             | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-54467.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: IRS363458 IRS KRW R V 03MKSDA IRS363458_FLO NDF / Short: IRS363458 IRS KRW P F  2.54400 IRS363458_FIX NDF                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | GB        |    900000000 | OU      | $-9778.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $1361.49      | 0.00%             |  |  |  | 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        |      3962378 | PA      | $3942565.78   | 0.26%             | 2030-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    432720000 | PA      | $1225126.18   | 0.08%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $59577.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |       200000 | PA      | $203028.00    | 0.01%             | 2034-05-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  63396000000 | PA      | $3795083.53   | 0.25%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LUTECH                                                  | Lutech SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 8156009352E1EEBFDA50 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $563865.01    | 0.04%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |            1 | NC      | $94956.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING                                   | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC                                                      | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       847000 | PA      | $844916.38    | 0.06%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      2236900 | PA      | $259480.40    | 0.02%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   1274030000 | PA      | $15823630.92  | 1.04%             | 2034-04-08      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                           | PRA Group Inc                                                                                                                      | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |       867000 | PA      | $893521.53    | 0.06%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                          | Core & Main LP 2024 Term Loan B                                                                                                    | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |       307489 | PA      | $306720.15    | 0.02%             | 2028-07-27      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Wrench Group LLC                                        | Wrench Group LLC 2019 Term Loan B                                                                                                  | CUSIP: 98215PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1054474 | PA      | $1031623.22   | 0.07%             | 2028-10-30      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                    | Chart Industries Inc 2024 Term Loan B                                                                                              | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |       745969 | PA      | $740844.01    | 0.05%             | 2030-03-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                     | AssuredPartners Inc 2024 Incremental Term Loan B5                                                                                  | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |      5569780 | PA      | $5568332.10   | 0.37%             | 2031-02-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |            1 | NC      | $15532.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lightstone Holdco LLC                                   | Lightstone Holdco LLC 2022 Extended Term Loan C                                                                                    | CUSIP: 53226GAL5<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |        59694 | PA      | $59440.37     | 0.00%             | 2027-01-29      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      1792000 | PA      | $1682688.00   | 0.11%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                         | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       720000 | PA      | $722664.00    | 0.05%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-39408.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                 | Kaixo Bondco Telecom SA                                                                                                            | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $228650.02    | 0.02%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                | Viking Ocean Cruises Ship VII Ltd                                                                                                  | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       370000 | PA      | $365597.00    | 0.02%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                         | Hanesbrands Inc                                                                                                                    | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |       580000 | PA      | $601326.60    | 0.04%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED THB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |            1 | NC      | $1054.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                                                                                | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       250000 | PA      | $241512.50    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                              | BCP Renaissance Parent LLC 2024 Term Loan B3                                                                                       | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |       737500 | PA      | $735103.13    | 0.05%             | 2028-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                                                                               | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       598000 | PA      | $531968.84    | 0.04%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-81.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds              | Ivory Coast Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       471000 | PA      | $432142.50    | 0.03%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-4933.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD CZK                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-16095.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPIC Y-Grade Services LP                                | Epic Y-Grade Services, LP 2020 Term Loan                                                                                           | CUSIP: 29427BAF6<br>LEI: 549300TTOB7LU4ZHIL80 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                             | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       953000 | PA      | $841413.23    | 0.06%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $21481.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $1392.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                             | Deuce Finco Plc                                                                                                                    | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $227587.40    | 0.01%             | 2027-06-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    515320000 | PA      | $6259216.23   | 0.41%             | 2029-12-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      1031200 | PA      | $114978.80    | 0.01%             | 2037-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                | Broadstreet Partners Inc 2024 Term Loan B4                                                                                         | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |      4810519 | PA      | $4783868.25   | 0.32%             | 2031-06-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                                                                                                 | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       800000 | PA      | $784792.00    | 0.05%             | 2032-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                                    | Dynamo Newco II GmbH                                                                                                               | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |       350000 | PA      | $398765.65    | 0.03%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-9334.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                     | Verisure Holding AB                                                                                                                | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $116839.94    | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      9000000 | PA      | $154876.64    | 0.01%             | 2028-07-19      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                       | Clarios Global LP 2025 USD Term Loan B                                                                                             | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |       556026 | PA      | $543748.85    | 0.04%             | 2032-01-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                                                                        | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       782000 | PA      | $757992.60    | 0.05%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                                | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |       730000 | PA      | $759659.90    | 0.05%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     44600000 | PA      | $2422078.81   | 0.16%             | 2033-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                     | Allegiant Travel Co                                                                                                                | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |       226000 | PA      | $208907.62    | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FNZ GROUP SERVICES LTD                                  | FNZ Group Services Ltd 2024 USD Term Loan B                                                                                        | CUSIP: 30339HAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1250000 | PA      | $1031250.00   | 0.07%             | 2031-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      2624000 | PA      | $2696501.12   | 0.18%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                                       | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       755000 | PA      | $729450.80    | 0.05%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    173771500 | PA      | $7961850.28   | 0.52%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                         | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    301196000 | PA      | $187182.15    | 0.01%             | 2025-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                          | Var Energi ASA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      1160000 | PA      | $1426107.90   | 0.09%             | 2083-11-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                                                                                                | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |       475000 | PA      | $554483.88    | 0.04%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-4008.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                                       | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       800000 | PA      | $822449.47    | 0.05%             | 2028-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                  | Spirit Aerosystems Inc 2022 Term Loan                                                                                              | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |       980396 | PA      | $979582.19    | 0.06%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                                                                          | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      1367000 | PA      | $1312320.00   | 0.09%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                                                                         | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1071432.00   | 0.07%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAFFINLAND IRON CORP/LP                                 | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                                                              | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       860000 | PA      | $755604.60    | 0.05%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $85473.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                                                                     | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    480000000 | PA      | $471038.98    | 0.03%             | 2050-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                 | Biocon Biologics Global PLC                                                                                                        | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |       738000 | PA      | $658665.00    | 0.04%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                         | Amber Finco PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $471963.65    | 0.03%             | 2029-07-15      | Fixed         | 6.62%                 | 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        |       805664 | PA      | $796729.08    | 0.05%             | 2028-10-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                 | First Student Bidco Inc 2024 Term Loan B2                                                                                          | CUSIP: 33718FAL4<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |       146109 | PA      | $145299.62    | 0.01%             | 2028-07-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     18170000 | PA      | $336298.61    | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LTI HOLDINGS INC                                        | LTI Holdings Inc 2024 Term Loan B                                                                                                  | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |       474500 | PA      | $450381.17    | 0.03%             | 2029-07-19      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                                                                     | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   3130000000 | PA      | $3192247.63   | 0.21%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                                | Port Of Spain Waterfront Development                                                                                               | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |       886000 | PA      | $832840.00    | 0.05%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |            1 | NC      | $270628.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                     | Recess Holdings Inc 2025 Repriced Term Loan                                                                                        | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       912494 | PA      | $903086.32    | 0.06%             | 2030-02-20      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                              | Weber-Stephen Products LLC 2022 Incremental Term Loan B                                                                            | CUSIP: 94767KAP6<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      2116021 | PA      | $1966142.94   | 0.13%             | 2027-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    252130000 | PA      | $4495054.26   | 0.30%             | 2034-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED CZK / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $60272.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                                                                      | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      1052000 | PA      | $930504.52    | 0.06%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-24271.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $7297.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORNERSTONE CHEM CO LLC                                 | Cornerstone Chemical Co LLC                                                                                                        | CUSIP: 21925AAF2<br>LEI: BL03B05TRUKQ14Y1HC46 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1000000.00   | 0.07%             | 2027-09-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| FEDRIGONI SPA                                           | Fedrigoni SpA                                                                                                                      | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |       250000 | PA      | $278876.64    | 0.02%             | 2030-01-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                               | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       231000 | PA      | $230519.52    | 0.02%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                            | VS Buyer LLC 2024 1st Lien Term Loan B                                                                                             | CUSIP: 91834WAF7<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |       557204 | PA      | $554072.02    | 0.04%             | 2031-04-12      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                | Nidda Healthcare Holding GmbH                                                                                                      | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |       182000 | PA      | $205743.76    | 0.01%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                               | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $483780.00    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-116661.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INFORMATICA LLC                                         | Informatica LLC 2024 Term Loan B                                                                                                   | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |       545000 | PA      | $543637.50    | 0.04%             | 2028-10-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED PLN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PL        |            1 | NC      | $235328.01    | 0.02%             |  |  |  | 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        |      1200000 | PA      | $1188216.00   | 0.08%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                      | Zambia Government International Bond                                                                                               | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       252084 | PA      | $217816.00    | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                             | City Football Group Limited 2024 Term Loan                                                                                         | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |            0 | PA      | $0.00         | 0.00%             | 2030-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                       | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2122000 | PA      | $1976727.88   | 0.13%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                    | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |       930000 | PA      | $850308.30    | 0.06%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENDING SPOONS US INC                                   | Bending Spoons US Inc Term Loan B                                                                                                  | CUSIP: 000000000<br>LEI: 9845008E9B4A982B2F23 | Long             | LON              | CORP              | US        |       770000 | PA      | $767112.50    | 0.05%             | 2031-03-07      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                                                   | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       812630 | PA      | $643383.55    | 0.04%             | 2030-03-06      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                | Summit Midstream Holdings LLC                                                                                                      | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $688688.00    | 0.05%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-34413.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENNECO INC                                             | Tenneco Inc                                                                                                                        | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      1372000 | PA      | $1308325.48   | 0.09%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                                             | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      1329000 | PA      | $1261194.42   | 0.08%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                        | SBL Holdings Inc                                                                                                                   | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |       630000 | PA      | $588042.00    | 0.04%             | 2034-10-30      | Fixed         | 7.20%                 | 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        |       101389 | PA      | $99665.82     | 0.01%             | 2028-12-21      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-9225.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     17145000 | PA      | $3785815.22   | 0.25%             | 2028-04-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc 2025 Term Loan B                                                                                             | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |       107143 | PA      | $105535.66    | 0.01%             | 2032-02-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                                 | SolarWinds Holdings Inc 2025 Term Loan                                                                                             | CUSIP: 85554UAB0<br>LEI: 549300GUYI8M0E3S0X29 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2032-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Quirch Foods Holdings LLC                               | Quirch Foods Holdings LLC 2022 Term Loan                                                                                           | CUSIP: 74880TAG1<br>LEI: 549300ZJJLQXSE7L4U02 | Long             | LON              | CORP              | US        |       439319 | PA      | $412849.95    | 0.03%             | 2027-10-27      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| ASSEMBLIN CAVERION GROUP                                | Assemblin Caverion Group AB                                                                                                        | CUSIP: 000000000<br>LEI: 636700ULD38LN63RC248 | Long             | DBT              | CORP              | SE        |       225000 | PA      | $263792.17    | 0.02%             | 2030-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                           | Truist Insurance Holdings LLC 2nd Lien Term Loan                                                                                   | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4125000 | PA      | $4108500.00   | 0.27%             | 2032-05-06      | None          | 0.00%                 | 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        |      1228459 | PA      | $1202870.08   | 0.08%             | 2029-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENVISION PARENT INC                                     | ENVISION PARENT INC                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47389 | NS      | $561559.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                             | Vistra Corp                                                                                                                        | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      1395000 | PA      | $1409661.45   | 0.09%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                       | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       820000 | PA      | $689980.80    | 0.05%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1237922.40   | 0.08%             | 2027-12-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Quest Software US Holdings Inc                          | Quest Software US Holdings Inc 2022 Term Loan                                                                                      | CUSIP: 74834YAN2<br>LEI: 549300LMV4JEXTGLE324 | Long             | LON              | CORP              | US        |      2123095 | PA      | $1116132.11   | 0.07%             | 2029-02-01      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bond                                                                                   | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1200000 | PA      | $1220400.00   | 0.08%             | 2030-02-12      | Fixed         | 4.88%                 | 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        |       155280 | PA      | $153532.61    | 0.01%             | 2030-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Beasley Broadcast Group Inc                             | Beasley Broadcast Group Inc                                                                                                        | CUSIP: 074014200<br>LEI: 549300R5FEOSY86VTY76 | Long             | EC               | CORP              | US        |         1128 | NS      | $6102.48      | 0.00%             |  |  |  | No            |                  1 | 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        |       669514 | PA      | $643155.34    | 0.04%             | 2031-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                    | Republic of Cameroon International Bond                                                                                            | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |       217000 | PA      | $190842.82    | 0.01%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                 | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |       650000 | PA      | $622394.50    | 0.04%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                | Cougar JV Subsidiary LLC                                                                                                           | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       361000 | PA      | $374764.93    | 0.02%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                       | Amspec Parent LLC 2024 Term Loan                                                                                                   | CUSIP: 03218AAB5<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2031-12-22      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                                | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV                                                             | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       533000 | PA      | $526508.06    | 0.03%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHARP SERVICES LLC                                      | Sharp Services LLC 2024 Term Loan B                                                                                                | CUSIP: 81989LAF5<br>LEI: 549300ZXMVUWBVXDAR03 | Long             | LON              | CORP              | US        |      1085424 | PA      | $1078640.55   | 0.07%             | 2028-12-31      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                     | Cirsa Finance International Sarl                                                                                                   | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $471891.15    | 0.03%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3980000 | PA      | $1127373.33   | 0.07%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $20209.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC 2025 USD Term Loan B                                                                                      | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |      1164400 | PA      | $1161489.00   | 0.08%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                              | KUEHG Corp 2024 Term Loan                                                                                                          | CUSIP: 50118YAG4<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2030-06-12      | Floating      | 7.55%                 | 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        |       560000 | PA      | $552115.20    | 0.04%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-20738.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       810000 | PA      | $709292.70    | 0.05%             | 2030-11-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AAP BUYER INC                                           | AAP Buyer Inc Term Loan B                                                                                                          | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |       434038 | PA      | $432410.28    | 0.03%             | 2031-09-09      | Floating      | 7.07%                 | 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        |      2123116 | PA      | $2113562.39   | 0.14%             | 2031-03-26      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| ROQUETTE FRERES SA                                      | Roquette Freres SA                                                                                                                 | CUSIP: 000000000<br>LEI: 969500FO141C5967KC72 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $904785.05    | 0.06%             | 2029-11-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Teneo Holdings LLC                                      | Teneo Holdings LLC 2024 Term Loan B                                                                                                | CUSIP: 88033CAM1<br>LEI: 254900JYFK02V3OP5U96 | Long             | LON              | CORP              | US        |       552818 | PA      | $553509.02    | 0.04%             | 2031-03-13      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                          | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       156000 | PA      | $152418.24    | 0.01%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER LLC                            | Edelman Financial Center LLC 2024 2nd Lien Term Loan                                                                               | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |       495226 | PA      | $480988.38    | 0.03%             | 2028-10-06      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc (New)                             | Genesee & Wyoming Inc (New) 2024 Term Loan B                                                                                       | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |       370000 | PA      | $364845.90    | 0.02%             | 2031-04-10      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                                                                              | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |       450000 | PA      | $426591.00    | 0.03%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                                                                       | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       145000 | PA      | $133436.25    | 0.01%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                               | TEGNA Inc                                                                                                                          | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |       993000 | PA      | $949049.82    | 0.06%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                                   | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       747000 | PA      | $672300.00    | 0.04%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                                                                     | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    165000000 | PA      | $174327.66    | 0.01%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                       | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       410000 | PA      | $399959.10    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                               | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      2035000 | PA      | $1903457.60   | 0.13%             | 2026-03-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIR METHODS CORP WARRANTS                               | AIR METHODS CORP WARRANTS                                                                                                          | CUSIP: 000000000<br>LEI: 54930081QGNZXVDOZF63 | N/A              | DE               |  | US        |         1906 | NS      | $88629.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       650000 | PA      | $887530.72    | 0.06%             | 2028-03-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN PROVINCE DIAMON                                | Mountain Province Diamonds Inc                                                                                                     | CUSIP: 62426EAB1<br>LEI: 549300Y5548SJTH51N28 | Long             | DBT              | CORP              | CA        |      2861000 | PA      | $2586344.00   | 0.17%             | 2027-12-15      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| MCAFEE LLC                                              | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                           | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |       319200 | PA      | $298851.00    | 0.02%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-170.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                        | Altice France SA 2018 Term Loan B13                                                                                                | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |            0 | PA      | $0.00         | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                             | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      1342000 | PA      | $1314153.50   | 0.09%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |      5510000 | PA      | $266597.69    | 0.02%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Numericable Group SA                                    | Numericable Group SA USD Term Loan B11                                                                                             | CUSIP: 67053NAK0<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |            0 | PA      | $0.00         | 0.00%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2024 Term Loan K                                                                                                     | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1384985 | PA      | $1380898.85   | 0.09%             | 2030-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Potomac Energy Center, LLC                              | Potomac Energy Center, LLC 2025 Term Loan                                                                                          | CUSIP: 73767TAB2<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |       356221 | PA      | $353549.59    | 0.02%             | 2032-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AXALTA COATING SYSTEMS                                  | Axalta Coating Systems LLC                                                                                                         | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4636.90      | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIR METHODS CORP                                        | AIR METHODS CORP                                                                                                                   | CUSIP: 000000000<br>LEI: 54930081QGNZXVDOZF63 | Long             | EC               | CORP              | US        |         1175 | NS      | $54637.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $31408.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                                | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1760000 | PA      | $1367608.00   | 0.09%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                | Trident TPI Holdings Inc 2024 Term Loan B7                                                                                         | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |      2239397 | PA      | $2162540.69   | 0.14%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $335.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                                                                  | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |       398000 | PA      | $392014.08    | 0.03%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EDO SUKUK LTD                                           | EDO Sukuk Ltd                                                                                                                      | CUSIP: 28135J2B2<br>LEI: 5493000LZIE4T625R469 | Long             | DBT              | CORP              | KY        |       923000 | PA      | $927615.00    | 0.06%             | 2031-07-03      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  53855000000 | PA      | $3299695.85   | 0.22%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                        | Peruvian Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      4460000 | PA      | $1200072.29   | 0.08%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                                         | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      1450000 | PA      | $1524312.50   | 0.10%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                | Korn Ferry                                                                                                                         | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |       265000 | PA      | $256419.30    | 0.02%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                                                                     | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2520000000 | PA      | $2529075.18   | 0.17%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                     | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      1171000 | PA      | $1202136.89   | 0.08%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                                                                                | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       112000 | PA      | $114290.40    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      1578000 | PA      | $1271284.14   | 0.08%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD THB                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-5856.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     78610000 | PA      | $3107396.94   | 0.20%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                 | Global Medical Response Inc                                                                                                        | CUSIP: 37960BAB1<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      1722268 | PA      | $1725092.52   | 0.11%             | 2028-10-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                                                                           | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       971000 | PA      | $972942.00    | 0.06%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                                           | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |        29000 | PA      | $28389.55     | 0.00%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                   | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       472000 | PA      | $474326.50    | 0.03%             | 2027-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                            | Oriental Republic of Uruguay                                                                                                       | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       471551 | PA      | $424853.02    | 0.03%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                   | Scripps Escrow II Inc                                                                                                              | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1771000 | PA      | $1361473.96   | 0.09%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      5767000 | PA      | $1630228.13   | 0.11%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| UNITED TALENT AGENCY LLC                                | United Talent Agency LLC 2024 Term Loan B                                                                                          | CUSIP: 91301QAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1046976 | PA      | $1044358.06   | 0.07%             | 2028-07-07      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HOLD                                   | Voyager Aviation Holdings LLC                                                                                                      | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ECI ACQUIROR LP                                 | Prairie ECI Acquiror LP 2024 Term Loan B                                                                                           | CUSIP: 73955HAE4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | LON              | CORP              | US        |       972583 | PA      | $956292.28    | 0.06%             | 2029-08-01      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                              | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1                                                                              | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      1083044 | PA      | $1076340.40   | 0.07%             | 2031-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                                                                   | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       595000 | PA      | $554266.30    | 0.04%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      5000000 | PA      | $1162108.92   | 0.08%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                                                                          | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       530000 | PA      | $522346.80    | 0.03%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                                                                      | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      1102000 | PA      | $1073667.58   | 0.07%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                       | Picard Groupe SAS                                                                                                                  | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |       550000 | PA      | $649417.32    | 0.04%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                                                                          | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       527000 | PA      | $525155.50    | 0.03%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                       | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       522000 | PA      | $520162.56    | 0.03%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    161393000 | PA      | $5363339.90   | 0.35%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                          | ARD Finance SA                                                                                                                     | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |       139893 | PA      | $3364.43      | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                       | Engineered Machinery Holdings Inc 2021 USD 2nd Lien Incremental Term Loan                                                          | CUSIP: 26658NAN9<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |      1325000 | PA      | $1298499.99   | 0.09%             | 2029-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                            | MH Sub I LLC 2023 Term Loan                                                                                                        | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |       362482 | PA      | $342545.75    | 0.02%             | 2028-05-03      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED CZK / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $17964.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-25605.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BE SEMICONDUCTOR                                        | BE Semiconductor Industries NV                                                                                                     | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $457676.14    | 0.03%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CZK / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |            1 | NC      | $1951.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GTRC REORG EQTY                                         | GTRC REORG EQTY                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7504 | NS      | $656224.80    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Sabre GLBL Inc                                          | Sabre GLBL Inc 2022 1st Lien Term Loan B                                                                                           | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       165000 | PA      | $155203.95    | 0.01%             | 2028-06-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                                 | OneDigital Borrower LLC 2025 Repriced Term Loan                                                                                    | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |       573555 | PA      | $563518.06    | 0.04%             | 2031-07-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                                                                                | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      2380000 | PA      | $1825555.20   | 0.12%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-24117.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEINOR HOMES SLU                                        | Neinor Homes SA                                                                                                                    | CUSIP: 000000000<br>LEI: 959800FW4JL65YWSQ217 | Long             | DBT              | CORP              | ES        |       143000 | PA      | $166253.30    | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $602.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                                                                         | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       860000 | PA      | $820698.00    | 0.05%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                      | Eldorado Gold Corp                                                                                                                 | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |      1450000 | PA      | $1432991.50   | 0.09%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                       | Amsted Industries Inc                                                                                                              | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |       401000 | PA      | $403534.32    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                             | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1100000 | PA      | $1071400.00   | 0.07%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    123675000 | PA      | $4233198.48   | 0.28%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                    | Freeport-McMoRan Inc                                                                                                               | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       795000 | PA      | $793910.85    | 0.05%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Adnoc Murban Rsc Ltd.                                   | Adnoc Murban Rsc Ltd.                                                                                                              | CUSIP: 000000000<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |       214000 | PA      | $206108.75    | 0.01%             | 2034-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                | Zelis Payments Buyer Inc Term Loan B                                                                                               | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |       792990 | PA      | $773165.25    | 0.05%             | 2029-09-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CLP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |            1 | NC      | $69582.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                         | Traverse Midstream Partners LLC 2017 Term Loan                                                                                     | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |      1245525 | PA      | $1239297.12   | 0.08%             | 2028-02-16      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-9688.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                 | Wintershall Dea Finance 2 BV                                                                                                       | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1136450.71   | 0.07%             | 2028-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                      | Aegea Finance Sarl                                                                                                                 | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |       921000 | PA      | $956882.16    | 0.06%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                                                                             | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       273000 | PA      | $269008.74    | 0.02%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                   | Chamberlain Group Inc Term Loan B                                                                                                  | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      4196649 | PA      | $4139490.59   | 0.27%             | 2028-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED PLN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |            1 | NC      | $13290.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lackawanna Energy Center LLC                            | Lackawanna Energy Center LLC Term Loan B2                                                                                          | CUSIP: 50550EAC2<br>LEI: 549300IW2LJBNY42EC59 | Long             | LON              | CORP              | US        |       558423 | PA      | $561214.86    | 0.04%             | 2029-08-06      | Floating      | 8.57%                 | No            |                  3 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV                                                                               | CUSIP: 000000000<br>LEI: 894500GLVOTVRGS68C28 | Long             | DBT              | CORP              | XX        |       364000 | PA      | $520632.02    | 0.03%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                       | Parexel International Corporation 2025 Term Loan B                                                                                 | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |       614974 | PA      | $610902.62    | 0.04%             | 2028-11-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Nuuday AS                                               | Nuuday AS EUR Term Loan B                                                                                                          | CUSIP: 000000000<br>LEI: 5493003B50SM3XIJDQ79 | Long             | LON              | CORP              | DK        |       400000 | PA      | $454699.01    | 0.03%             | 2028-02-03      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      4585000 | PA      | $1051468.54   | 0.07%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| EPHIOS SUBCO SARL                                       | Ephios Subco 3 Sarl                                                                                                                | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $358723.91    | 0.02%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                         | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    932041000 | PA      | $571029.01    | 0.04%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVAYA HLDGS CORP                                        | AVAYA HLDGS CORP                                                                                                                   | CUSIP: 05351X309<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |        11631 | NS      | $63970.50     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Forest City Enterprises LP                              | Forest City Enterprises LP 2019 Term Loan B                                                                                        | CUSIP: 34555QAF7<br>LEI: 54930078MCT017XXRD21 | Long             | LON              | CORP              | US        |      1035960 | PA      | $993941.74    | 0.07%             | 2025-12-08      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    918510000 | PA      | $2568601.67   | 0.17%             | 2025-06-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $174160.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                              | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       565000 | PA      | $568791.15    | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                              | Fertitta Entertainment LLC 2022 Term Loan B                                                                                        | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |       304722 | PA      | $296533.91    | 0.02%             | 2029-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                       | Waste Pro USA Inc                                                                                                                  | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |       320000 | PA      | $327299.20    | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AVAYA HLDGS CORP                                        | AVAYA HLDGS CORP                                                                                                                   | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |        49875 | NS      | $274312.50    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Burgundy Diamond Mines Ltd                              | Burgundy Diamond Mines Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1239530 | NS      | $28583.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOSMOS ENERGY LTD                                       | Kosmos Energy Ltd                                                                                                                  | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      1565000 | PA      | $1408500.00   | 0.09%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     16420000 | PA      | $3588761.90   | 0.24%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  21730000000 | PA      | $1416311.66   | 0.09%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      2361000 | PA      | $1594265.25   | 0.11%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                 | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       632000 | PA      | $648988.16    | 0.04%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      1516000 | PA      | $1546888.50   | 0.10%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PROJECT BOOST PURCHASER LLC                             | Project Boost Purchaser LLC 2024 Term Loan                                                                                         | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |      1928799 | PA      | $1909240.72   | 0.13%             | 2031-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TR        |            1 | NC      | $-78016.62    | -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        |       200000 | PA      | $196416.00    | 0.01%             | 2032-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                                                                          | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      1190000 | PA      | $1478928.13   | 0.10%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORPORATION                            | Filtration Group Corporation 2025 USD Term Loan B                                                                                  | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |      3795545 | PA      | $3788105.44   | 0.25%             | 2028-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED THB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |            1 | NC      | $28843.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                                                                    | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       882000 | PA      | $837900.00    | 0.06%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                        | Peruvian Government International Bond                                                                                             | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3366000 | PA      | $993777.71    | 0.07%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOOD LLC                                   | Golden State Food LLC Term Loan B                                                                                                  | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       538257 | PA      | $538547.24    | 0.04%             | 2031-12-04      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| PLANVIEW PARENT INC                                     | Planview Parent Inc 2024 1st Lien Term Loan                                                                                        | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |       588521 | PA      | $575279.57    | 0.04%             | 2027-12-17      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| LASERSHIP INC                                           | LaserShip Inc 2024 First Lien Second Out TL C                                                                                      | CUSIP: 51809EAN5<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2029-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLOS B&B ITALIA SPA                                     | Flos B&b Italia SPA                                                                                                                | CUSIP: 000000000<br>LEI: 815600907387ED411436 | Long             | DBT              | CORP              | IT        |       240000 | PA      | $284515.86    | 0.02%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                                                                          | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       475000 | PA      | $444201.00    | 0.03%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $949.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                  | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                       | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |       484000 | PA      | $491502.00    | 0.03%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4010000 | PA      | $896895.64    | 0.06%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc                              | Amynta Agency Borrower Inc 2024 1st Lien Term Loan B                                                                               | CUSIP: 57810JAL2<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |      1493756 | PA      | $1478505.00   | 0.10%             | 2031-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                | Kraken Oil & Gas Partners LLC                                                                                                      | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |       522000 | PA      | $467941.68    | 0.03%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |            1 | NC      | $18855.10     | 0.00%             |  |  |  | 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        |      1799644 | PA      | $1788899.99   | 0.12%             | 2032-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC                                                                                                                   | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       721000 | PA      | $670191.13    | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       296609 | PA      | $203918.69    | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $59577.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  16306000000 | PA      | $979833.43    | 0.06%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                                                                           | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       313000 | PA      | $317460.25    | 0.02%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                                                                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1350000 | PA      | $1322838.00   | 0.09%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                            | Focus Financial Partners LLC 2025 Incremental Term Loan B                                                                          | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |       698250 | PA      | $689047.07    | 0.05%             | 2031-09-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $963590.00    | 0.06%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                   | Canpack SA / Canpack US LLC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       532000 | PA      | $587446.84    | 0.04%             | 2027-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       985800 | PA      | $162657.00    | 0.01%             | 2022-08-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $2024.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-6286.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-24700.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHOBANI LLC                                             | Chobani LLC 2025 Repriced Term Loan B                                                                                              | CUSIP: 17026YAK5<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |      1049842 | PA      | $1048309.39   | 0.07%             | 2027-10-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       845900 | PA      | $139573.50    | 0.01%             | 2031-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVAYA INC                                               | Avaya Inc 2023 Exit Term Loan                                                                                                      | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |      2526411 | PA      | $1957968.72   | 0.13%             | 2028-08-01      | Floating      | 11.82%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     22622000 | PA      | $5246573.93   | 0.35%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                             | Deuce Finco Plc                                                                                                                    | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $328294.17    | 0.02%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    140161900 | PA      | $5837119.00   | 0.38%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                               | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |       509000 | PA      | $596312.51    | 0.04%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                                                                                       | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       600000 | PA      | $613200.00    | 0.04%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                    | Lorca Telecom Bondco SA                                                                                                            | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |       450000 | PA      | $509894.88    | 0.03%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation Term Loan                                                                                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      3197856 | PA      | $3156603.60   | 0.21%             | 2027-05-10      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |            1 | NC      | $-13123.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      5115000 | PA      | $953878.30    | 0.06%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                   | eG Global Finance PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |       650000 | PA      | $816092.48    | 0.05%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $989630.00    | 0.07%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                                                                           | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |       164000 | PA      | $134037.20    | 0.01%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-186928.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Access CIG LLC                                          | Access CIG LLC 2023 Term Loan                                                                                                      | CUSIP: 00435CAS7<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |      1690438 | PA      | $1681461.54   | 0.11%             | 2028-08-18      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                                | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1652000 | PA      | $1570308.60   | 0.10%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                    | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       500000 | PA      | $508515.00    | 0.03%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |            1 | NC      | $15714.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                         | Tyson Foods Inc                                                                                                                    | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |       579000 | PA      | $511563.87    | 0.03%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC                                           | Wilsonart LLC 2024 Term Loan B                                                                                                     | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |       452507 | PA      | $436669.51    | 0.03%             | 2031-08-05      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                          | Czech Republic Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     43140000 | PA      | $1724084.19   | 0.11%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |            1 | NC      | $205158.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     32119781 | PA      | $700577.90    | 0.05%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                                                                          | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       450000 | PA      | $441796.50    | 0.03%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                                | Alterra Mountain Company 2024 Term Loan B7                                                                                         | CUSIP: 46124CAR8<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      1072169 | PA      | $1072168.82   | 0.07%             | 2030-05-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      5863000 | PA      | $1454907.19   | 0.10%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                           | CoreLogic Inc Term Loan                                                                                                            | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |      4088766 | PA      | $4027434.85   | 0.27%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                | EnLink Midstream Partners LP                                                                                                       | CUSIP: 29336UAG2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       549000 | PA      | $473622.30    | 0.03%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ensono LP                                               | Ensono LP 2021 Term Loan                                                                                                           | CUSIP: 29359DAB3<br>LEI: 5493003GTMBHX0VZAW67 | Long             | LON              | CORP              | US        |      1169913 | PA      | $1151264.75   | 0.08%             | 2028-05-26      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Mavenir Systems Inc                                     | Mavenir Systems Inc 2021 Term Loan B                                                                                               | CUSIP: 57767EAE2<br>LEI: 549300Q70CXM8TJLTD42 | Long             | LON              | CORP              | US        |       732917 | PA      | $498383.64    | 0.03%             | 2028-08-18      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     99502756 | PA      | $2294691.40   | 0.15%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bond                                                                                   | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1500000 | PA      | $1518000.00   | 0.10%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye                                     | Republic of Turkiye                                                                                                                | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      2398000 | PA      | $2194170.00   | 0.14%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CERBA HEALTHCARE SASU                                   | Cerba Healthcare SACA                                                                                                              | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | DBT              | CORP              | FR        |       971000 | PA      | $819058.40    | 0.05%             | 2028-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD INR                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-2370.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |            1 | NC      | $20461.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCHKEY SOLUTIONS LLC                                   | Archkey Solutions LLC 2024 Term Loan B                                                                                             | CUSIP: 48205CAC9<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |       645517 | PA      | $642289.65    | 0.04%             | 2031-11-01      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Brook and Whittle Holding Corp                          | Brook and Whittle Holding Corp 2021 First Lien Term Loan                                                                           | CUSIP: 58985XAB0<br>LEI: 254900BJ2380A12DX857 | Long             | LON              | CORP              | US        |       875722 | PA      | $663630.52    | 0.04%             | 2028-12-14      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                | Air Comm Corporation LLC 2024 Term Loan                                                                                            | CUSIP: 82670NAB2<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      1846154 | PA      | $1820769.23   | 0.12%             | 2031-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                    | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       323000 | PA      | $349469.85    | 0.02%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                           | Rite Aid Corp                                                                                                                      | CUSIP: 767754CR3<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |        36240 | PA      | $26002.20     | 0.00%             | 2031-08-30      | Fixed         | 11.32%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                   | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      1080000 | PA      | $1019682.00   | 0.07%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TR        |            1 | NC      | $34233.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomad Foods US LLC                                      | Nomad Foods US LLC 2023 Term Loan B5                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       637013 | PA      | $635420.61    | 0.04%             | 2029-11-12      | Floating      | 6.54%                 | No            |                  3 | On Loan: No      |
| CODELCO INC                                             | Corp Nacional del Cobre de Chile                                                                                                   | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       400000 | PA      | $407550.00    | 0.03%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                               | STONEPEAK NILE PARENT LLC TERM LOAN B                                                                                              | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2032-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BEP INTERMEDIATE HOLDCO LLC                             | BEP Intermediate Holdco LLC Replacement Term Loan                                                                                  | CUSIP: 05554YAD6<br>LEI: 254900510SAMOPG9CQ76 | Long             | LON              | CORP              | US        |       708654 | PA      | $706882.29    | 0.05%             | 2031-04-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                          | Databricks Inc Delayed Draw Term Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        80246 | PA      | $80446.51     | 0.01%             | 2031-01-03      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                                                                                    | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       637000 | PA      | $635490.31    | 0.04%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pretium Packaging LLC                                   | Pretium Packaging LLC Second Out Term Loan A1                                                                                      | CUSIP: 74142KAK5<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |      1689901 | PA      | $949166.93    | 0.06%             | 2028-10-02      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: 210707717 CDS USD R F  5.00000 2107077173_FEE CORPORATE / Short: 210707717 CDS USD P V 03MEVENT 2107077173_PRO CORPORATE     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | GB        |       630000 | OU      | $-29188.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STAR US BIDCO LLC                                       | Star US Bidco LLC 2024 Term Loan B                                                                                                 | CUSIP: 85519WAD6<br>LEI: 254900OZQJ575UUU6G40 | Long             | LON              | CORP              | US        |      1801960 | PA      | $1798950.81   | 0.12%             | 2027-03-17      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                | Martin Marietta Materials Inc                                                                                                      | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |       480000 | PA      | $381062.40    | 0.03%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                          | ARD Finance SA                                                                                                                     | CUSIP: 000000000<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |       278791 | PA      | $11035.05     | 0.00%             | 2027-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD                                  | C&W Senior Finance Ltd                                                                                                             | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |       840000 | PA      | $838320.00    | 0.06%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                              | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       200000 | PA      | $205526.00    | 0.01%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP 2024 USD Add-on Term Loan B                                                                                    | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      5170702 | PA      | $5132439.18   | 0.34%             | 2028-10-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| DELTA TOPCO INC                                         | Delta TopCo Inc 2025 Term Loan B                                                                                                   | CUSIP: 24780DAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       229868 | PA      | $227985.63    | 0.02%             | 2029-11-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                                                                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1190000 | PA      | $1000040.30   | 0.07%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                              | Viasat Inc                                                                                                                         | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      1207000 | PA      | $920289.22    | 0.06%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                                | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      1911000 | PA      | $1782619.02   | 0.12%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD PEN                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-9487.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Icebox Holdco III Inc                                   | Icebox Holdco III Inc 2021 2nd Lien Term Loan                                                                                      | CUSIP: 45114NAF4<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |      1500000 | PA      | $1482195.00   | 0.10%             | 2029-12-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       651852 | PA      | $398281.57    | 0.03%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Motus LLC                                               | Motus LLC 2021 Term Loan                                                                                                           | CUSIP: 62014TAB6<br>LEI: 254900AVHHTKOKUXYK06 | Long             | LON              | CORP              | US        |       899584 | PA      | $888338.94    | 0.06%             | 2028-12-11      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                                                                    | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |       880000 | PA      | $889926.40    | 0.06%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $67434.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-28842.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |            1 | NC      | $50111.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-21416.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |       699000 | PA      | $664570.76    | 0.04%             | 2028-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                              | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      3704000 | PA      | $2374264.00   | 0.16%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-10959.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                                                                           | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1248000 | PA      | $1151904.00   | 0.08%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      9340000 | PA      | $1348823.75   | 0.09%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-6187.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                                       | Curium BidCo Sa rl 2024 Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 213800P2VV9KG6N9L140 | Long             | LON              | CORP              | LU        |      1733794 | PA      | $1707786.86   | 0.11%             | 2029-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |            1 | NC      | $2619.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL                                        | Midcap Financial Issuer Trust                                                                                                      | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       775000 | PA      | $684387.00    | 0.05%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                | LABL Inc 2021 USD 1st Lien Term Loan                                                                                               | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |      1763114 | PA      | $1515255.43   | 0.10%             | 2028-10-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| PROPULSION BC FINCO SARL                                | Propulsion (BC) Finco Sarl 2024 Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       478912 | PA      | $478686.84    | 0.03%             | 2029-09-14      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI                                 | Bloomin' Brands Inc / OSI Restaurant Partners LLC                                                                                  | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $605052.00    | 0.04%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                | Air Comm Corporation LLC 2024 Delayed Draw Term Loan                                                                               | CUSIP: 82670NAC0<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       153846 | PA      | $151730.77    | 0.01%             | 2031-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENVIVA EQUITY                                           | ENVIVA EQUITY                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        73839 | NS      | $1033746.00   | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Republic of Kenya Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       220000 | PA      | $209000.00    | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                          | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       741000 | PA      | $679867.50    | 0.04%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                            | Acrisure LLC 2024 1st Lien Term Loan B1                                                                                            | CUSIP: 00488PAU9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |       627842 | PA      | $624966.91    | 0.04%             | 2027-02-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ICU Medical Inc                                         | ICU Medical Inc Term Loan B                                                                                                        | CUSIP: 44931YAD9<br>LEI: 5493003NRW7LS2QZRH60 | Long             | LON              | CORP              | US        |       653094 | PA      | $645981.73    | 0.04%             | 2029-01-08      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                | PetSmart Inc / PetSmart Finance Corp                                                                                               | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $477305.00    | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-73436.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1107019 | PA      | $550741.95    | 0.04%             | 2035-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                   | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      2293000 | PA      | $1149756.06   | 0.08%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     21450000 | PA      | $420720.54    | 0.03%             | 2033-02-03      | Fixed         | 13.62%                | No            |                  2 | On Loan: No      |
| Project Castle Inc                                      | Project Castle Inc Term Loan B                                                                                                     | CUSIP: 000000000<br>LEI: 254900DCEJ6U69AEM264 | Long             | LON              | CORP              | US        |       887612 | PA      | $739674.12    | 0.05%             | 2029-06-01      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED COP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CO        |            1 | NC      | $10351.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                          | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       819000 | PA      | $798131.88    | 0.05%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      6480000 | PA      | $1432595.68   | 0.09%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Verifone Systems Inc                                    | Verifone Systems Inc 2025 Term Loan                                                                                                | CUSIP: 000000000<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |      1847274 | PA      | $1634061.42   | 0.11%             | 2028-08-18      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     11024000 | PA      | $2587433.71   | 0.17%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED KRW / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |            1 | NC      | $8698.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: OIS363678 IRS BRL R F 13.78000 OIS363678_FIX NDFPREDISWAP / Short: OIS363678 IRS BRL P V 00MBRCDI OIS363678_FLO NDFPREDISWAP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | GB        |     28600000 | OU      | $-5602.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                                                                   | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       611000 | PA      | $631749.56    | 0.04%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-5388.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    111610000 | PA      | $277941.84    | 0.02%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                                                                       | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |       594000 | PA      | $699991.23    | 0.05%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                | Focus Financial Partners LLC                                                                                                       | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |       900000 | PA      | $904923.00    | 0.06%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                           | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       620000 | PA      | $647112.60    | 0.04%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                            | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      2034000 | PA      | $1926055.62   | 0.13%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                      | Saavi Energia Sarl                                                                                                                 | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       637000 | PA      | $637796.25    | 0.04%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                             | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       827000 | PA      | $746987.75    | 0.05%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                                | Pregis TopCo Corporation 1st Lien Term Loan                                                                                        | CUSIP: 74045BAC1<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |      2463019 | PA      | $2454669.35   | 0.16%             | 2026-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                             | McAfee Corp                                                                                                                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |       988000 | PA      | $853760.44    | 0.06%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    112783000 | PA      | $17940603.65  | 1.18%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-3463.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $1022.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PATHWAY VET ALLIANCE LLC                                | Pathway Vet Alliance LLC 2025 Tranche A Term Loan A                                                                                | CUSIP: 000000000<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2028-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                  | AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B                                                                                   | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |      2060332 | PA      | $2033980.49   | 0.13%             | 2028-07-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD AUD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-808.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                | Azul Secured Finance LLP                                                                                                           | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       335750 | PA      | $198931.88    | 0.01%             | 2028-08-28      | Fixed         | 11.93%                | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                       | CI Financial Corp                                                                                                                  | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |      1780000 | PA      | $1857643.60   | 0.12%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc 2024 Incremental Term Loan B1                                                                                 | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |        92269 | PA      | $89905.09     | 0.01%             | 2031-05-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                        | ITT Holdings LLC                                                                                                                   | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      1033000 | PA      | $944358.27    | 0.06%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD THB                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-23190.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Packaging LLC                                   | Pretium Packaging LLC First Out Term Loan A                                                                                        | CUSIP: 74142KAJ8<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |       578710 | PA      | $574369.22    | 0.04%             | 2028-10-02      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                    | Adler Financing Sarl                                                                                                               | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |       658334 | PA      | $762126.80    | 0.05%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Particle Investments Sarl                               | Particle Investments Sarl 2024 Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 549300TH5VH623DTW562 | Long             | LON              | CORP              | US        |       285888 | PA      | $285530.70    | 0.02%             | 2031-03-28      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       350000 | PA      | $334148.50    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIFE TIME FITNESS INC                                   | Life Time Fitness Inc 2024 Term Loan B                                                                                             | CUSIP: 50218KAM0<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |       349125 | PA      | $346593.84    | 0.02%             | 2031-11-05      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: IRS362605 IRS KRW R V 03MKSDA IRS362605_FLO NDF / Short: IRS362605 IRS KRW P F  2.65240 IRS362605_FIX NDF                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | GB        |  15620670000 | OU      | $-277741.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                                   | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      1347000 | PA      | $1294911.51   | 0.09%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                                  | Planet Financial Group LLC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       630000 | PA      | $621041.40    | 0.04%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                                                                  | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       937000 | PA      | $990512.07    | 0.07%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Marcel LUX IV SARL                                      | Marcel LUX IV SARL 2024 USD Term Loan B7                                                                                           | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |      1018327 | PA      | $1015780.89   | 0.07%             | 2030-11-12      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                            | AES Corp/The                                                                                                                       | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       967000 | PA      | $957823.17    | 0.06%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |       449000 | PA      | $362580.97    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                               | HUB International Limited 2025 Term Loan B                                                                                         | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      2003976 | PA      | $1989747.90   | 0.13%             | 2030-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      4444000 | PA      | $3219678.00   | 0.21%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Pasadena Performance Products, LLC                      | Pasadena Performance Products LLC Term Loan B                                                                                      | CUSIP: 70230EAB0<br>LEI: 5493005DW01M0N2KWP70 | Long             | LON              | CORP              | US        |      1055000 | PA      | $1048406.25   | 0.07%             | 2032-02-27      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 Second Lien Term Loan B4                                                                                          | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       276000 | PA      | $252625.56    | 0.02%             | 2029-01-20      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                                                                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $966636.00    | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KANE BIDCO LTD                                          | Kane Bidco Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |       300000 | PA      | $338917.15    | 0.02%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                                                                                | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       335000 | PA      | $333127.35    | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      3598000 | PA      | $1008279.57   | 0.07%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                | Credicorp Capital Sociedad Titulizadora SA                                                                                         | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      3260000 | PA      | $947157.35    | 0.06%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    143500000 | PA      | $6009668.48   | 0.40%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                 | Ethiopia International Bond                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |       200000 | PA      | $168000.00    | 0.01%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                    | Banco de Sabadell SA                                                                                                               | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1261678.27   | 0.08%             | 2028-07-18      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                    | Grifols Worldwide Operations USA Inc 2019 USD Term Loan B                                                                          | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       562931 | PA      | $554408.14    | 0.04%             | 2027-11-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED KRW / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |            1 | NC      | $-8823.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CODELCO INC                                             | Corp Nacional del Cobre de Chile                                                                                                   | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       801000 | PA      | $816118.88    | 0.05%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Genworth Holdings Inc                                   | Genworth Holdings Inc                                                                                                              | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |       940000 | PA      | $882932.60    | 0.06%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                                         | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $584239.33    | 0.04%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MAZOON ASSETS CO SAOC                                   | Mazoon Assets Co SAOC                                                                                                              | CUSIP: 57886LAD4<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | CORP              | OM        |       716000 | PA      | $705367.40    | 0.05%             | 2031-10-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                      | Pinewood Finco PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $528922.27    | 0.03%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MDVIP INC                                               | MDVIP Inc 2024 Repriced Term Loan B                                                                                                | CUSIP: 56150KAG0<br>LEI: 549300EAB6F7TKRLOT57 | Long             | LON              | CORP              | US        |       913815 | PA      | $903534.76    | 0.06%             | 2028-10-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                                     | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      1056000 | PA      | $936408.00    | 0.06%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED BRL / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |            1 | NC      | $6232.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       658000 | PA      | $622468.00    | 0.04%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                 | Zayo Group Holdings Inc USD Term Loan                                                                                              | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |      3161161 | PA      | $2933114.95   | 0.19%             | 2027-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASMODEE GROUP AB                                        | Asmodee Group AB                                                                                                                   | CUSIP: 000000000<br>LEI: 636700G5993BBAFDYD02 | Long             | DBT              | CORP              | SE        |       177600 | PA      | $208769.21    | 0.01%             | 2029-12-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-20650.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                                                                      | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       805000 | PA      | $575196.65    | 0.04%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A3C7 ENTERPR                                  | ESC GCB144A3C7 ENTERPR                                                                                                             | CUSIP: 293ESCAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       835000 | PA      | $0.00         | 0.00%             | 2026-10-15      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Esdec Solar Group BV                                    | Esdec Solar Group BV Term Loan B                                                                                                   | CUSIP: 000000000<br>LEI: 724500UTJRTIU7878U15 | Long             | LON              | CORP              | NL        |       145405 | PA      | $106145.30    | 0.01%             | 2028-08-30      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                             | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       453000 | PA      | $208316.58    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                | Diamond Sports Group LLC 2025 PIK Exit Term Loan                                                                                   | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |         1841 | PA      | $1631.17      | 0.00%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc                           | CCC Intelligent Solutions Inc Term Loan                                                                                            | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |       938815 | PA      | $936467.75    | 0.06%             | 2032-01-23      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                                 | Metro Bank Holdings PLC                                                                                                            | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |      1020000 | PA      | $1497845.82   | 0.10%             | 2029-04-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                   | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      1290000 | PA      | $1067268.60   | 0.07%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                        | EOC Borrower LLC Term Loan B                                                                                                       | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       693085 | PA      | $683264.09    | 0.05%             | 2032-03-24      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                           | UniCredit SpA                                                                                                                      | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      1525000 | PA      | $1529575.00   | 0.10%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |            1 | NC      | $43578.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH FIELD LLC                                         | South Field LLC 2025 Term Loan C                                                                                                   | CUSIP: 83783XAE6<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |        25427 | PA      | $25284.23     | 0.00%             | 2031-08-29      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                               | Gainwell Acquisition Corp Term Loan B                                                                                              | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1549697 | PA      | $1438072.75   | 0.09%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                         | Whatabrands LLC 2024 1st Lien Term Loan B                                                                                          | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |      3347509 | PA      | $3325180.80   | 0.22%             | 2028-08-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                         | ConnectWise LLC 2021 Term Loan B                                                                                                   | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       966986 | PA      | $963766.04    | 0.06%             | 2028-09-29      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-8379.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                                | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1254000 | PA      | $1112298.00   | 0.07%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                    | Chart Industries Inc                                                                                                               | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       565000 | PA      | $602374.75    | 0.04%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                                | Hertz Corporation (The) 2021 Term Loan B                                                                                           | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2028-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                | Brandywine Operating Partnership LP                                                                                                | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |       997000 | PA      | $1030349.65   | 0.07%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                   | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      1215000 | PA      | $1113997.05   | 0.07%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                             | CUSIP: 715638DZ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      5390000 | PA      | $1568608.22   | 0.10%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                 | Studio City Finance Ltd                                                                                                            | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      1550000 | PA      | $1359474.00   | 0.09%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                                | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1046000 | PA      | $1032402.00   | 0.07%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                  | Eskom Holdings SOC Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     17000000 | PA      | $710565.04    | 0.05%             | 2033-09-15      | Fixed         | 7.50%                 | 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        |      1356308 | PA      | $1348794.26   | 0.09%             | 2028-12-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TACORA RESOURCES                                        | TACORA RESOURCES                                                                                                                   | CUSIP: 000000000<br>LEI: 549300L67A19OXSFBA84 | Long             | DBT              | CORP              | US        |        27984 | PA      | $27984.00     | 0.00%             | 2031-09-18      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                                                                                | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |       711000 | PA      | $622992.42    | 0.04%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     61450000 | PA      | $3201668.47   | 0.21%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                           | Coherent Corp                                                                                                                      | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |       455000 | PA      | $436372.30    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD PEN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $11245.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agiliti Health Inc                                      | Agiliti Health Inc 2023 Term Loan                                                                                                  | CUSIP: 00847YAE2<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |       332799 | PA      | $320318.89    | 0.02%             | 2030-05-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                                                                                 | CUSIP: 81180WBE0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |       727000 | PA      | $625220.00    | 0.04%             | 2031-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                                                                             | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |       820000 | PA      | $908797.80    | 0.06%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD THB                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-40981.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                         | Rolls-Royce PLC                                                                                                                    | CUSIP: 000000000<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $612291.37    | 0.04%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       443000 | PA      | $433191.98    | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                     | Churchill Downs Inc                                                                                                                | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      1082000 | PA      | $1048577.02   | 0.07%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                           | Urban One Inc                                                                                                                      | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |      1215000 | PA      | $582653.25    | 0.04%             | 2028-02-01      | Fixed         | 7.38%                 | 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        |       875152 | PA      | $852730.13    | 0.06%             | 2027-11-24      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                           | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |       485000 | PA      | $361858.50    | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                       | Amsted Industries Inc                                                                                                              | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |       357000 | PA      | $337197.21    | 0.02%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                       | Great Canadian Gaming Corporation 2021 Term Loan                                                                                   | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |            0 | PA      | $0.00         | 0.00%             | 2026-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                     | Rocket Software Inc 2023 USD Term Loan B                                                                                           | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |       356375 | PA      | $353602.24    | 0.02%             | 2028-11-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Lannett Company Inc                                     | Lannett Company Inc 2023 Take Back Exit TL PIK                                                                                     | CUSIP: 51602EAH7<br>LEI: 5299001DJ6C90XX17G45 | Long             | LON              | CORP              | US        |       405740 | PA      | $405740.49    | 0.03%             | 2030-06-16      | Floating      | 2.00%                 | No            |                  3 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     45500000 | PA      | $2537261.50   | 0.17%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-6530.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     12795000 | PA      | $2694773.81   | 0.18%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                     | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1261025.00   | 0.08%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                       | GIP Pilot Acquisition Partners LP 2025 Term Loan B                                                                                 | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |       992873 | PA      | $984185.07    | 0.06%             | 2030-10-04      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                              | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $473755.00    | 0.03%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                  | Option Care Health Inc 2021 Term Loan B                                                                                            | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |       602121 | PA      | $601368.24    | 0.04%             | 2028-10-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                | Banca Monte dei Paschi di Siena SpA                                                                                                | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      1680000 | PA      | $2070384.00   | 0.14%             | 2028-01-18      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                                   | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |      1771000 | PA      | $1716169.84   | 0.11%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                            | Deerfield Dakota Holding LLC 2021 USD 2nd Lien Term Loan                                                                           | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |      3797000 | PA      | $3457662.11   | 0.23%             | 2028-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                                                                  | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      3309000 | PA      | $3087297.00   | 0.20%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED HUF / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | HU        |            1 | NC      | $11842.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC USD Term Loan B                                                                                                  | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      2752725 | PA      | $2650350.94   | 0.17%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                                      | OMNIA Partners LLC 2024 Term Loan B                                                                                                | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |       572125 | PA      | $569024.08    | 0.04%             | 2030-07-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $6136.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    249792000 | PA      | $8032527.06   | 0.53%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4262000 | PA      | $2519907.50   | 0.17%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SGL GROUP APS                                           | SGL Group ApS                                                                                                                      | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |       340000 | PA      | $376529.83    | 0.02%             | 2030-04-22      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                | Kingston Airport Revenue Finance Ltd                                                                                               | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |       722000 | PA      | $710989.50    | 0.05%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                  | Lumen Technologies Inc 2024 Extended Term Loan B2                                                                                  | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |        56686 | PA      | $53922.22     | 0.00%             | 2030-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       479000 | PA      | $490491.21    | 0.03%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                | Jacobs Entertainment Inc                                                                                                           | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |       970000 | PA      | $882263.50    | 0.06%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3091000 | PA      | $774952.98    | 0.05%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |            1 | NC      | $62043.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imprivata Inc                                           | Imprivata Inc 2024 Term Loan                                                                                                       | CUSIP: 45323KAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       395992 | PA      | $396289.46    | 0.03%             | 2027-12-01      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| RESONETICS LLC                                          | Resonetics LLC 2024 Term Loan B                                                                                                    | CUSIP: 76118EAK4<br>LEI: 5493007F3QX6Z23QGO95 | Long             | LON              | CORP              | US        |       833984 | PA      | $825411.08    | 0.05%             | 2031-06-18      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      1493000 | PA      | $1297476.72   | 0.09%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                | Smyrna Ready Mix Concrete LLC                                                                                                      | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |       875000 | PA      | $897855.00    | 0.06%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                | United Wholesale Mortgage LLC                                                                                                      | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       345000 | PA      | $343388.85    | 0.02%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                  | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      2000000 | PA      | $1952840.00   | 0.13%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                                      | Iceland Bondco PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $227474.12    | 0.01%             | 2027-12-15      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bond                                                                                              | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       256000 | PA      | $249856.00    | 0.02%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                  | Radiology Partners Inc                                                                                                             | CUSIP: 75041VAB0<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      2146113 | PA      | $2100722.71   | 0.14%             | 2029-01-31      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                                  | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      1980000 | PA      | $1669773.60   | 0.11%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-159.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Government International Bonds                    | China Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      2908000 | PA      | $2859436.40   | 0.19%             | 2025-10-21      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED HUF / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HU        |            1 | NC      | $275244.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-367427.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-131590.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                             | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       223000 | PA      | $216822.90    | 0.01%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TR        |            1 | NC      | $35647.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR METHODS CORP WARRANTS                               | AIR METHODS CORP WARRANTS                                                                                                          | CUSIP: 000000000<br>LEI: 54930081QGNZXVDOZF63 | N/A              | DE               |  | US        |          234 | NS      | $10881.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                    | CITGO Petroleum Corp                                                                                                               | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |      1559000 | PA      | $1562944.27   | 0.10%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                              | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       270000 | PA      | $224831.70    | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-4128.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                                       | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |       567000 | PA      | $529833.15    | 0.03%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                                       | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $732387.86    | 0.05%             | 2030-01-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                          | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       600000 | PA      | $614796.00    | 0.04%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-81390.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    246616800 | PA      | $11332325.22  | 0.75%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                                                                   | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       149429 | PA      | $148703.09    | 0.01%             | 2030-10-28      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                   | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       685000 | PA      | $574660.20    | 0.04%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Skillsoft Corp                                          | Skillsoft Corp                                                                                                                     | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Long             | EC               | CORP              | US        |          865 | NS      | $16547.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      4083000 | PA      | $4211614.50   | 0.28%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CNH / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $-40130.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                      | CA Magnum Holdings                                                                                                                 | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |       915000 | PA      | $890981.25    | 0.06%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                        | UFC Holdings LLC 2024 Term Loan B                                                                                                  | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |       500000 | PA      | $499270.00    | 0.03%             | 2031-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                           | Rite Aid Corp                                                                                                                      | CUSIP: 767754CS1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |       104492 | PA      | $31410.30     | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| WEX INC                                                 | WEX Inc 2024 Term Loan B2                                                                                                          | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |       210688 | PA      | $208187.08    | 0.01%             | 2028-03-31      | None          | 0.00%                 | 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        |      3000000 | PA      | $2987550.00   | 0.20%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |            1 | NC      | $174539.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KODIAK BUILDING PARTNERS INC                            | Kodiak Building Partners Inc 2024 Term Loan B                                                                                      | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |       452481 | PA      | $434137.45    | 0.03%             | 2031-12-04      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                               | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       750000 | PA      | $721050.00    | 0.05%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                                                                        | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2090000 | PA      | $1956386.30   | 0.13%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ARCHKEY SOLUTIONS LLC                                   | Archkey Solutions LLC 2024 Delayed Draw Term Loan B                                                                                | CUSIP: 48205CAD7<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |        74483 | PA      | $74110.35     | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       400000 | PA      | $416132.24    | 0.03%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                        | AlixPartners LLP 2021 USD Term Loan B                                                                                              | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |      1266144 | PA      | $1264384.06   | 0.08%             | 2028-02-04      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                | Diamond Foreign Asset Co / Diamond Finance LLC                                                                                     | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       570000 | PA      | $544885.80    | 0.04%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                       | Ma'aden Sukuk Ltd                                                                                                                  | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |       626000 | PA      | $634607.50    | 0.04%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                          | DTI Holdco Inc 2025 Term Loan B                                                                                                    | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |       332710 | PA      | $326368.47    | 0.02%             | 2029-04-26      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $15262.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                                                                                | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |       767000 | PA      | $563990.44    | 0.04%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                | Diversified Healthcare Trust                                                                                                       | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              |  | US        |      2505000 | PA      | $1941124.50   | 0.13%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                                                                         | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      1730000 | PA      | $1508784.90   | 0.10%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                         | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  14200000000 | PA      | $7719284.69   | 0.51%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                    | TC Ziraat Bankasi AS                                                                                                               | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |      1126000 | PA      | $1109819.38   | 0.07%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AVALARA INC                                             | AVALARA INC 2025 TERM LOAN B                                                                                                       | CUSIP: 05338KAB3<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |      1750000 | PA      | $1738520.00   | 0.11%             | 2032-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                           | TerraForm Power Operating LLC 2023 Term Loan B                                                                                     | CUSIP: 88103NAL4<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |       674000 | PA      | $658835.00    | 0.04%             | 2029-05-21      | Floating      | 6.30%                 | No            |                  3 | On Loan: No      |
| CROSS FINANCIAL CORP                                    | Cross Financial Corp 2024 Term Loan B                                                                                              | CUSIP: 22750JAF1<br>LEI: 2549008J3I495E70LU05 | Long             | LON              | CORP              | US        |       640716 | PA      | $638313.13    | 0.04%             | 2031-10-31      | Floating      | 7.57%                 | 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        |      1372500 | PA      | $1339216.88   | 0.09%             | 2032-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DARKTRACE PLC                                           | Darktrace PLC 2nd Lien Term Loan                                                                                                   | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       250000 | PA      | $237500.00    | 0.02%             | 2032-10-09      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                           | NEP Group Inc 2023 Incremental Term Loan B                                                                                         | CUSIP: 62908HAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       579896 | PA      | $517557.11    | 0.03%             | 2026-08-19      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      1139661 | PA      | $731662.36    | 0.05%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                                                                                 | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $575748.62    | 0.04%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                     | Artera Services LLC                                                                                                                | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |       275000 | PA      | $260746.75    | 0.02%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                                           | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       400000 | PA      | $384812.00    | 0.03%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Company                                | Eastman Chemical Company 2021 Term Loan B                                                                                          | CUSIP: 33939NAC0<br>LEI: 984500KE15B085F09569 | Long             | LON              | CORP              | US        |      1839781 | PA      | $988882.05    | 0.07%             | 2028-11-01      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Corp.                       | Mavis Tire Express Services Corp 2025 Repriced Term Loan                                                                           | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |      1481934 | PA      | $1461750.54   | 0.10%             | 2028-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                                                                             | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       750000 | PA      | $710490.00    | 0.05%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |       415000 | PA      | $453988.60    | 0.03%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                           | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      1480000 | PA      | $1414214.00   | 0.09%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                    | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |       325000 | PA      | $330980.00    | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                        | SBL Holdings Inc                                                                                                                   | CUSIP: 78432MAA3<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |       550000 | PA      | $545066.50    | 0.04%             | 2026-11-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OT MIDCO LTD                                            | OT Midco Ltd                                                                                                                       | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       912000 | PA      | $744565.92    | 0.05%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                     | Q-Park Holding I BV                                                                                                                | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $696696.27    | 0.05%             | 2029-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                                                                    | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       822000 | PA      | $744419.64    | 0.05%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Long: IRS362654 IRS INR R F  5.83000 IRS362654_FIX NDFOIS / Short: IRS362654 IRS INR P V 06MMIBOR IRS362654_FLO NDFOIS             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              |  | GB        |   1600000000 | OU      | $128931.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYSTAR TECHNOLOGIES INC                                | Waystar Technologies Inc 2024 1st Lien Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |       837593 | PA      | $833404.71    | 0.05%             | 2029-10-22      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                          | ANGI Group LLC                                                                                                                     | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       767000 | PA      | $701076.35    | 0.05%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                                                                              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       850000 | PA      | $799246.50    | 0.05%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-61687.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp                                            | Navient Corp                                                                                                                       | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       900000 | PA      | $771066.00    | 0.05%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      5988000 | PA      | $1475476.51   | 0.10%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397G80<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       470000 | PA      | $461511.80    | 0.03%             | 2028-03-20      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $6932.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     19674700 | PA      | $1045393.70   | 0.07%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       488000 | PA      | $463480.44    | 0.03%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1084000 | PA      | $182654.00    | 0.01%             | 2026-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $-71099.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Realtruck Group Inc                                     | RealTruck Group Inc 2021 Term Loan B                                                                                               | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2028-01-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| QVC INC                                                 | QVC Inc                                                                                                                            | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |       498000 | PA      | $331558.44    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                                                                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |       730000 | PA      | $685783.90    | 0.05%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     72701585 | PA      | $3503560.76   | 0.23%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  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        |      3103592 | PA      | $3057379.18   | 0.20%             | 2031-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HLD EQUITY                             | VOYAGER AVIATION HLD EQUITY                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          240 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | 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        |      2720744 | PA      | $2679252.29   | 0.18%             | 2030-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |            1 | NC      | $1030.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED THB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $25734.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     66460509 | PA      | $2527580.56   | 0.17%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                | Sealed Air Corp/Sealed Air Corp US                                                                                                 | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       324000 | PA      | $326099.52    | 0.02%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                       | Amspec Parent LLC 2024 Delayed Draw Term Loan                                                                                      | CUSIP: 03218AAC3<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2031-12-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pluto Acquisition I Inc                                 | Pluto Acquisition I Inc 2024 First Out Superpriority Term Loan                                                                     | CUSIP: 72941DAH5<br>LEI: 254900MOXD90LKQ6AY47 | Long             | LON              | CORP              | US        |       238343 | PA      | $237549.55    | 0.02%             | 2028-06-20      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| LES SCHWAB TIRE CENTERS                                 | Les Schwab Tire Centers 2025 Term Loan B                                                                                           | CUSIP: 50220KAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1061836 | PA      | $1053214.27   | 0.07%             | 2031-04-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                 | Ellucian Holdings Inc 2024 2nd Lien Term Loan                                                                                      | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |      3770294 | PA      | $3765581.25   | 0.25%             | 2032-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $-2639.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                                                                     | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    550000000 | PA      | $575840.22    | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED BRL / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |            1 | NC      | $79495.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CE INTERMEDIATE I LLC                                   | CE INTERMEDIATE I LLC 2025 TERM LOAN B                                                                                             | CUSIP: 12523EAD4<br>LEI: 2549000GTXAQSR1SRO50 | Long             | LON              | CORP              | US        |       670000 | PA      | $662743.90    | 0.04%             | 2032-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LANNETT EQUITY                                          | LANNETT EQUITY                                                                                                                     | CUSIP: 000000000<br>LEI: 5299001DJ6C90XX17G45 | Long             | EC               | CORP              | US        |        65267 | NS      | $141629.39    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                | ASP Unifrax Holdings Inc                                                                                                           | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |      1076008 | PA      | $431134.89    | 0.03%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED CNH / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |            1 | NC      | $52979.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $2721.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                                                                          | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       950000 | PA      | $854905.00    | 0.06%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                | Team Health Holdings Inc                                                                                                           | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1186185.00   | 0.08%             | 2028-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                              | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       750000 | PA      | $709500.00    | 0.05%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $4451.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO A SARL                                 | Summer BC Holdco A Sarl                                                                                                            | CUSIP: 000000000<br>LEI: 984500EFA0BRE0008996 | Long             | DBT              | CORP              | LU        |       282931 | PA      | $319828.88    | 0.02%             | 2027-10-31      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                                               | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      1714180 | PA      | $1607815.13   | 0.11%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                   | CNX Midstream Partners LP                                                                                                          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $460715.00    | 0.03%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc Term Loan B                                                                                              | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |       580418 | PA      | $571421.66    | 0.04%             | 2030-02-06      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                              | Weber-Stephen Products LLC Term Loan B                                                                                             | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      2579128 | PA      | $2414709.05   | 0.16%             | 2027-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                                    | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $486390.00    | 0.03%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED CZK / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CZ        |            1 | NC      | $68278.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED PLN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PL        |            1 | NC      | $2193.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AKUMIN INC                                              | Akumin Inc                                                                                                                         | CUSIP: 01021XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1590000 | PA      | $1391647.50   | 0.09%             | 2027-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                       | American Builders & Contractors Supply Co Inc                                                                                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       375000 | PA      | $362355.00    | 0.02%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                  | Option Care Health Inc                                                                                                             | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |       700000 | PA      | $660604.00    | 0.04%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                            | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1867000 | PA      | $1324804.53   | 0.09%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                             | Creative Artists Agency LLC 2024 1st Lien Term Loan B                                                                              | CUSIP: 22526WAS7<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |       961966 | PA      | $956126.51    | 0.06%             | 2031-10-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                              | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       460000 | PA      | $444350.80    | 0.03%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                              | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       528556 | PA      | $262956.61    | 0.02%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                                                                           | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      2164000 | PA      | $1985470.00   | 0.13%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| East Valley Tourist Development Authority               | East Valley Tourist Development Authority Term Loan B                                                                              | CUSIP: 27571VAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       993619 | PA      | $982689.16    | 0.06%             | 2026-11-23      | Floating      | 11.94%                | No            |                  3 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                                                                      | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       740000 | PA      | $673185.40    | 0.04%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OptiGroup                                               | OptiGroup EUR Term Loan B1                                                                                                         | CUSIP: 000000000<br>LEI: 5493005IJ4CIJDVE9E09 | Long             | LON              | CORP              | SE        |       570000 | PA      | $606580.96    | 0.04%             | 2029-03-16      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| DOMTAR CORP                                             | Domtar Corp                                                                                                                        | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |      3186000 | PA      | $2668338.72   | 0.18%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                       | NFE Financing LLC                                                                                                                  | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $550752.00    | 0.04%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ODIDO HOLD BV                                           | Odido Holding BV                                                                                                                   | CUSIP: 000000000<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |       170000 | PA      | $188754.08    | 0.01%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bonds                              | Guatemala Government Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1646000 | PA      | $1644354.00   | 0.11%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                              | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       951000 | PA      | $696607.50    | 0.05%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                | Virgin Media Bristol LLC 2023 USD Term Loan Y                                                                                      | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |       775000 | PA      | $751835.25    | 0.05%             | 2031-03-31      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                    | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |       325000 | PA      | $289289.00    | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc                                                                                                                   | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      1392550 | PA      | $1436484.95   | 0.09%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                                                                                 | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115654.97    | 0.01%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                            | Deerfield Dakota Holding LLC 2020 USD Term Loan B                                                                                  | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |       561758 | PA      | $530923.04    | 0.03%             | 2027-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-61540.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                          | Qatar Government International Bond                                                                                                | CUSIP: 74738PUJ5<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |       264000 | PA      | $268918.32    | 0.02%             | 2035-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $-3954.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-6217.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                                | Telesat Canada / Telesat LLC                                                                                                       | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       552000 | PA      | $312619.68    | 0.02%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                 | Dealer Tire LLC / DT Issuer LLC                                                                                                    | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       556000 | PA      | $540754.48    | 0.04%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BELFOR HOLDINGS INC                                     | Belfor Holdings Inc 2025 USD Term Loan B3                                                                                          | CUSIP: 07768YAQ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       692762 | PA      | $689297.72    | 0.05%             | 2030-11-01      | Floating      | 7.32%                 | No            |                  3 | On Loan: No      |
| ROUTE 66 DEVELOPMENT AUTHORITY                          | Route 66 Development Authority Term Loan                                                                                           | CUSIP: 77929HAB4<br>LEI: 2549001S3OC1V69A1Q52 | Long             | LON              | CORP              | US        |      1000000 | PA      | $985000.00    | 0.06%             | 2030-10-10      | Floating      | 13.32%                | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $68387.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                          | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       494000 | PA      | $493506.00    | 0.03%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                                                                                    | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |       610000 | PA      | $687583.62    | 0.05%             | 2031-02-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                              | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       650000 | PA      | $585754.00    | 0.04%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD CLP                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-54156.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                | Baiterek National Managing Holding JSC                                                                                             | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |       269000 | PA      | $268596.50    | 0.02%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                                       | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $970610.00    | 0.06%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDINGS LLC                                  | HighTower Holdings LLC 2025 Term Loan B                                                                                            | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |       769157 | PA      | $755696.93    | 0.05%             | 2032-02-03      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI                                 | Northwest Natural Holding Co                                                                                                       | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |       817000 | PA      | $794074.98    | 0.05%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |            1 | NC      | $68735.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED PEN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PE        |            1 | NC      | $-29863.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOLDING SOCOTEC                                         | Holding Socotec 2024 USD Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 969500TSHWNDZONA3M83 | Long             | LON              | CORP              | FR        |       545000 | PA      | $542727.35    | 0.04%             | 2028-06-30      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  16298000000 | PA      | $952353.01    | 0.06%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      2506389 | PA      | $1498194.02   | 0.10%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                                                                    | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       600000 | PA      | $579330.00    | 0.04%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                          | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                                                                   | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |       410858 | PA      | $408889.77    | 0.03%             | 2030-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| E W SCRIPPS COMPANY THE                                 | E W SCRIPPS COMPANY THE 2025 TERM LOAN B2                                                                                          | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |       251507 | PA      | $227850.63    | 0.02%             | 2028-06-30      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $1616.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rohm Holding GmbH                                       | Rohm Holding GmbH 2024 USD PIK Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 529900TDB6090VCVJG31 | Long             | LON              | CORP              | DE        |            0 | PA      | $0.00         | 0.00%             | 2029-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                                | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      2810000 | PA      | $2910373.20   | 0.19%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                                                                              | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       145000 | PA      | $143634.10    | 0.01%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2023 Term Loan J                                                                                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      2234981 | PA      | $2211044.54   | 0.15%             | 2031-02-28      | None          | 0.00%                 | 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        |       685421 | PA      | $670903.36    | 0.04%             | 2030-05-06      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                   | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |        94000 | PA      | $64394.70     | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                  | Blackstone Mortgage Trust Inc                                                                                                      | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |       210000 | PA      | $218305.50    | 0.01%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                | Axalta Coating Systems Dutch Holding B BV                                                                                          | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |      1345000 | PA      | $1393527.60   | 0.09%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                | Jacobs Entertainment Inc                                                                                                           | CUSIP: 469815AL8<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |       150000 | PA      | $136315.50    | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                           | CQP Holdco LP 2024 1st Lien Term Loan B                                                                                            | CUSIP: 12657QAE3<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |       634328 | PA      | $630579.22    | 0.04%             | 2030-12-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Pathway Vet Alliance LLC                                | Pathway Vet Alliance LLC 2021 Term Loan                                                                                            | CUSIP: 70323KAE8<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |            0 | PA      | $0.06         | 0.00%             | 2027-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |            1 | NC      | $98181.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED CNH / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |            1 | NC      | $-1355.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED MYR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MY        |            1 | NC      | $17078.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM CORPORATION                                  | WINDSTREAM CORPORATION                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14518 | NS      | $261324.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TACORA RESTRUCTUR WARRANT                               | TACORA RESTRUCTUR WARRANT                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         7732 | NS      | $7732.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                               | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       750000 | PA      | $706267.50    | 0.05%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                        | Aris Mining Corp                                                                                                                   | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |       875000 | PA      | $883750.00    | 0.06%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TR        |            1 | NC      | $199990.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                                                                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2843000 | PA      | $2587812.32   | 0.17%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CRNRCH DUMMY EQT                                        | CRNRCH DUMMY EQT                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80232 | NS      | $1586186.64   | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| VICTORIA'S SECRET & CO                                  | Victoria's Secret & Co                                                                                                             | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |       970000 | PA      | $844365.60    | 0.06%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                                                                   | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       222000 | PA      | $198967.50    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                                | BCPE Ulysses Intermediate Inc                                                                                                      | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       644667 | PA      | $625481.71    | 0.04%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     56081000 | PA      | $1909322.60   | 0.13%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                             | Kedrion SpA                                                                                                                        | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |      1250000 | PA      | $1197887.50   | 0.08%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Idemia Group                                            | Idemia Group 2024 Term Loan B5                                                                                                     | CUSIP: 000000000<br>LEI: 5493008QGYPD024OYL95 | Long             | LON              | CORP              | US        |       494208 | PA      | $491737.45    | 0.03%             | 2028-09-30      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     25509000 | PA      | $6553536.99   | 0.43%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |       979000 | PA      | $990013.75    | 0.07%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED MYR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MY        |            1 | NC      | $121691.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: 223116244 CDS USD R F  5.00000 2231162440_FEE CORPORATE / Short: 223116244 CDS USD P V 03MEVENT 2231162440_PRO CORPORATE     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | GB        |       549000 | OU      | $72465.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                                | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                        | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       405000 | PA      | $380870.10    | 0.03%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                               | Titan Acquisition Limited 2024 Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |      1112872 | PA      | $1087042.06   | 0.07%             | 2029-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                                                                             | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1152957.00   | 0.08%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     17637000 | PA      | $3904977.43   | 0.26%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 350585000000 | PA      | $21342199.79  | 1.41%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD RON                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-24296.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $8400.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                          | LSB Industries Inc                                                                                                                 | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |       360000 | PA      | $337687.20    | 0.02%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                 | First Student Bidco Inc 2024 Term Loan C                                                                                           | CUSIP: 33718FAM2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |       146778 | PA      | $145974.82    | 0.01%             | 2028-07-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Realtruck Group Inc                                     | RealTruck Group Inc 2023 Incremental Term Loan                                                                                     | CUSIP: 89778PAH0<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |       124685 | PA      | $118373.58    | 0.01%             | 2028-01-31      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                | Midcap Financial Issuer Trust                                                                                                      | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2273000 | PA      | $2170214.94   | 0.14%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                 | USI Inc 2024 Term Loan C                                                                                                           | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      1397003 | PA      | $1386524.99   | 0.09%             | 2030-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $6658.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GTRC WT TR II                                           | GTRC WT TR II                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1986 | NS      | $33901.02     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RelaDyne Inc                                            | RelaDyne Inc 2022 Term Loan B                                                                                                      | CUSIP: 00149HAC8<br>LEI: 5493000EBDLH9PYWBS30 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2030-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |       589000 | PA      | $502778.76    | 0.03%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED GBP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |            1 | NC      | $2.47         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                  | Athenahealth Group Inc 2022 Term Loan B                                                                                            | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      2673085 | PA      | $2646782.03   | 0.17%             | 2029-02-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL               | CBB International Sukuk Programme Co. WLL                                                                                          | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |      3036000 | PA      | $2898787.98   | 0.19%             | 2027-09-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |            1 | NC      | $7238.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4997000 | PA      | $5021009.04   | 0.33%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                     | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       665000 | PA      | $396619.30    | 0.03%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bolivia Government International Bonds                  | Bolivia Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |       409000 | PA      | $265134.25    | 0.02%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                           | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      1838000 | PA      | $1853237.02   | 0.12%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                 | PUG LLC 2024 Extended Term Loan B                                                                                                  | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |       450899 | PA      | $443291.90    | 0.03%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                | Nidda Healthcare Holding GmbH                                                                                                      | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |       198179 | PA      | $228743.17    | 0.02%             | 2026-08-21      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                      | Zambia Government International Bond                                                                                               | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       405779 | PA      | $230028.00    | 0.02%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                           | Rite Aid Corp                                                                                                                      | CUSIP: 767754CT9<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |        49571 | PA      | $6000.07      | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    111504000 | PA      | $3332602.71   | 0.22%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                      | Viking Cruises Ltd                                                                                                                 | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      1670000 | PA      | $1662618.60   | 0.11%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | TR        |            1 | NC      | $-138049.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IMA Financial Group Inc                                 | IMA Financial Group Inc Term Loan                                                                                                  | CUSIP: 44966KAB1<br>LEI: 549300ACX5KO3W14VI97 | Long             | LON              | CORP              | US        |      4094310 | PA      | $4071299.86   | 0.27%             | 2028-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                                                                                | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       375000 | PA      | $345487.50    | 0.02%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED SGD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |            1 | NC      | $11801.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                        | Transnet SOC Ltd                                                                                                                   | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |       327000 | PA      | $328839.38    | 0.02%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $80153.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-17441.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMAD FOODS BONDCO PLC                                  | Nomad Foods Bondco PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800BPK5X4TY4RZ619 | Long             | DBT              | CORP              | GB        |       807000 | PA      | $879049.83    | 0.06%             | 2028-06-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD PHP                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-126990.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                           | Freeport LNG Investments LLLP Term Loan A                                                                                          | CUSIP: 000000000<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |      1523125 | PA      | $1508853.69   | 0.10%             | 2026-11-16      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                        | Gloves Buyer Inc 2021 Term Loan                                                                                                    | CUSIP: 37987UAC6<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |       496123 | PA      | $471317.14    | 0.03%             | 2027-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc                                                                                                                     | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       500000 | PA      | $501510.00    | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GREEN BIDCO SAU                                         | Green Bidco SA                                                                                                                     | CUSIP: 000000000<br>LEI: 959800ETF7V4DT71JT81 | Long             | DBT              | CORP              | ES        |       295000 | PA      | $199608.88    | 0.01%             | 2028-07-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                 | Pakistan Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      1550000 | PA      | $1360900.00   | 0.09%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                                     | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199590.00    | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $91351.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2021-4 LTD                                                                                                          | CUSIP: 14316UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $249171.50    | 0.02%             | 2034-04-20      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     35900000 | PA      | $1887190.22   | 0.12%             | 2038-03-31      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  14366700000 | PA      | $2166401.61   | 0.14%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                         | Envision Healthcare Corporation 2023 Exit Term Loan                                                                                | CUSIP: 29414YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1900000 | PA      | $1876250.00   | 0.12%             | 2027-12-30      | Floating      | 12.58%                | No            |                  2 | On Loan: No      |
| LaserShip Inc                                           | LaserShip Inc 2024 PIK Third Out Term Loan D                                                                                       | CUSIP: 51809EAP0<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |         1595 | PA      | $199.44       | 0.00%             | 2029-08-10      | None          | 0.00%                 | 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        |      1693774 | PA      | $1674939.01   | 0.11%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HERENS MIDCO SARL                                       | Herens Midco Sarl                                                                                                                  | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $333524.79    | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    398780000 | PA      | $1036990.63   | 0.07%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     19500000 | PA      | $986852.83    | 0.07%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                        | Fugue Finance BV 2025 Term Loan B                                                                                                  | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |       638348 | PA      | $636751.65    | 0.04%             | 2032-01-09      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Flash Charm, Inc.                                       | Flash Charm Inc 2024 Term Loan                                                                                                     | CUSIP: 45168RAT0<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |       452044 | PA      | $409384.53    | 0.03%             | 2028-03-02      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                  | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      5520553 | PA      | $3660816.71   | 0.24%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GSM HOLDINGS INC                                        | GSM Holdings Inc 2024 2nd Lien Term Loan                                                                                           | CUSIP: 36270UAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TR        |            1 | NC      | $-3816.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                                                                        | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       138000 | PA      | $129927.00    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CommerceHub Inc                                         | CommerceHub Inc 2020 Term Loan B                                                                                                   | CUSIP: 20084XAF1<br>LEI: 549300V3JZOSIRXFRG67 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2027-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                 | UKG Inc 2024 Term Loan B                                                                                                           | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      3301418 | PA      | $3288377.83   | 0.22%             | 2031-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                        | GLOVES BUYER INC 2025 TERM LOAN                                                                                                    | CUSIP: 000000000<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2032-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                             | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       493000 | PA      | $510831.81    | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AqGen Island Holdings Inc                               | AqGen Island Holdings Inc 2024 Term Loan B                                                                                         | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2793918 | PA      | $2775757.67   | 0.18%             | 2028-08-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                          | Proofpoint Inc 2024 Term Loan                                                                                                      | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |      1249941 | PA      | $1241815.93   | 0.08%             | 2028-08-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                              | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       461000 | PA      | $333303.00    | 0.02%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| POLARIS PURCHASER INC                                   | Polaris Purchaser Inc 2025 Term Loan B                                                                                             | CUSIP: 000000000<br>LEI: 2549008CGP2130G9RA20 | Long             | LON              | CORP              | CA        |       781136 | PA      | $742079.28    | 0.05%             | 2031-03-03      | Floating      | 7.80%                 | No            |                  3 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $68016.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                                | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       621000 | PA      | $707045.81    | 0.05%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      1120000 | PA      | $192320.41    | 0.01%             | 2053-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       775317 | PA      | $579937.12    | 0.04%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund          | Goldman Sachs Financial Square Government Fund                                                                                     | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        |     78570538 | NS      | $78570538.45  | 5.18%             |  |  |  | No            |                  1 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      9065000 | PA      | $2303482.73   | 0.15%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-74333.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-31802.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                   | ClubCorp Holdings Inc 2023 Term Loan B2                                                                                            | CUSIP: 18948TAF0<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |      5518246 | PA      | $5516866.52   | 0.36%             | 2026-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                                                                                | CUSIP: 000000000<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       195000 | PA      | $217634.23    | 0.01%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $750.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                                                                                | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       556442 | PA      | $470889.04    | 0.03%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                          | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1285000 | PA      | $1108505.25   | 0.07%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-27465.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED CZK / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CZ        |            1 | NC      | $73480.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $13132.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  18518400000 | PA      | $4663991.37   | 0.31%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| RITE AID NOTE HOLDER TRUST                              | RITE AID NOTE HOLDER TRUST                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        34147 | PA      | $0.00         | 0.00%             | 2034-08-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED THB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |            1 | NC      | $10381.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LERNEN BIDCO LIMITED                                    | Lernen Bidco Limited 2024 Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       450000 | PA      | $447187.50    | 0.03%             | 2031-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARIPOSA BORROWER INC                                   | MARIPOSA BORROWER INC                                                                                                              | CUSIP: 570ESCAA1<br>LEI: 549300VXED5TMJSBCI17 | Long             | DBT              | CORP              | US        |       605000 | PA      | $0.00         | 0.00%             | 2021-10-15      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SYNAPTICS INC                                           | Synaptics Inc                                                                                                                      | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |       866000 | PA      | $801656.20    | 0.05%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CLP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-696.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                          | Qatar Government International Bond                                                                                                | CUSIP: 74738PLV8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |       457000 | PA      | $460998.75    | 0.03%             | 2028-02-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1111000 | PA      | $646896.42    | 0.04%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                                           | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       550000 | PA      | $581707.50    | 0.04%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      9490000 | PA      | $2328908.29   | 0.15%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $667835.77    | 0.04%             | 2027-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED CZK / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CZ        |            1 | NC      | $15056.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CAD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |            1 | NC      | $37796.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARNES GROUP INC                                        | Barnes Group Inc 2025 Term Loan B                                                                                                  | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |      2500000 | PA      | $2457300.00   | 0.16%             | 2032-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                            | StoneMor Inc                                                                                                                       | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       975000 | PA      | $879430.50    | 0.06%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Anticimex International AB                              | Anticimex International AB 2024 Term Loan B6                                                                                       | CUSIP: 03703HAB2<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |       118775 | PA      | $118218.06    | 0.01%             | 2028-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                   | Termocandelaria Power SA                                                                                                           | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $594600.00    | 0.04%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    102700933 | PA      | $2294244.89   | 0.15%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| LOARRE INVESTMENTS SARL                                 | Loarre Investments Sarl                                                                                                            | CUSIP: 000000000<br>LEI: 549300VE6QY38GTUE732 | Long             | DBT              | CORP              | LU        |       800000 | PA      | $919475.85    | 0.06%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carestream Health Inc                                   | Carestream Health Inc 2022 Term Loan                                                                                               | CUSIP: 14173VAT0<br>LEI: 5493008C1W5RQW9E4I05 | Long             | LON              | CORP              | US        |      1209585 | PA      | $665272.02    | 0.04%             | 2027-09-30      | Floating      | 11.90%                | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                                                                              | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       586000 | PA      | $397231.82    | 0.03%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2268000 | PA      | $1878198.84   | 0.12%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |       738000 | PA      | $631728.00    | 0.04%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD CLP                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $83363.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                | Ferrellgas LP / Ferrellgas Finance Corp                                                                                            | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       573000 | PA      | $497192.10    | 0.03%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                                                                       | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       653000 | PA      | $636211.37    | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CZK / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |            1 | NC      | $97698.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                  | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      1083043 | PA      | $830423.43    | 0.05%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| AL GCX FUND VIII HOLDINGS LLC                           | AL GCX Fund VIII Holdings LLC Term Loan B                                                                                          | CUSIP: 00162AAB7<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2032-01-30      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                                                                              | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       444000 | PA      | $442685.76    | 0.03%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                     | Egypt Treasury Bills                                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    107800000 | PA      | $2023819.98   | 0.13%             | 2025-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAB                                                     | CAB SELAS                                                                                                                          | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |       835000 | PA      | $894433.74    | 0.06%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp                                       | Eagle Parent Corp 2022 Term Loan B                                                                                                 | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |       548614 | PA      | $523240.42    | 0.03%             | 2029-04-02      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                | Fox Corp                                                                                                                           | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |       350000 | PA      | $334537.00    | 0.02%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                             | Export-Import Bank of India                                                                                                        | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |      1723000 | PA      | $1489154.44   | 0.10%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                         | MADISON IAQ LLC 2025 TERM LOAN B                                                                                                   | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |      1500000 | PA      | $1484070.00   | 0.10%             | 2032-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1072000 | PA      | $1453156.63   | 0.10%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC 2024 Incremental Term Loan B                                                                                   | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |       732713 | PA      | $691959.56    | 0.05%             | 2031-06-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED CZK / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |            1 | NC      | $-4654.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENFIRE RESOURCES LTD                                 | Greenfire Resources Ltd                                                                                                            | CUSIP: 39525UAA5<br>LEI: 254900MTS0G2VGMJW059 | Long             | DBT              | CORP              | CA        |      2213000 | PA      | $2328297.30   | 0.15%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     10087000 | PA      | $2393225.49   | 0.16%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                                   | CUSIP: 92243XAK7<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       569000 | PA      | $550507.50    | 0.04%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                | Apollo Commercial Real Estate Finance Inc                                                                                          | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |      2350000 | PA      | $2169261.50   | 0.14%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: 223911385 CDS USD R F  5.00000 2239113851_FEE CORPORATE / Short: 223911385 CDS USD P V 03MEVENT 2239113851_PRO CORPORATE     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | GB        |       274000 | OU      | $36166.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                          | PetSmart, Inc. 2021 Term Loan B                                                                                                    | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1219653 | PA      | $1199833.55   | 0.08%             | 2028-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation 2023 Incremental Term Loan                                                                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      2844895 | PA      | $2814084.51   | 0.19%             | 2028-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                                       | New Albertsons LP                                                                                                                  | CUSIP: 013104AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1138767.00   | 0.08%             | 2030-05-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                   | Banijay Entertainment SAS                                                                                                          | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |       475000 | PA      | $559751.92    | 0.04%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                          | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       330000 | PA      | $335883.90    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pluto Acquisition I Inc                                 | Pluto Acquisition I Inc 2024 Second Out Superpriority Term Loan                                                                    | CUSIP: 72941DAK8<br>LEI: 254900MOXD90LKQ6AY47 | Long             | LON              | CORP              | US        |       873464 | PA      | $754454.41    | 0.05%             | 2028-09-20      | Floating      | 8.30%                 | 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        |       380000 | PA      | $377625.00    | 0.02%             | 2032-03-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                                                                               | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      1745000 | PA      | $1854655.80   | 0.12%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| QuickBase Inc                                           | Quickbase Inc Term Loan                                                                                                            | CUSIP: 000000000<br>LEI: 254900KBN2FLV4CUC047 | Long             | LON              | CORP              | US        |       379961 | PA      | $374261.34    | 0.02%             | 2028-10-02      | Floating      | 7.82%                 | No            |                  3 | On Loan: No      |
| IRB Holding Corp                                        | IRB Holding Corp 2024 1st Lien Term Loan B                                                                                         | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      1058989 | PA      | $1050135.52   | 0.07%             | 2027-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                        | CSN Resources SA                                                                                                                   | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |       535000 | PA      | $512481.85    | 0.03%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GTRC JRPFD EQ                                           | GTRC JRPFD EQ                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          103 | NS      | $9495.57      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                                                                                    | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $552938.67    | 0.04%             | 2028-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                          | Transocean Inc                                                                                                                     | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      1475000 | PA      | $908010.00    | 0.06%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                      | Expand Energy Corp                                                                                                                 | CUSIP: 165167180<br>LEI: X2MT1W32SPAZ9WSKLE78 | N/A              | DE               |  | US        |          162 | NS      | $14008.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                  | Chemours Company (The) 2023 USD Term Loan B                                                                                        | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |       261541 | PA      | $254348.57    | 0.02%             | 2028-08-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                           | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |        94000 | PA      | $88154.14     | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Precision Medicine Group LLC                            | Precision Medicine Group LLC 2021 Term Loan                                                                                        | CUSIP: 74028HAE5<br>LEI: 5493005RG0LYTBKL8W81 | Long             | LON              | CORP              | US        |       790471 | PA      | $782811.22    | 0.05%             | 2027-11-18      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $100648.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Century De Buyer LLC                                    | Century De Buyer LLC 2024 Term Loan B                                                                                              | CUSIP: 15651FAD8<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |      1115142 | PA      | $1108874.88   | 0.07%             | 2030-10-30      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc 2025 Term Loan B                                                                                                  | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |       619388 | PA      | $615808.18    | 0.04%             | 2032-01-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                  | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       935000 | PA      | $901349.35    | 0.06%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESC CB CHESAPEAKE ENER                                  | ESC CB CHESAPEAKE ENER                                                                                                             | CUSIP: 165ESCAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       195000 | PA      | $585.00       | 0.00%             | 2024-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                  | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       175000 | PA      | $162170.75    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED THB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |            1 | NC      | $10757.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $18998.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                                                                                 | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |       775000 | PA      | $792437.50    | 0.05%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                                    | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       175000 | PA      | $170577.75    | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $6448.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                                                 | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |       797000 | PA      | $790225.50    | 0.05%             | 2030-04-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MAGENTA SECURITY HOLDINGS LLC                           | Magenta Security Holdings LLC 2024 Second Out Term Loan                                                                            | CUSIP: 55909UAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       619535 | PA      | $313974.09    | 0.02%             | 2028-07-27      | Floating      | 11.54%                | No            |                  2 | On Loan: No      |
| BRIGHT BIDCO                                            | Bright Bidco BV                                                                                                                    | CUSIP: 000000000<br>LEI: 549300IL6Q1JWU688H15 | Long             | STIV             | CORP              | US        |         7767 | NS      | $2353.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                                                                              | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       795000 | PA      | $799157.85    | 0.05%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                | ONEOK Inc                                                                                                                          | CUSIP: 29336UAC1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |        71000 | PA      | $63514.47     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                                                                              | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $666323.00    | 0.04%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC                                           | Wilsonart LLC                                                                                                                      | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |       643000 | PA      | $585149.29    | 0.04%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-877.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HANGER INC                                              | Hanger Inc 2024 Term Loan B                                                                                                        | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2031-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                | Moss Creek Resources Holdings Inc                                                                                                  | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |      1022000 | PA      | $938993.16    | 0.06%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                             | Global Medical Response Inc 2024 PIK Term Loan                                                                                     | CUSIP: 00169QAG4<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |      1211022 | PA      | $1207654.88   | 0.08%             | 2028-10-31      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1259000 | PA      | $212141.50    | 0.01%             | 2028-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                              | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1626000 | PA      | $1689414.00   | 0.11%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $173.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |       900000 | PA      | $830250.00    | 0.05%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                         | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       415000 | PA      | $392760.15    | 0.03%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                                                                              | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      1370000 | PA      | $967220.00    | 0.06%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Par Petroleum LLC                                       | Par Petroleum LLC 2024 Term Loan B                                                                                                 | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |       126000 | PA      | $121064.58    | 0.01%             | 2030-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                                                                                | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |       625000 | PA      | $539075.00    | 0.04%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                    | 888 Acquisitions Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |      1296000 | PA      | $1462360.29   | 0.10%             | 2027-07-15      | Fixed         | 7.56%                 | No            |                  2 | On Loan: No      |
| Dominion Diamond                                        | Dominion Diamond 2023 Fixed 2nd Lien Term Loan                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |       467153 | PA      | $467153.04    | 0.03%             | 2026-06-30      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                     | Avianca Midco 2 PLC                                                                                                                | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       684000 | PA      | $599156.64    | 0.04%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions Inc                        | 8th Avenue Food & Provisions Inc 2018 2nd Lien Term Loan                                                                           | CUSIP: 28253PAD1<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |       280000 | PA      | $252700.00    | 0.02%             | 2026-10-01      | Floating      | 12.19%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-89504.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                 | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                                   | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1030000 | PA      | $1019957.50   | 0.07%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                       | Gabon Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |       400000 | PA      | $281376.00    | 0.02%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-31515.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    153386200 | PA      | $7369702.22   | 0.49%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                             | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1197000 | PA      | $1147899.06   | 0.08%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BULLDOG PURCHASER INC                                   | Bulldog Purchaser Inc 2025 Term Loan                                                                                               | CUSIP: 12021GAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       452278 | PA      | $449451.45    | 0.03%             | 2031-06-27      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                | Specialty Building Products Holdings LLC 2021 Term Loan B                                                                          | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |       774360 | PA      | $721556.20    | 0.05%             | 2028-10-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                  | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       201000 | PA      | $199651.29    | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                       | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1328000 | PA      | $1366073.76   | 0.09%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                                | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       427000 | PA      | $415731.47    | 0.03%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                       | CPPIB Capital Inc Term Loan B                                                                                                      | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       552425 | PA      | $548049.78    | 0.04%             | 2031-08-20      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED CNH / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |            1 | NC      | $195.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      4036000 | PA      | $3793840.00   | 0.25%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions Inc                        | 8th Avenue Food & Provisions Inc 2021 Incremental Term Loan                                                                        | CUSIP: 28253PAE9<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |       617025 | PA      | $573833.68    | 0.04%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HORIZON US FINCO LP                                     | Horizon US Finco LP Term Loan B                                                                                                    | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       397442 | PA      | $354386.96    | 0.02%             | 2031-10-31      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| E2open LLC                                              | E2open LLC 2020 Term Loan B                                                                                                        | CUSIP: 26826YAB8<br>LEI: 549300WF2BZODU55DR56 | Long             | LON              | CORP              | US        |       651694 | PA      | $647621.41    | 0.04%             | 2028-02-04      | None          | 0.00%                 | 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        |            0 | PA      | $0.00         | 0.00%             | 2031-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED KRW / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |            1 | NC      | $173392.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      1140000 | PA      | $208627.24    | 0.01%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Bracket Intermediate Holding Corp                       | Bracket Intermediate Holding Corp 2024 Term Loan                                                                                   | CUSIP: 10378RAM5<br>LEI: 54930011OZELK2VOFB56 | Long             | LON              | CORP              | US        |      1100945 | PA      | $1098467.40   | 0.07%             | 2028-05-08      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                              | CUSIP: 527298BX0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       375000 | PA      | $415841.25    | 0.03%             | 2029-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                            | SPX Flow Inc 2024 1st Lien Term Loan B                                                                                             | CUSIP: 78470DAV0<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |      2112562 | PA      | $2100689.28   | 0.14%             | 2029-04-05      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Long: IRS363213 IRS HUF R F  6.27000 IRS363213_FIX VANILLA / Short: IRS363213 IRS HUF P V 06MBUBOR IRS363213_FLO VANILLA           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              |  | GB        |   1314000000 | OU      | $60759.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED CZK / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CZ        |            1 | NC      | $135590.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LHMC FINCO 2 SARL                                       | LHMC Finco 2 Sarl                                                                                                                  | CUSIP: 000000000<br>LEI: 254900VNJ7A4DAOPXL60 | Long             | DBT              | CORP              | LU        |       157259 | PA      | $178037.04    | 0.01%             | 2025-10-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                       | Engineered Machinery Holdings Inc 2021 USD Incremental Term Loan                                                                   | CUSIP: 26658NAP4<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |       750000 | PA      | $747187.50    | 0.05%             | 2028-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                        | Gates Global LLC 2022 Term Loan B4                                                                                                 | CUSIP: 36740UAX0<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |       350000 | PA      | $346899.00    | 0.02%             | 2029-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-87753.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      1900000 | PA      | $460711.47    | 0.03%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                              | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       893000 | PA      | $858539.13    | 0.06%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     82500000 | PA      | $2564246.63   | 0.17%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AUDACY 2L WT                                            | AUDACY 2L WT                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         3036 | NS      | $303.60       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                                                                           | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       787000 | PA      | $782167.82    | 0.05%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD THB                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-3823.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                                | Pregis TopCo Corporation 2021 Incremental Term Loan                                                                                | CUSIP: 74045BAE7<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |       246803 | PA      | $245783.75    | 0.02%             | 2026-07-31      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED PLN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-1649.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESC CB144A RITE AID CO                                  | ESC CB144A RITE AID CO                                                                                                             | CUSIP: 767ESCAA4<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |       348000 | PA      | $0.00         | 0.00%             | 2025-07-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                                | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1322000 | PA      | $1258544.00   | 0.08%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CZK / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |            1 | NC      | $26605.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED THB / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $42562.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER AG                                                | Bayer AG                                                                                                                           | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $596258.87    | 0.04%             | 2083-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $3512.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                                                                                | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       403000 | PA      | $365847.43    | 0.02%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER LLC                            | Edelman Financial Center LLC 2024 Term Loan                                                                                        | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |       372779 | PA      | $371082.60    | 0.02%             | 2028-04-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED BRL / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |            1 | NC      | $36977.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                                                                      | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       499000 | PA      | $494454.11    | 0.03%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    123096779 | PA      | $5483295.19   | 0.36%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       800000 | PA      | $790000.00    | 0.05%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED CLP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CL        |            1 | NC      | $-13631.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-50906.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                  | Ardonagh Group Finance Ltd                                                                                                         | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |       521000 | PA      | $531253.28    | 0.04%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED RON / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | RO        |            1 | NC      | $-842.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2590000 | PA      | $2405954.60   | 0.16%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lightstone Holdco LLC                                   | Lightstone Holdco LLC 2022 Extended Term Loan B                                                                                    | CUSIP: 53226GAK7<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |      1055304 | PA      | $1050819.07   | 0.07%             | 2027-01-29      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   9567100000 | PA      | $1964104.07   | 0.13%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                   | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       485000 | PA      | $443838.05    | 0.03%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       575000 | PA      | $652646.23    | 0.04%             | 2026-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KHAZANAH GLOBAL SUKUK                                   | Khazanah Global Sukuk Bhd                                                                                                          | CUSIP: 000000000<br>LEI: 213800VIN16ILYRCKD86 | Long             | DBT              | CORP              | MY        |       267000 | PA      | $268869.00    | 0.02%             | 2028-06-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                | Hazine Mustesarligi Varlik Kiralama AS                                                                                             | CUSIP: 421790AK2<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      1428000 | PA      | $1510645.50   | 0.10%             | 2029-01-14      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                    | Adnoc Murban Rsc Ltd                                                                                                               | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |      1246000 | PA      | $1119063.75   | 0.07%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     12032000 | PA      | $1752717.26   | 0.12%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed                                                     | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       884000 | PA      | $821333.24    | 0.05%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $44775.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    622420000 | PA      | $1484611.40   | 0.10%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                          | Aruba Investments Holdings LLC 2020 2nd Lien Term Loan                                                                             | CUSIP: 04317JAF5<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |       329676 | PA      | $306104.03    | 0.02%             | 2028-11-24      | Floating      | 12.17%                | No            |                  2 | On Loan: No      |
| Victory Buyer LLC                                       | Victory Buyer LLC Term Loan                                                                                                        | CUSIP: 92643PAB0<br>LEI: 549300G9TEUHGC81N056 | Long             | LON              | CORP              | US        |      1024544 | PA      | $989330.58    | 0.07%             | 2028-11-19      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     37125000 | PA      | $1433432.87   | 0.09%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                                          | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       542000 | PA      | $534655.90    | 0.04%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                     | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      2455000 | PA      | $1472116.20   | 0.10%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                | CUSIP: 912828Y79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1600000 | PA      | $1593812.50   | 0.11%             | 2025-07-31      | Fixed         | 2.88%                 | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                                                                    | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       540000 | PA      | $452142.00    | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1093690000 | PA      | $2247500.53   | 0.15%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Spring Education Group Inc                              | Spring Education Group Inc Term Loan                                                                                               | CUSIP: 84840EAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       593366 | PA      | $590399.41    | 0.04%             | 2030-10-04      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                        | Altice France SA 2023 USD Term Loan B14                                                                                            | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |            0 | PA      | $0.00         | 0.00%             | 2028-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     76456045 | PA      | $3180635.18   | 0.21%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     20169000 | PA      | $4451997.08   | 0.29%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                                                                                 | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      1717000 | PA      | $1737552.49   | 0.11%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     27514000 | PA      | $7304965.73   | 0.48%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THIRD COAST INFRASTRUCTURE LLC                          | Third Coast Infrastructure LLC Term Loan B                                                                                         | CUSIP: 88412KAC6<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |       481969 | PA      | $469919.53    | 0.03%             | 2030-09-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                                | Telenet Finance Luxembourg Notes Sarl                                                                                              | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $974670.00    | 0.06%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                  | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves                                                   | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       868000 | PA      | $848287.72    | 0.06%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                | Techem Verwaltungsgesellschaft 675 mbH                                                                                             | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $580716.17    | 0.04%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Johnstone Supply LLC                                    | Johnstone Supply LLC Term Loan B                                                                                                   | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       105360 | PA      | $104339.34    | 0.01%             | 2031-06-09      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                              | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2                                                                              | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |       411956 | PA      | $409405.55    | 0.03%             | 2031-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Armorica Lux Sarl                                       | Armorica Lux Sarl EUR Term Loan                                                                                                    | CUSIP: 000000000<br>LEI: 984500CDA495DT2DBE41 | Long             | LON              | CORP              | LU        |       600000 | PA      | $655070.81    | 0.04%             | 2028-07-28      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-54638.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                            | Acrisure LLC 2024 1st Lien Term Loan B6                                                                                            | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      4261131 | PA      | $4205224.79   | 0.28%             | 2030-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                      | Project Ruby Ultimate Parent Corp 2024 Term Loan B                                                                                 | CUSIP: 74339UAZ3<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |      1130205 | PA      | $1124961.18   | 0.07%             | 2028-03-10      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                                   | ECO Material Tech Inc Term Loan                                                                                                    | CUSIP: 27888XAB3<br>LEI: 2549001ARPX05UHXX452 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2032-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                                                                              | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       457000 | PA      | $454166.60    | 0.03%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA FUNDI                                | Finance of America Funding LLC                                                                                                     | CUSIP: 317386AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       775000 | PA      | $858945.78    | 0.06%             | 2029-11-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                                                                     | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      2173000 | PA      | $2058156.95   | 0.14%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PUSHPAY USA INC                                         | PushPay USA Inc 2025 Term Loan                                                                                                     | CUSIP: 74646HAD9<br>LEI: 9845001D6794B3C1FF33 | Long             | LON              | CORP              | US        |       339150 | PA      | $336182.44    | 0.02%             | 2031-08-15      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MYR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $65757.08     | 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      | $-389.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc 2024 Term Loan                                                                                                       | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       243750 | PA      | $241032.19    | 0.02%             | 2032-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                              | Elastic NV                                                                                                                         | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |       819000 | PA      | $771006.60    | 0.05%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC                                                                                                                   | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      1701000 | PA      | $1390601.52   | 0.09%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      8940000 | PA      | $1535128.96   | 0.10%             | 2053-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie B                                                                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     16123649 | PA      | $2565999.23   | 0.17%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                                                                             | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      2522678 | PA      | $2636198.51   | 0.17%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                        | Ensemble RCM LLC 2024 Term Loan B                                                                                                  | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |      1117438 | PA      | $1115694.64   | 0.07%             | 2029-08-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| CERVED INFORMATION SOLUT                                | Cerved Group SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 8156005E0EF91772E207 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $307783.02    | 0.02%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CZK                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-390688.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $957276.81    | 0.06%             | 2029-01-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                             | Vistra Operations Co LLC                                                                                                           | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $991510.00    | 0.07%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     47840000 | PA      | $6820396.10   | 0.45%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| GRUPO-ANTOLIN IRAUSA SA                                 | Grupo Antolin-Irausa SA                                                                                                            | CUSIP: 000000000<br>LEI: 213800OILC5Q9AR63B63 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $139508.27    | 0.01%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                | Cloud Software Group Inc 2024 1st Lien Term Loan B                                                                                 | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |       578113 | PA      | $570753.73    | 0.04%             | 2029-03-29      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                              | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       511000 | PA      | $464964.01    | 0.03%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc 2024 Term Loan B1                                                                                        | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |        97595 | PA      | $95907.39     | 0.01%             | 2031-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       600000 | PA      | $666965.74    | 0.04%             | 2027-12-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WEPA HYGIENEPRODUKTE GMB                                | WEPA Hygieneprodukte GmbH                                                                                                          | CUSIP: 000000000<br>LEI: 529900KQ44OJDIDU6J81 | Long             | DBT              | CORP              | DE        |       566000 | PA      | $662461.77    | 0.04%             | 2031-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     15069000 | PA      | $3924553.88   | 0.26%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     37650000 | PA      | $10111567.72  | 0.67%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAY FINANCING LLC                                       | RAY Financing LLC                                                                                                                  | CUSIP: 000000000<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |       500000 | PA      | $585088.97    | 0.04%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                                                 | CUSIP: 000000000<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |       214000 | PA      | $211408.46    | 0.01%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      1065000 | PA      | $1172752.45   | 0.08%             | 2027-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | PETRONAS CAPITAL LTD                                                                                                               | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      1570000 | PA      | $1564960.30   | 0.10%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                  | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       708581 | PA      | $437283.05    | 0.03%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       549000 | PA      | $422900.19    | 0.03%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TR        |            1 | NC      | $31833.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       230100 | PA      | $32214.00     | 0.00%             | 2024-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                                                                                | CUSIP: 80413TBF5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      4686000 | PA      | $4709430.00   | 0.31%             | 2030-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     10225000 | PA      | $318519.23    | 0.02%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      2403000 | PA      | $2376867.38   | 0.16%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |            1 | NC      | $-19149.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                                       | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |       626000 | PA      | $659246.86    | 0.04%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                              | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       585000 | PA      | $444904.20    | 0.03%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                | Charles River Laboratories International Inc                                                                                       | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       850000 | PA      | $747031.00    | 0.05%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR METHODS CORP WARRANTS                               | AIR METHODS CORP WARRANTS                                                                                                          | CUSIP: 000000000<br>LEI: 54930081QGNZXVDOZF63 | N/A              | DE               |  | US        |          258 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                             | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       178000 | PA      | $175742.96    | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                       | Corp. Nacional del Cobre de Chile                                                                                                  | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      1793000 | PA      | $1816309.00   | 0.12%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                               | Howden Group Holdings Ltd 2024 Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 875500V3HPKZIQP10J32 | Long             | LON              | CORP              | GB        |      3274286 | PA      | $3273467.78   | 0.22%             | 2030-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                   | Ahead DB Holdings LLC                                                                                                              | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |       529000 | PA      | $514748.74    | 0.03%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED HUF / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |            1 | NC      | $31284.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                        | Long: IRS362645 IRS CNY R F  1.67000 IRS362645_FIX NDF / Short: IRS362645 IRS CNY P V 00MCNRR IRS362645_FLO NDF                    | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DIR              |  | GB        |    125500000 | OU      | $223952.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                    | RLJ Lodging Trust LP                                                                                                               | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |       653000 | PA      | $640736.66    | 0.04%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                | TGNR Intermediate Holdings LLC                                                                                                     | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |      1217000 | PA      | $1116816.56   | 0.07%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                              | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      1027000 | PA      | $1112723.69   | 0.07%             | 2030-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                              | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $657090.00    | 0.04%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED HUF / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HU        |            1 | NC      | $74428.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                   | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      2430000 | PA      | $2369347.20   | 0.16%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     39541000 | PA      | $5961332.12   | 0.39%             | 2031-01-01      | Fixed         | 10.00%                | 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        |      1645469 | PA      | $1628602.77   | 0.11%             | 2031-01-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |      8530000 | PA      | $419881.23    | 0.03%             | 2029-03-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     16491000 | PA      | $508972.34    | 0.03%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-86848.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |            1 | NC      | $312.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                 | First Student Bidco Inc 2024 1st Lien Term Loan B                                                                                  | CUSIP: 33718FAK6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |       599642 | PA      | $596361.86    | 0.04%             | 2028-07-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                | BCPE Empire Holdings Inc 2025 Term Loan B                                                                                          | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |      2569500 | PA      | $2539000.04   | 0.17%             | 2030-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                     | Applied Systems Inc 2024 2nd Lien Term Loan                                                                                        | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |      4323000 | PA      | $4413523.62   | 0.29%             | 2032-02-23      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-111445.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-337591.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                              | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      1538000 | PA      | $1345057.90   | 0.09%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ODIDO GROUP HOLDING BV                                  | Odido Group Holding BV                                                                                                             | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $561621.97    | 0.04%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PLC                                       | SEPLAT Energy PLC                                                                                                                  | CUSIP: 81733MAA3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |       487000 | PA      | $460672.78    | 0.03%             | 2030-03-21      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |            1 | NC      | $18434.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Long: IRS363455 IRS KRW R F  2.36000 IRS363455_FIX NDF / Short: IRS363455 IRS KRW P V 03MKSDA IRS363455_FLO NDF                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              |  | GB        |   4000000000 | OU      | $14336.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                | AmeriTex HoldCo Intermediate LLC                                                                                                   | CUSIP: 030727AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1370000 | PA      | $1411743.90   | 0.09%             | 2028-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| EDO SUKUK LTD                                           | EDO Sukuk Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 5493000LZIE4T625R469 | Long             | DBT              | CORP              | KY        |       250000 | PA      | $251250.00    | 0.02%             | 2031-07-03      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MRC GLOBAL US INC                                       | MRC Global (US) Inc 2024 Term Loan B                                                                                               | CUSIP: 55345LAF8<br>LEI: 549300DH01K8F1NQFP75 | Long             | LON              | CORP              | US        |       500000 | PA      | $496250.00    | 0.03%             | 2031-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MANGROVE LUXCO III                                      | Mangrove Luxco III Sarl                                                                                                            | CUSIP: 000000000<br>LEI: 549300GLJSZN1PU7T586 | Long             | DBT              | CORP              | LU        |      1368000 | PA      | $1546733.01   | 0.10%             | 2029-07-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                    | Fortrea Holdings Inc                                                                                                               | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |       876000 | PA      | $761244.00    | 0.05%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NORTHWEST ACQ/DOMINION                                  | Northwest Acquisitions ULC / Dominion Finco Inc                                                                                    | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1260000 | PA      | $12.60        | 0.00%             | 2022-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      4785000 | PA      | $4838831.25   | 0.32%             | 2028-04-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER NEX US INC                                      | Charter NEX US Inc 2024 Term Loan B1                                                                                               | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |      2881305 | PA      | $2869780.08   | 0.19%             | 2030-11-29      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                       | Kaman Corporation 2025 Term Loan B                                                                                                 | CUSIP: 000000000<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |      2498555 | PA      | $2458852.63   | 0.16%             | 2032-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $732.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                                | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1020000 | PA      | $1153508.49   | 0.08%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      7455000 | PA      | $1734734.44   | 0.11%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                | Bayer AG                                                                                                                           | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $833604.65    | 0.05%             | 2083-09-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                      | Pinnacle Bidco PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $494674.53    | 0.03%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     36345235 | PA      | $1755046.21   | 0.12%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                       | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1200000 | PA      | $1153872.00   | 0.08%             | 2034-08-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems Inc                                    | Verifone Systems Inc 2018 1st Lien Term Loan                                                                                       | CUSIP: 92346NAB5<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2025-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED GBP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |            1 | NC      | $5252.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-75497.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anticimex International AB                              | Anticimex International AB 2021 USD Term Loan B1                                                                                   | CUSIP: 000000000<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |      2473574 | PA      | $2450693.54   | 0.16%             | 2028-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED BRL / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |            1 | NC      | $266490.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                                                                            | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      2600000 | PA      | $2535000.00   | 0.17%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA GENL REP                                | Bonos de la Tesoreria de la Republica                                                                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     78150820 | PA      | $79221.87     | 0.01%             | 2035-03-01      | Fixed         | 2.00%                 | 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        |       637296 | PA      | $615309.64    | 0.04%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                                                                               | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       534000 | PA      | $489945.00    | 0.03%             | 2064-07-17      | Fixed         | 5.88%                 | 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        |      1039186 | PA      | $1033345.37   | 0.07%             | 2031-07-31      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                | Diversified Healthcare Trust                                                                                                       | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |       700000 | PA      | $626325.00    | 0.04%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                  | CD&R Firefly Bidco PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $136108.73    | 0.01%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                     | Verisure Holding AB                                                                                                                | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $111853.13    | 0.01%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                                    | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       555000 | PA      | $518597.55    | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $-84148.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | EG        |            1 | NC      | $-726.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD KRW                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-74367.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: OIS362273 IRS BRL R F 14.88500 OIS362273_FIX NDFPREDISWAP / Short: OIS362273 IRS BRL P V 00MBRCDI OIS362273_FLO NDFPREDISWAP | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | GB        |      1750000 | OU      | $9485.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                                     | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      1020000 | PA      | $935850.00    | 0.06%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                                       | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       385000 | PA      | $370146.70    | 0.02%             | 2035-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                                                                              | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       648000 | PA      | $618101.28    | 0.04%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VARSITY BRANDS INC                                      | Varsity Brands Inc 2025 Term Loan                                                                                                  | CUSIP: 92227QAF3<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |       494776 | PA      | $485499.38    | 0.03%             | 2031-08-26      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| RITE AID EQUITY                                         | RITE AID EQUITY                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          343 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                                                                          | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       600000 | PA      | $640980.41    | 0.04%             | 2029-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Operating Company LP                     | TransMontaigne Operating Company LP Term Loan B                                                                                    | CUSIP: 89376WAH1<br>LEI: 549300V4T155OZCUJ734 | Long             | LON              | CORP              | US        |       643350 | PA      | $641742.02    | 0.04%             | 2028-11-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                                                 | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |       461000 | PA      | $455417.29    | 0.03%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                                         | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |       590000 | PA      | $549301.80    | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bonds                 | Paraguay Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |       783000 | PA      | $769884.75    | 0.05%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                                                                   | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      1363000 | PA      | $1052658.53   | 0.07%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fluid-Flow Products, Inc.                               | Fluid-Flow Products Inc 2025 Term Loan B                                                                                           | CUSIP: 30260UAK1<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |      2206310 | PA      | $2191417.83   | 0.14%             | 2028-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                                                                  | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       246000 | PA      | $231549.96    | 0.02%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  14258100000 | PA      | $2466360.74   | 0.16%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                      | Studio City Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |      1240000 | PA      | $1235660.00   | 0.08%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                                 | TK Elevator Holdco GmbH                                                                                                            | CUSIP: 000000000<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $509925.47    | 0.03%             | 2028-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: IRS363198 IRS HUF R F  6.39000 IRS363198_FIX VANILLA / Short: IRS363198 IRS HUF P V 06MBUBOR IRS363198_FLO VANILLA           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | GB        |    657000000 | OU      | $39642.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARTIC CANADIAN DIAMOND                                  | ARTIC CANADIAN DIAMOND                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          627 | NS      | $59315.70     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| iSolved Inc                                             | iSolved Inc 2024 1st Lien Term Loan                                                                                                | CUSIP: 46488HAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          818 | PA      | $817.15       | 0.00%             | 2030-10-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   4000000000 | PA      | $243729.66    | 0.02%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BEASLEY MEZ HLDGS LLC                                   | Beasley Mezzanine Holdings LLC                                                                                                     | CUSIP: 07403VAB5<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |      1112000 | PA      | $478160.00    | 0.03%             | 2028-08-01      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                               | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       893000 | PA      | $789304.84    | 0.05%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $421574.46    | 0.03%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                                | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       275000 | PA      | $249218.75    | 0.02%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                                     | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |        85000 | PA      | $81171.60     | 0.01%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                               | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      2920140 | PA      | $2851516.71   | 0.19%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                 | Talen Energy Supply LLC 2023 Term Loan B                                                                                           | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |       127035 | PA      | $126435.69    | 0.01%             | 2030-05-17      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $18622.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 Term Loan B9                                                                                                      | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       369672 | PA      | $361047.76    | 0.02%             | 2027-07-31      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                              | Hanger Inc 2024 Delayed Draw Term Loan                                                                                             | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2031-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                                                                        | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |       700000 | PA      | $683424.00    | 0.05%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                    | RLJ Lodging Trust LP                                                                                                               | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |       249000 | PA      | $224886.84    | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                                                                            | CUSIP: 455780DT0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1752000 | PA      | $1746744.00   | 0.12%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                              | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       492000 | PA      | $464753.04    | 0.03%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $27959.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $13948.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $7347.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      2630000 | PA      | $453436.50    | 0.03%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-164296.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                      | Dun & Bradstreet Corporation (The) 2024 Term Loan                                                                                  | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |      1028552 | PA      | $1024211.95   | 0.07%             | 2029-01-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds              | Philippines Government International Bonds                                                                                         | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       847000 | PA      | $539962.50    | 0.04%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                      | FS Luxembourg Sarl                                                                                                                 | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |       780000 | PA      | $780975.00    | 0.05%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                             | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                                                                       | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      3568415 | PA      | $3562991.45   | 0.23%             | 2028-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                             | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       525000 | PA      | $377475.00    | 0.02%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo Sarl                              | Cobham Ultra SeniorCo Sarl USD Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |       922693 | PA      | $905392.61    | 0.06%             | 2029-08-03      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                                           | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       900000 | PA      | $898551.00    | 0.06%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                                                                         | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |       461000 | PA      | $488424.89    | 0.03%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1628000 | PA      | $2283542.75   | 0.15%             | 2028-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                                                                     | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $730940.07    | 0.05%             | 2031-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       542000 | PA      | $552727.28    | 0.04%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SX003297  CDS USD R F  5.00000 2 CCPCDX / Short: SX003297  CDS USD P V 03MEVENT 1 CCPCDX                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |     20960000 | OU      | $758917.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                            | Alliance Laundry Systems LLC 2024 Term Loan B                                                                                      | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |       637903 | PA      | $632245.03    | 0.04%             | 2031-08-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                          | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       345000 | PA      | $357420.00    | 0.02%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED RON / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | RO        |            1 | NC      | $-725.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-11686.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romanian Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        20000 | PA      | $19900.00     | 0.00%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                    | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       233333 | PA      | $231886.68    | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-30860.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |       600000 | PA      | $585516.00    | 0.04%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                          | Lonza Group AG USD Term Loan B                                                                                                     | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |       700601 | PA      | $636593.85    | 0.04%             | 2028-07-03      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                 | WEX Inc                                                                                                                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |       185000 | PA      | $179975.40    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1923.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  10801000000 | PA      | $656175.85    | 0.04%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8031800000 | PA      | $1471902.05   | 0.10%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                                                                     | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    520000000 | PA      | $560094.41    | 0.04%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANCHOR PACKAGING INC                                    | Anchor Packaging Inc 2024 Term Loan                                                                                                | CUSIP: 03306UAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2029-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     23919000 | PA      | $6053308.55   | 0.40%             | 2037-04-07      | Fixed         | 4.76%                 | 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        |      1323000 | PA      | $1342064.43   | 0.09%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                              | TDC Net A/S                                                                                                                        | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |       480000 | PA      | $562446.69    | 0.04%             | 2028-05-31      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ESC CB144A RITE AID CO                                  | ESC CB144A RITE AID CO                                                                                                             | CUSIP: 767ESCAG1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |        97124 | PA      | $0.00         | 0.00%             | 2025-10-18      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                                                                                               | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       811000 | PA      | $807707.34    | 0.05%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Holdings Inc                            | Mister Car Wash Holdings Inc 2024 Term Loan B                                                                                      | CUSIP: 60646CAK3<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |       528759 | PA      | $524217.12    | 0.03%             | 2031-03-27      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC                                                                                                                    | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |       553000 | PA      | $528192.42    | 0.03%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      5130000 | PA      | $1478828.68   | 0.10%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                       | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       650000 | PA      | $587632.50    | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                   | Jordan Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       654000 | PA      | $651344.76    | 0.04%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Corporation Service Company                             | Corporation Service Company Term Loan B                                                                                            | CUSIP: 22006VAL3<br>LEI: 549300NOPSIMGJNT8J31 | Long             | LON              | CORP              | US        |        24845 | PA      | $24576.37     | 0.00%             | 2029-11-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 204941000000 | PA      | $12231255.43  | 0.81%             | 2035-07-15      | Fixed         | 6.75%                 | 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        |       542000 | PA      | $550189.62    | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                     | Verisure Holding AB                                                                                                                | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |            0 | PA      | $0.00         | 0.00%             | 2028-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CROSBY US ACQUISITION CORP                              | Crosby US Acquisition Corp 2024 1st Lien Term Loan B                                                                               | CUSIP: 22739PAP1<br>LEI: 549300V5HSWHDNVOWE35 | Long             | LON              | CORP              | US        |      3952944 | PA      | $3946895.78   | 0.26%             | 2029-08-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZA        |            1 | NC      | $39261.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       609000 | PA      | $413815.50    | 0.03%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| TDC Net AS                                              | TDC Net AS                                                                                                                         | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |       921000 | PA      | $1141055.11   | 0.08%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-8268.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FOUR SEASONS HOTELS LIMITED                             | Four Seasons Hotels Limited 2024 1st Lien Term Loan B                                                                              | CUSIP: 000000000<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |       717042 | PA      | $717135.69    | 0.05%             | 2029-11-30      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED PEN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PE        |            1 | NC      | $-381.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                          | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       570000 | PA      | $569720.70    | 0.04%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GTRC WT TR III                                          | GTRC WT TR III                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          161 | NS      | $2748.27      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |            1 | NC      | $379316.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc 2024 Term Loan B                                                                                               | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |       263012 | PA      | $253512.49    | 0.02%             | 2029-06-04      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                            | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3805000 | PA      | $3645190.00   | 0.24%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | OPAL BIDCO SAS USD TERM LOAN B                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        70513 | PA      | $69852.11     | 0.00%             | 2032-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1487200 | PA      | $234234.00    | 0.02%             | 2028-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                 | TransMontaigne Partners LLC                                                                                                        | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       981000 | PA      | $987209.73    | 0.07%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| American Auto Auction Group, LLC                        | American Auto Auction Group LLC 2024 Term Loan B                                                                                   | CUSIP: 02403MAQ3<br>LEI: 5493002VI1KML1L8HW19 | Long             | LON              | CORP              | US        |       423317 | PA      | $423317.10    | 0.03%             | 2027-12-30      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    208000000 | PA      | $2566524.33   | 0.17%             | 2031-06-18      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                             | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      1031000 | PA      | $883649.48    | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                      | Cerdia Finanz GmbH                                                                                                                 | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1104323.00   | 0.07%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HLD PFD                                | VOYAGER AVIATION HLD PFD                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         1441 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     32280000 | PA      | $5082376.41   | 0.33%             | 2054-05-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                        | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       774000 | PA      | $719843.22    | 0.05%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                           | Boyne USA Inc                                                                                                                      | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       601000 | PA      | $572170.03    | 0.04%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED INR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |            1 | NC      | $5448.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners Clo XXXIII Ltd                                                                                             | CUSIP: 08183BAA5<br>LEI: 254900IWSSBPCATK8N78 | Long             | ABS-CBDO         | CORP              | JE        |       250000 | PA      | $249320.50    | 0.02%             | 2036-01-25      | Floating      | 11.26%                | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $1956.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions Inc                        | 8th Avenue Food & Provisions Inc 2018 1st Lien Term Loan                                                                           | CUSIP: 28253PAC3<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |      4627564 | PA      | $4349910.49   | 0.29%             | 2025-10-01      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                   | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       903000 | PA      | $932654.52    | 0.06%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Summit Acquisition Inc                                  | Summit Acquisition Inc 2024 Term Loan B                                                                                            | CUSIP: 86600DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       500000 | PA      | $498125.00    | 0.03%             | 2031-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                           | NEP Group Inc 2023 Term Loan B                                                                                                     | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1720331 | PA      | $1539420.65   | 0.10%             | 2026-08-19      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                 | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1026470.00   | 0.07%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| XPLOR T1 LLC                                            | XPLOR T1 LLC Term Loan B                                                                                                           | CUSIP: 98423DAE4<br>LEI: 254900GF3CVSREM2EJ05 | Long             | LON              | CORP              | US        |       354512 | PA      | $353625.68    | 0.02%             | 2031-06-24      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| CHPPR Midco Inc                                         | CHPPR Midco Inc Term Loan                                                                                                          | CUSIP: 12570UAB4<br>LEI: N/A                  | Long             | LON              |  | US        |       847615 | PA      | $855032.09    | 0.06%             | 2029-12-31      | Floating      | 13.05%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      1148469 | PA      | $795314.78    | 0.05%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                     | Artera Services LLC 2024 Term Loan                                                                                                 | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |       374766 | PA      | $356087.74    | 0.02%             | 2031-02-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| CHROME HOLDCO                                           | Chrome Holdco SAS                                                                                                                  | CUSIP: 000000000<br>LEI: 9845000E49865VT3N679 | Long             | DBT              | CORP              | FR        |       577000 | PA      | $218601.76    | 0.01%             | 2029-05-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE BUYER INC                                     | Charlotte Buyer Inc 2025 Repriced Term Loan B                                                                                      | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       347100 | PA      | $345177.52    | 0.02%             | 2028-02-11      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED CZK / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $207065.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                             | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       400000 | PA      | $384000.00    | 0.03%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    111430000 | PA      | $295893.69    | 0.02%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Avation PLC                                             | Avation PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 213800KA972GUP1B6I78 | N/A              | DE               |  | GB        |        20510 | NS      | $8610.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                                                                      | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |       250000 | PA      | $235252.50    | 0.02%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                  | Penn Entertainment Inc                                                                                                             | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       626000 | PA      | $616960.56    | 0.04%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                          | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1006000 | PA      | $993425.00    | 0.07%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUDACY CLASS A                                          | AUDACY CLASS A                                                                                                                     | CUSIP: 948WML906<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2505 | NS      | $30894.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                                          | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       590000 | PA      | $579970.00    | 0.04%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                       | Gabon Government International Bond                                                                                                | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |       200000 | PA      | $140688.00    | 0.01%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                                                                               | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       372000 | PA      | $360847.44    | 0.02%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $674612.48    | 0.04%             | 2028-10-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                                  | Energizer Gamma Acquisition BV                                                                                                     | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $317604.84    | 0.02%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                  | FMG Resources August 2006 Pty Ltd                                                                                                  | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       179000 | PA      | $173692.65    | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                             | AltaGas Ltd                                                                                                                        | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      1010000 | PA      | $984568.20    | 0.06%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                         | Naked Juice LLC Term Loan                                                                                                          | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2029-01-24      | None          | 0.00%                 | 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        |            0 | PA      | $0.00         | 0.00%             | 2029-10-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                             | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       812000 | PA      | $716533.16    | 0.05%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    155671000 | PA      | $4644266.39   | 0.31%             | 2025-06-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                 | USI Inc 2024 Term Loan D                                                                                                           | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |       740084 | PA      | $734933.50    | 0.05%             | 2029-11-21      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                 | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                    | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       692000 | PA      | $701300.48    | 0.05%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $-13203.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                        | Altice France SA USD Term Loan B12                                                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |            0 | PA      | $0.00         | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                            | Embecta Corp                                                                                                                       | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |       900000 | PA      | $810027.00    | 0.05%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD SGD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-42152.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                                                                              | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       586000 | PA      | $519483.14    | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SERVICE LOGIC ACQUISITION INC                           | Service Logic Acquisition Inc 2025 Repriced Term Loan B                                                                            | CUSIP: 81759AAH3<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |      1218487 | PA      | $1213162.43   | 0.08%             | 2027-10-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |            1 | NC      | $-1382.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2020 Term Loan B8                                                                                                      | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       143696 | PA      | $142415.70    | 0.01%             | 2026-12-23      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| ZUORA INC                                               | Zuora Inc Term Loan B                                                                                                              | CUSIP: 000000000<br>LEI: 2549000JOLSFPTJEAV21 | Long             | LON              | CORP              | US        |       352914 | PA      | $348061.82    | 0.02%             | 2032-02-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                       | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2109000 | PA      | $2128044.27   | 0.14%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-6052.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                | Abu Dhabi Developmental Holding Co PJSC                                                                                            | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      1169000 | PA      | $1160232.50   | 0.08%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                     | Station Casinos LLC 2024 Term Loan B                                                                                               | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |       690796 | PA      | $684827.68    | 0.05%             | 2031-03-14      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                 | Ellucian Holdings Inc 2024 1st Lien Term Loan B                                                                                    | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |      1595512 | PA      | $1587247.62   | 0.10%             | 2029-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Premier Brands Group Holding                            | PREMIER BRANDS GROUP HOLDING                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7679 | NS      | $12800.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazilian Government International Bond                                                                                            | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      4851000 | PA      | $4834021.50   | 0.32%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |            1 | NC      | $89767.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $204222.00    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                              | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    176650000 | PA      | $3022483.60   | 0.20%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD CNH                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-56304.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                                                                              | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1015230.00   | 0.07%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      2058000 | PA      | $1682147.46   | 0.11%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                           | CITRIN COOPERMAN ADVISORS LLC 2025 TERM LOAN B                                                                                     | CUSIP: 17737EAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       469697 | PA      | $464412.88    | 0.03%             | 2032-04-01      | None          | 0.00%                 | 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        |       229727 | PA      | $227645.94    | 0.01%             | 2028-08-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| WIDEOPENWEST FINANCE LLC                                | WideOpenWest Finance LLC 2024 Super Priority 1st Out New Money Term Loan                                                           | CUSIP: 96758DBG7<br>LEI: 54930045JY28O5B5WE54 | Long             | LON              | CORP              | US        |       400178 | PA      | $404848.00    | 0.03%             | 2028-12-11      | Floating      | 11.50%                | No            |                  2 | On Loan: No      |
| Magenta Security Holdings LLC                           | Magenta Security Holdings LLC 2024 Super Priority Term Loan                                                                        | CUSIP: 55909UAC3<br>LEI: 254900F51KU7HIRXTS68 | Long             | LON              | CORP              | US        |       228946 | PA      | $229662.25    | 0.02%             | 2028-07-27      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| PROJECT BOOST PURCHASER LLC                             | Project Boost Purchaser LLC 2024 2nd Lien Term Loan                                                                                | CUSIP: 74339NAK2<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |      1500000 | PA      | $1470000.00   | 0.10%             | 2032-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                 | Sensata Technologies BV                                                                                                            | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      1365000 | PA      | $1255827.30   | 0.08%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED NGN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $-65003.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESC CB144A PAR PHARMAC                                  | ESC CB144A PAR PHARMAC                                                                                                             | CUSIP: 698ESCAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       344000 | PA      | $0.00         | 0.00%             | 2027-04-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                              | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     10463571 | PA      | $249826.94    | 0.02%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                               | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       775000 | PA      | $717146.25    | 0.05%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CPV FAIRVIEW LLC                                        | CPV Fairview LLC Term Loan B                                                                                                       | CUSIP: 12620SAB9<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |       303927 | PA      | $303675.01    | 0.02%             | 2031-08-14      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                     | LBM Acquisition LLC Term Loan B                                                                                                    | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |       152037 | PA      | $149525.08    | 0.01%             | 2027-12-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                               | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       450000 | PA      | $435825.00    | 0.03%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Long: IRS362967 IRS THB R F  1.62700 IRS362967_FIX NDFOIS / Short: IRS362967 IRS THB P V 03MTHOR IRS362967_FLO NDFOIS              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              |  | GB        |    140000000 | OU      | $44862.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1564000 | PA      | $263534.00    | 0.02%             | 2028-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                            | RealPage Inc 2024 Incremental Term Loan                                                                                            | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      1850000 | PA      | $1844598.00   | 0.12%             | 2028-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc 2025 Term Loan B                                                                                             | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      1645000 | PA      | $1610603.05   | 0.11%             | 2032-02-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                                 | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                                                                        | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              |  | US        |       510000 | PA      | $455134.20    | 0.03%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                                                                            | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      1057000 | PA      | $993062.07    | 0.07%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                                 | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1070000 | PA      | $992478.50    | 0.07%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                                                                              | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       487000 | PA      | $441913.54    | 0.03%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-2288.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                                                                              | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      1392000 | PA      | $1490275.20   | 0.10%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                          | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       592000 | PA      | $594320.64    | 0.04%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                                                                                            | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      1565000 | PA      | $1439659.15   | 0.09%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc                                      | CP Atlas Buyer Inc 2021 Term Loan B                                                                                                | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |       886820 | PA      | $827624.40    | 0.05%             | 2027-11-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                  | Lumen Technologies Inc 2024 Extended Term Loan B1                                                                                  | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |        55442 | PA      | $52913.11     | 0.00%             | 2029-04-16      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-91014.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD INR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-13028.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $6016.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                                   | Mineral Resources Ltd                                                                                                              | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       365000 | PA      | $351958.55    | 0.02%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                    | OI European Group BV                                                                                                               | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |       185000 | PA      | $171254.50    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED BRL / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |            1 | NC      | $-19322.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                                   | INTELSAT EMERGENCE SA                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |            1 | NS      | $3.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LABEYRIE FINE FOODS SAS                                 | Labeyrie Fine Foods SAS 2021 EUR Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 969500BDLIYNMH4G7I28 | Long             | LON              | CORP              | FR        |       500000 | PA      | $502957.31    | 0.03%             | 2026-07-30      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BANGL LLC                                               | BANGL LLC Term Loan B                                                                                                              | CUSIP: 05989UAC1<br>LEI: 549300PM5ZCKF0QY2J26 | Long             | LON              | CORP              | US        |       397213 | PA      | $396967.12    | 0.03%             | 2029-02-01      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                       | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       200000 | PA      | $209096.00    | 0.01%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-15241.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED PLN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |            1 | NC      | $142281.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                   | ON Semiconductor Corp                                                                                                              | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |       751000 | PA      | $710618.73    | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     61657300 | PA      | $2849816.72   | 0.19%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ATHORA HOLDING LTD                                      | Athora Holding Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 98450059DQ10TFC4B020 | Long             | DBT              | CORP              | BM        |       640000 | PA      | $755504.35    | 0.05%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONSERVICE MIDCO LLC                                    | Conservice Midco LLC 2025 Term Loan B                                                                                              | CUSIP: 20848PAK4<br>LEI: 254900F6TNZYKCEM6A28 | Long             | LON              | CORP              | US        |      2045958 | PA      | $2032311.47   | 0.13%             | 2030-05-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                | Brandywine Operating Partnership LP                                                                                                | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |       546000 | PA      | $573545.70    | 0.04%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                   | Intelsat Jackson Holdings SA                                                                                                       | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |       940000 | PA      | $927385.20    | 0.06%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     10356000 | PA      | $6922986.00   | 0.46%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                   | Cablevision Lightpath LLC                                                                                                          | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |       750000 | PA      | $694740.00    | 0.05%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                                                                         | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |       446897 | PA      | $459352.02    | 0.03%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $31022.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                 | Belron Finance 2019 LLC 2024 USD Term Loan B                                                                                       | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       299595 | PA      | $298387.22    | 0.02%             | 2031-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc 2025 Term Loan                                                                                               | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |       469950 | PA      | $459376.13    | 0.03%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    159600000 | PA      | $1945605.40   | 0.13%             | 2034-10-07      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TR        |            1 | NC      | $484.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                                                                          | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       832000 | PA      | $704288.00    | 0.05%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| M6 ETX HOLDINGS II MIDCO LLC                            | M6 ETX HOLDINGS II MIDCO LLC 2025 TERM LOAN B                                                                                      | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       539000 | PA      | $535124.59    | 0.04%             | 2032-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOMEVI SAS                                              | HomeVi SaS 2024 EUR Term Loan B                                                                                                    | CUSIP: 000000000<br>LEI: 9695001URJB6VUATPK20 | Long             | LON              | CORP              | FR        |       500000 | PA      | $562675.52    | 0.04%             | 2029-10-31      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED PLN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |            1 | NC      | $9464.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                         | Rain Carbon Inc                                                                                                                    | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |       855000 | PA      | $868953.60    | 0.06%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| MAGENTA SECURITY HOLDINGS LLC                           | Magenta Security Holdings LLC 2024 First Out Term Loan                                                                             | CUSIP: 55909UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       790270 | PA      | $717169.89    | 0.05%             | 2028-07-27      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                                    | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       650000 | PA      | $663468.00    | 0.04%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       490000 | PA      | $503612.20    | 0.03%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| APEX GROUP TREASURY LLC                                 | Apex Group Treasury LLC 2025 USD Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |      3434688 | PA      | $3418956.82   | 0.23%             | 2032-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRO MACH GROUP INC                                      | Pro Mach Group Inc 2025 Term Loan B                                                                                                | CUSIP: 74273JAK9<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |      1457668 | PA      | $1447551.87   | 0.10%             | 2028-08-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Confluent Medical Technologies, Inc                     | Confluent Medical Technologies Inc 2024 Term Loan B                                                                                | CUSIP: 20717RAD4<br>LEI: 549300I0TF2DFR26JU13 | Long             | LON              | CORP              | US        |       863822 | PA      | $855183.50    | 0.06%             | 2029-02-16      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Delta Topco Inc                                         | Delta TopCo Inc 2024 2nd Lien Term Loan                                                                                            | CUSIP: 24780DAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       231000 | PA      | $227437.98    | 0.01%             | 2030-11-29      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                     | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       325000 | PA      | $333261.50    | 0.02%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                                                                                 | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |       535000 | PA      | $481762.15    | 0.03%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC        | Roper Industrial Products Investment Company LLC 2024 USD 1st Lien Term Loan B                                                     | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3602652 | PA      | $3567202.27   | 0.24%             | 2029-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc 2021 Term Loan D                                                                                               | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |       279241 | PA      | $257223.22    | 0.02%             | 2028-12-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                                                                              | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       250000 | PA      | $246167.50    | 0.02%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |            1 | NC      | $13597.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AHLSTROM HLDG 3 OY                                      | Ahlstrom Holding 3 Oy                                                                                                              | CUSIP: 000000000<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |       350000 | PA      | $381835.20    | 0.03%             | 2028-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc                                | Team Health Holdings Inc 2022 Term Loan B                                                                                          | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |      2583466 | PA      | $2508235.68   | 0.17%             | 2027-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED NGN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $-31417.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GTRC WT TR I                                            | GTRC WT TR I                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1825 | NS      | $69915.75     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EverCommerce Inc                                        | EverCommerce Inc Term Loan B                                                                                                       | CUSIP: 29977YAB9<br>LEI: 9845005E54E3C158EA55 | Long             | LON              | CORP              | US        |       395217 | PA      | $393240.75    | 0.03%             | 2028-07-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     59325161 | PA      | $2958970.48   | 0.19%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                | Trident TPI Holdings Inc                                                                                                           | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |      1061000 | PA      | $1111429.33   | 0.07%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Long: IRS363234 IRS HUF R F  6.29000 IRS363234_FIX VANILLA / Short: IRS363234 IRS HUF P V 06MBUBOR IRS363234_FLO VANILLA           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              |  | GB        |    657000000 | OU      | $31923.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                           | Fedrigoni SpA                                                                                                                      | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |       250000 | PA      | $273300.19    | 0.02%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AIR METHODS CORP WARRANTS                               | AIR METHODS CORP WARRANTS                                                                                                          | CUSIP: 000000000<br>LEI: 54930081QGNZXVDOZF63 | N/A              | DE               |  | US        |          544 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN II FUND SERVICES LLC                                | GEN II Fund Services LLC 2024 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |       800000 | PA      | $796000.00    | 0.05%             | 2031-11-26      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MYR                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-28291.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                     | Rocket Software Inc                                                                                                                | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      1891000 | PA      | $1949847.92   | 0.13%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                                | Hertz Corporation (The) 2021 Term Loan C                                                                                           | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2028-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                      | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       494000 | PA      | $503870.12    | 0.03%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN UK PLC                                    | Iron Mountain UK PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800OT3BUEZ7P7XW26 | Long             | DBT              |  | GB        |       400000 | PA      | $527504.28    | 0.03%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                  | Radiology Partners Inc                                                                                                             | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |       709743 | PA      | $662161.83    | 0.04%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: No      |
| Mariner Wealth Advisors LLC                             | Mariner Wealth Advisors LLC Term Loan B                                                                                            | CUSIP: 56846TAD8<br>LEI: 549300XJJOOU336E5R24 | Long             | LON              | CORP              | US        |       369815 | PA      | $368583.33    | 0.02%             | 2028-08-18      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan                                  | Republic of Azerbaijan International Bond                                                                                          | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |        33000 | PA      | $32114.94     | 0.00%             | 2029-09-01      | Fixed         | 5.12%                 | 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        |      1035000 | PA      | $1025943.75   | 0.07%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc 2024 Term Loan B8                                                                                             | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |       710527 | PA      | $709340.80    | 0.05%             | 2030-06-22      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  42213000000 | PA      | $2513750.07   | 0.17%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                          | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       569000 | PA      | $571497.91    | 0.04%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                                                                               | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       349000 | PA      | $355903.22    | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TR        |            1 | NC      | $-33924.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                  | FMG Resources August 2006 Pty Ltd                                                                                                  | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       737000 | PA      | $666896.56    | 0.04%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                                 | Dana Financing Luxembourg Sarl                                                                                                     | CUSIP: 000000000<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |       454000 | PA      | $553391.72    | 0.04%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ESC PARKER DRILLING CO                                  | ESC PARKER DRILLING CO                                                                                                             | CUSIP: 701ESC014<br>LEI: 5493003B4WZ1YZYFR583 | Long             | EC               | CORP              | US        |        17933 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD PEN                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-29014.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Long: IRS363384 IRS CNY R F  1.38000 IRS363384_FIX NDF / Short: IRS363384 IRS CNY P V 00MCNRR IRS363384_FLO NDF                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              |  | GB        |     61500000 | OU      | $-7046.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RADNET MANAGEMENT INC                                   | Radnet Management Inc 2024 1st Lien Term Loan B                                                                                    | CUSIP: 75049EAR5<br>LEI: 549300T3TJ6A0P5TXM13 | Long             | LON              | CORP              | US        |      1008700 | PA      | $1004705.55   | 0.07%             | 2031-04-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    150630000 | PA      | $1880429.02   | 0.12%             | 2030-11-13      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |            1 | NC      | $72970.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CULLINAN HOLDCO                                         | Cullinan Holdco Scsp                                                                                                               | CUSIP: 000000000<br>LEI: 549300F81ZP47K818173 | Long             | DBT              | CORP              | LU        |       700000 | PA      | $680794.45    | 0.04%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-389.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TR        |            1 | NC      | $25777.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 4A2 SHARES BRIGHT BIDCO                                 | 4A2 SHARES BRIGHT BIDCO                                                                                                            | CUSIP: 000000000<br>LEI: 549300IL6Q1JWU688H15 | Long             | STIV             | CORP              | US        |        10610 | NS      | $3214.83      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      2417000 | PA      | $1544463.00   | 0.10%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $16935.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                                   | Polar US Borrower LLC 2024 Term Loan B1A                                                                                           | CUSIP: 73103NAB8<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |         2718 | PA      | $1277.54      | 0.00%             | 2028-10-16      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                        | Long: IRS362830 IRS COP R V 03MCPIBR IRS362830_FLO NDFOIS / Short: IRS362830 IRS COP P F  9.25500 IRS362830_FIX NDFOIS             | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DIR              |  | GB        |  10487690000 | OU      | $-54603.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                   | Petroleos del Peru SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      2126000 | PA      | $1294734.00   | 0.09%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan                                  | Republic of Azerbaijan International Bond                                                                                          | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |       382000 | PA      | $371754.76    | 0.02%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                   | SS&C Technologies Inc 2024 Term Loan B8                                                                                            | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |       612961 | PA      | $611875.67    | 0.04%             | 2031-05-09      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                             | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1288000 | PA      | $1308608.00   | 0.09%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-41825.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WideOpenWest Finance LLC                                | WideOpenWest Finance LLC 2024 Super Senior 2nd Out Term Loan                                                                       | CUSIP: 96758DBK8<br>LEI: 54930045JY28O5B5WE54 | Long             | LON              | CORP              | US        |       993877 | PA      | $850470.83    | 0.06%             | 2028-12-11      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| OCI NV                                                  | OCI NV                                                                                                                             | CUSIP: 67116NAA7<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |      1346000 | PA      | $1469468.58   | 0.10%             | 2033-03-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                          | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      1198000 | PA      | $1097667.50   | 0.07%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Adnoc Murban Rsc Ltd.                                   | Adnoc Murban Rsc Ltd.                                                                                                              | CUSIP: 000000000<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |       425000 | PA      | $381703.13    | 0.03%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Syniverse Holdings, Inc.                                | Syniverse Holdings, Inc. 2022 Term Loan                                                                                            | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |       994898 | PA      | $946187.76    | 0.06%             | 2027-05-13      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| Republic of Peru                                        | Peruvian Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     11388000 | PA      | $3064220.45   | 0.20%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                      | Alliant Holdings Intermediate LLC 2024 Term Loan B6                                                                                | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |      1128923 | PA      | $1120218.83   | 0.07%             | 2031-09-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                      | Baytex Energy Corp                                                                                                                 | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $431140.00    | 0.03%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $2570.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier Inc                                          | Bombardier Inc                                                                                                                     | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       390000 | PA      | $390709.80    | 0.03%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE CHEM CO LLC                                 | Cornerstone Chemical Co LLC                                                                                                        | CUSIP: 21925AAG0<br>LEI: BL03B05TRUKQ14Y1HC46 | Long             | DBT              | CORP              | US        |      1350261 | PA      | $1350261.00   | 0.09%             | 2028-12-06      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-183138.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                   | Endo Finance Holdings Inc                                                                                                          | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       350000 | PA      | $363926.50    | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ESC CB CHESAPEAKE ENER                                  | ESC CB CHESAPEAKE ENER                                                                                                             | CUSIP: 165ESCAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       935000 | PA      | $2805.00      | 0.00%             | 2026-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $17109.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                         | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   2362405000 | PA      | $1453701.52   | 0.10%             | 2025-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                 | Virgin Media Vendor Financing Notes III DAC                                                                                        | CUSIP: 92771EAA1<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |       635000 | PA      | $793568.05    | 0.05%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                              | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     36400000 | PA      | $612366.09    | 0.04%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                                                                              | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1042608.00   | 0.07%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PATHWAY VET ALLIANCE LLC                                | Pathway Vet Alliance LLC 2025 Tranche B Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2028-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       199662 | PA      | $113184.39    | 0.01%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1618200 | PA      | $226548.00    | 0.01%             | 2019-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |            1 | NC      | $149233.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC                                                                                                                   | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       425000 | PA      | $311707.75    | 0.02%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Ltd                                   | Nabors Industries Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |         5402 | NS      | $144978.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                    | Townsquare Media Inc 2025 Term Loan                                                                                                | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |       405000 | PA      | $367537.50    | 0.02%             | 2030-02-19      | Floating      | 9.32%                 | No            |                  3 | On Loan: No      |
| SUNOCO LP                                               | SUNOCO LP                                                                                                                          | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |        83000 | PA      | $82916.17     | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      1103000 | PA      | $879300.57    | 0.06%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD ZAR                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $67845.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                | Nidda Healthcare Holding GmbH                                                                                                      | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |       110000 | PA      | $125779.94    | 0.01%             | 2030-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       229684 | PA      | $26183.98     | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MXN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-98222.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-45357.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                    | GrubHub Holdings Inc                                                                                                               | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       735000 | PA      | $663197.85    | 0.04%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bonds              | Republic of Azerbaijan International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |       628000 | PA      | $547773.00    | 0.04%             | 2032-09-01      | Fixed         | 3.50%                 | 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        |       259090 | PA      | $254475.48    | 0.02%             | 2028-04-06      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-56178.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                               | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       377000 | PA      | $360913.41    | 0.02%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                                 | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       180000 | PA      | $157231.80    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      1474000 | PA      | $1146536.16   | 0.08%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                             | Surgery Center Holdings Inc 2024 Term Loan B                                                                                       | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |      1099935 | PA      | $1095469.45   | 0.07%             | 2030-12-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                    | BWX Technologies Inc                                                                                                               | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      1334000 | PA      | $1285495.76   | 0.08%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TR        |            1 | NC      | $51953.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Arclin US Holding Corp                              | New Arclin US Holding Corp 2021 Term Loan                                                                                          | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                                  | BCP V Modular Services Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |       280000 | PA      | $285031.08    | 0.02%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      7250000 | PA      | $233549.62    | 0.02%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       886000 | PA      | $837048.50    | 0.06%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     55720000 | PA      | $2202331.35   | 0.15%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     41626000 | PA      | $1265415.45   | 0.08%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                | Hazine Mustesarligi Varlik Kiralama AS                                                                                             | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      1001000 | PA      | $1058932.88   | 0.07%             | 2029-01-14      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA FUNDI                                | Finance of America Funding LLC                                                                                                     | CUSIP: 317386AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1034285 | PA      | $943919.52    | 0.06%             | 2026-11-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Geosyntec Consultants                                   | Geosyntec Consultants 2024 Term Loan                                                                                               | CUSIP: 37364YAB3<br>LEI: 25490034OFTL369SEQ49 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2031-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                | Fox Corp                                                                                                                           | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |       350000 | PA      | $319032.00    | 0.02%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MONITRONICS                                             | MONITRONICS                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1565 | NS      | $19823.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                | Cloud Software Group Inc 2024 USD Term Loan                                                                                        | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |       189525 | PA      | $187186.26    | 0.01%             | 2031-03-21      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                                  | SCIH Salt Holdings Inc 2021 Incremental Term Loan B                                                                                | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       757549 | PA      | $749799.02    | 0.05%             | 2029-01-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      6602900 | PA      | $334679.54    | 0.02%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                        | Modena Buyer LLC Term Loan                                                                                                         | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |       665925 | PA      | $629891.99    | 0.04%             | 2031-07-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                               | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1565000 | PA      | $1495654.85   | 0.10%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                 | Philippine Government International Bond                                                                                           | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      2564000 | PA      | $2602460.00   | 0.17%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bond                                                                                              | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      1200378 | PA      | $1221384.62   | 0.08%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                                      | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2025000 | PA      | $2080687.50   | 0.14%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Maravai Intermediate Holdings LLC                       | Maravai Intermediate Holdings LLC 2022 Term Loan B                                                                                 | CUSIP: 56589PAJ4<br>LEI: 2549005DIMMJLV8LMZ14 | Long             | LON              | CORP              | US        |       646987 | PA      | $621916.22    | 0.04%             | 2027-10-19      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |            1 | NC      | $187199.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                       | PointClickCare Technologies Inc 2024 USD Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |      1085432 | PA      | $1082718.04   | 0.07%             | 2031-11-03      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                     | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       159000 | PA      | $153525.63    | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mitnick Corporate Purchaser Inc                         | Mitnick Corporate Purchaser Inc Term Loan                                                                                          | CUSIP: 60672HAC7<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |       354092 | PA      | $247156.26    | 0.02%             | 2029-05-02      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                                                                                    | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |       757000 | PA      | $846603.84    | 0.06%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                                                                    | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      1154000 | PA      | $1091037.76   | 0.07%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      1074000 | PA      | $950565.18    | 0.06%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      1175000 | PA      | $1137905.25   | 0.07%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BACH BIDCO SPA                                          | Bach Bidco SpA                                                                                                                     | CUSIP: 000000000<br>LEI: 984500C09F0Q4T78B635 | Long             | DBT              | CORP              | IT        |            0 | PA      | $0.00         | 0.00%             | 2028-10-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     22411000 | PA      | $4837292.08   | 0.32%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TACALA LLC                                              | Tacala LLC 2024 Term Loan B                                                                                                        | CUSIP: 87339PAD5<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |      2000000 | PA      | $1993060.00   | 0.13%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                            | MH Sub I LLC 2024 Term Loan B4                                                                                                     | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |       199043 | PA      | $173985.44    | 0.01%             | 2031-12-31      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                      | Central Parent Inc 2024 Term Loan B                                                                                                | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1346890 | PA      | $1119238.65   | 0.07%             | 2029-07-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Long: IRS362649 IRS INR R F  5.93000 IRS362649_FIX NDFOIS / Short: IRS362649 IRS INR P V 06MMIBOR IRS362649_FLO NDFOIS             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              |  | GB        |    850000000 | OU      | $140695.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIENT CORP                                             | Avient Corp                                                                                                                        | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       329000 | PA      | $325203.34    | 0.02%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                 | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |       200000 | PA      | $194990.00    | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST L P                                   | RLJ LODGING TRUST L P TERM LOAN A1                                                                                                 | CUSIP: 74964VAM2<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | LON              | CORP              | US        |       596230 | PA      | $572380.94    | 0.04%             | 2026-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Telenet Financing USD LLC                               | Telenet Financing USD LLC 2020 USD Term Loan AR                                                                                    | CUSIP: 000000000<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |       425000 | PA      | $414727.75    | 0.03%             | 2028-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD HUF                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-201909.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO LLC                                     | KKR Apple Bidco LLC 2025 Term Loan                                                                                                 | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |      2866250 | PA      | $2827870.91   | 0.19%             | 2031-09-23      | None          | 0.00%                 | 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        |       853459 | PA      | $838096.58    | 0.06%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: IRS362596 IRS KRW R F  2.54570 IRS362596_FIX NDF / Short: IRS362596 IRS KRW P V 03MKSDA IRS362596_FLO NDF                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | GB        |  48202400000 | OU      | $356012.79    | 0.02%             |  |  |  | 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        |      1510802 | PA      | $1497340.88   | 0.10%             | 2031-06-02      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                         | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   8700000000 | PA      | $4678230.70   | 0.31%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                                     | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      3665000 | PA      | $3291536.50   | 0.22%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      5160000 | PA      | $1204259.10   | 0.08%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                               | Howden Group Holdings Ltd 2024 USD 1st Lien Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |       371036 | PA      | $368531.50    | 0.02%             | 2031-02-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1256823 | PA      | $1063586.46   | 0.07%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: IRS362827 IRS COP R V 03MCPIBR IRS362827_FLO NDFOIS / Short: IRS362827 IRS COP P F  8.75000 IRS362827_FIX NDFOIS             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | GB        |  16061500000 | OU      | $-65997.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goosehead Insurance Holdings LLC                        | Goosehead Insurance Holdings LLC Term Loan B                                                                                       | CUSIP: 38267BAE3<br>LEI: 549300DF8P4C7IP1QR40 | Long             | LON              | CORP              | US        |      1750000 | PA      | $1741250.00   | 0.11%             | 2032-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-12252.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                       | Kapla Holding SAS                                                                                                                  | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |       450000 | PA      | $508508.27    | 0.03%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                   | Long Ridge Energy LLC                                                                                                              | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |      1725000 | PA      | $1645443.00   | 0.11%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    663960000 | PA      | $8273688.01   | 0.55%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                          | Databricks Inc Last Out Term Loan                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       364754 | PA      | $365665.99    | 0.02%             | 2031-01-03      | Floating      | 8.82%                 | No            |                  3 | On Loan: No      |
| The Federal Republic of Nigeria                         | Nigeria OMO Bill                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   3000000000 | PA      | $1846044.41   | 0.12%             | 2025-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                              | Tronox Inc                                                                                                                         | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      1737000 | PA      | $1411156.17   | 0.09%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-64337.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      6300000 | PA      | $1438638.83   | 0.09%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-24122.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSEMBLIN CAVERION GROUP                                | Assemblin Caverion Group AB                                                                                                        | CUSIP: 000000000<br>LEI: 636700ULD38LN63RC248 | Long             | DBT              | CORP              | SE        |       246000 | PA      | $275905.56    | 0.02%             | 2031-07-01      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                | Ziggo BV                                                                                                                           | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $620235.66    | 0.04%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                            | Spirit Aviation Holdings Inc                                                                                                       | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        32972 | NS      | $390157.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                        | Southern Veterinary Partners LLC 2024 1st Lien Term Loan                                                                           | CUSIP: 84410HAN0<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |      2627819 | PA      | $2617649.59   | 0.17%             | 2031-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                           | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |       350000 | PA      | $308742.00    | 0.02%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TR        |            1 | NC      | $104795.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      1379000 | PA      | $1457064.74   | 0.10%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                      | Expand Energy Corp                                                                                                                 | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |           85 | NS      | $8831.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED EGP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | EG        |            1 | NC      | $40527.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $239935.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                             | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       328000 | PA      | $150876.72    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6311400000 | PA      | $1136085.46   | 0.07%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DARKTRACE PLC                                           | Darktrace PLC 1st Lien Term Loan                                                                                                   | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       325000 | PA      | $322653.50    | 0.02%             | 2031-10-09      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       602000 | PA      | $630474.60    | 0.04%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                          | Vallourec SACA                                                                                                                     | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |       995000 | PA      | $1030829.95   | 0.07%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Win Waste Innovations Holdings Inc                      | WIN Waste Innovations Holdings Inc 2021 Term Loan B                                                                                | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |       397955 | PA      | $392200.81    | 0.03%             | 2028-03-24      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     11495000 | PA      | $2512888.15   | 0.17%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                               | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |        91000 | PA      | $95140.50     | 0.01%             | 2029-01-15      | Fixed         | 9.00%                 | 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        |       758862 | PA      | $756751.89    | 0.05%             | 2031-02-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                                                                      | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       680000 | PA      | $673274.80    | 0.04%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                | Papa John's International Inc                                                                                                      | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |       404000 | PA      | $375093.80    | 0.02%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INSTRUCTURE HOLDINGS INC                                | Instructure Holdings Inc 2024 2nd Lien Term Loan                                                                                   | CUSIP: 45115MAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       290832 | PA      | $286016.01    | 0.02%             | 2032-11-12      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| IQOR EQUITY                                             | IQOR EQUITY                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5606 | NS      | $8409.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                      | CP Atlas Buyer Inc                                                                                                                 | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      1335000 | PA      | $1102870.20   | 0.07%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                             | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       237000 | PA      | $228463.26    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                 | Philippine Government International Bond                                                                                           | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      3210000 | PA      | $2699610.00   | 0.18%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED GBP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |            1 | NC      | $-627.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       400000 | PA      | $371484.00    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                                                                     | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      1305000 | PA      | $1049689.80   | 0.07%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOUCHDOWN ACQUIRER INC                                  | Touchdown Acquirer Inc 2025 USD Term Loan B                                                                                        | CUSIP: 89157NAJ2<br>LEI: 2549001J7IO9BK03IC64 | Long             | LON              | CORP              | US        |       600000 | PA      | $588252.00    | 0.04%             | 2031-02-21      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MYR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $55487.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED GBP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |            1 | NC      | $3587.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                | CLEARWATER ANALYTICS LLC 2025 TERM LOAN B                                                                                          | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |       497500 | PA      | $495012.50    | 0.03%             | 2032-04-21      | Floating      | 6.52%                 | No            |                  3 | On Loan: No      |
| LOXAM SAS                                               | Loxam SAS                                                                                                                          | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $788039.14    | 0.05%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2024 Term Loan I                                                                                                     | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       498741 | PA      | $497703.17    | 0.03%             | 2028-08-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED TRY / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |            1 | NC      | $39300.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                  | Vmed O2 UK Financing I PLC                                                                                                         | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      1409000 | PA      | $1421032.86   | 0.09%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET FINANCE PLC                                 | Avis Budget Finance Plc                                                                                                            | CUSIP: 000000000<br>LEI: 549300W3BJJPGKCIOI13 | Long             | DBT              | CORP              | JE        |       500000 | PA      | $557645.66    | 0.04%             | 2030-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                              | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      3162118 | PA      | $1539951.47   | 0.10%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD PEN                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-640.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                | Abu Dhabi National Energy Co PJSC                                                                                                  | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |       609000 | PA      | $583422.00    | 0.04%             | 2037-03-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                | Compass Minerals International Inc                                                                                                 | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |       342000 | PA      | $338607.36    | 0.02%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                   | Innophos Holdings Inc                                                                                                              | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |      1396500 | PA      | $1412308.38   | 0.09%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                                            | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       390000 | PA      | $338219.70    | 0.02%             | 2049-06-15      | Fixed         | 5.25%                 | 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        |       770485 | PA      | $766632.56    | 0.05%             | 2031-09-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                                       | New Albertsons LP                                                                                                                  | CUSIP: 013104AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       387000 | PA      | $412058.25    | 0.03%             | 2031-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                             | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |       715000 | PA      | $707045.63    | 0.05%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                   | Minerva Luxembourg SA                                                                                                              | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |       564000 | PA      | $599856.30    | 0.04%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD CLP                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-58596.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                           | CITRIN COOPERMAN ADVISORS LLC 2025 DELAYED DRAW TERM LOAN                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        30303 | PA      | $29962.12     | 0.00%             | 2032-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                              | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       675000 | PA      | $639407.25    | 0.04%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIGMA HOLDCO BV                                         | Sigma Holdco BV                                                                                                                    | CUSIP: 000000000<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |       150282 | PA      | $168440.84    | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                       | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1025000 | PA      | $1003649.25   | 0.07%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD THB                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-113360.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                              | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      1358628 | PA      | $1519869.97   | 0.10%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                                                                              | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $269990.00    | 0.02%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED TWD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |            1 | NC      | $173676.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                              | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      1231730 | PA      | $972734.13    | 0.06%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                           | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      1978000 | PA      | $1979305.48   | 0.13%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                              | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       300000 | PA      | $332844.00    | 0.02%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $9965.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lackawanna Energy Center LLC                            | Lackawanna Energy Center LLC Term Loan C                                                                                           | CUSIP: 50550EAD0<br>LEI: 549300IW2LJBNY42EC59 | Long             | LON              | CORP              | US        |       122648 | PA      | $123261.34    | 0.01%             | 2029-08-06      | Floating      | 8.57%                 | No            |                  3 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      1538000 | PA      | $1525696.00   | 0.10%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD LLC                                         | South Field LLC 2025 Term Loan B                                                                                                   | CUSIP: 83783XAD8<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |       397767 | PA      | $395531.36    | 0.03%             | 2031-08-29      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| AKUMIN INC                                              | Akumin Inc                                                                                                                         | CUSIP: 01021XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        15000 | PA      | $12905.85     | 0.00%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CAD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-36411.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                        | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       795000 | PA      | $778408.35    | 0.05%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                                 | PTC Inc                                                                                                                            | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |       971000 | PA      | $939092.94    | 0.06%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                             | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $505055.00    | 0.03%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD CLP                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-17438.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                         | Madison IAQ LLC Term Loan                                                                                                          | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |      1125000 | PA      | $1113333.75   | 0.07%             | 2028-06-21      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                            | RealPage Inc 1st Lien Term Loan                                                                                                    | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      2691998 | PA      | $2663866.26   | 0.18%             | 2028-04-24      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 17 Ltd                                                                                                          | CUSIP: 67109SAJ6<br>LEI: 254900ZA7EPUCGQUTA43 | Long             | ABS-CBDO         | CORP              | BM        |       250000 | PA      | $250723.25    | 0.02%             | 2037-04-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD INR                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-24487.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      2926000 | PA      | $811212.67    | 0.05%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ENVIVA PARTNERS LP FIN C                                | Enviva Partners LP/Fin C 2024 Backstop Term Loan                                                                                   | CUSIP: 000000000<br>LEI: 549300WH5VXDEFM5KR81 | Long             | LON              | CORP              | US        |       376750 | PA      | $372353.29    | 0.02%             | 2029-08-30      | Floating      | 12.80%                | No            |                  2 | On Loan: No      |
| SPIRIT AVIATION HLDGS INC                               | SPIRIT AVIATION HLDGS INC                                                                                                          | CUSIP: 84863V135<br>LEI: N/A                  | N/A              | DE               |  | US        |         3972 | NS      | $50313.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electron BidCo Inc                                      | Electron BidCo Inc 2021 Term Loan                                                                                                  | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1110200 | PA      | $1104959.96   | 0.07%             | 2028-11-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                   | CMG Media Corp                                                                                                                     | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       830308 | PA      | $729442.18    | 0.05%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                               | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       700000 | PA      | $620081.00    | 0.04%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD IDR                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-707.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VYAIRE MEDICAL INC                                      | Vyaire Medical Inc Term Loan B                                                                                                     | CUSIP: 92921XAB6<br>LEI: 549300ZVN6ARCNECB069 | Long             | LON              | CORP              | US        |       363906 | PA      | $1091.72      | 0.00%             | 2026-04-16      | Floating      | 12.25%                | No            |                  2 | On Loan: No      |
| Lifescan Global Corporation                             | Lifescan Global Corporation 2023 Term Loan                                                                                         | CUSIP: 53227PAP5<br>LEI: 549300VL0F83S4LR4105 | Long             | LON              | CORP              | US        |      2540830 | PA      | $1648998.40   | 0.11%             | 2026-12-31      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| ARDONAGH MIDCO 3 PLC                                    | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |      1250000 | PA      | $1222662.50   | 0.08%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                       | Kaman Corporation 2025 Delayed Draw Term Loan                                                                                      | CUSIP: 000000000<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |       235713 | PA      | $231967.24    | 0.02%             | 2032-02-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                  | Genesys Cloud Services Holdings II LLC 2025 USD Term Loan B                                                                        | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |       997500 | PA      | $982746.98    | 0.06%             | 2032-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                | Nidda Healthcare Holding GmbH                                                                                                      | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |       440000 | PA      | $498020.57    | 0.03%             | 2030-10-23      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-29573.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORPORATION                             | Epicor Software Corporation 2024 Term Loan E                                                                                       | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |      5185336 | PA      | $5155883.52   | 0.34%             | 2031-05-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                       | EMRLD Borrower LP 2024 Term Loan B                                                                                                 | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |       419133 | PA      | $413633.93    | 0.03%             | 2031-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORPORATION                              | Select Medical Corporation 2024 Term Loan B                                                                                        | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |       119326 | PA      | $118953.39    | 0.01%             | 2031-12-03      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CUBE INDUSTRIALS BUYER INC                              | Cube Industrials Buyer Inc 2024 Term Loan                                                                                          | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |       325000 | PA      | $321750.00    | 0.02%             | 2031-10-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPANISH BROADCASTING SYS                                | Spanish Broadcasting System Inc                                                                                                    | CUSIP: 846425AQ9<br>LEI: 5493005DKYB1X4C9LH64 | Long             | DBT              | CORP              | US        |      1225000 | PA      | $772240.00    | 0.05%             | 2026-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: 223118165 CDS USD R F  5.00000 2231181653_FEE CORPORATE / Short: 223118165 CDS USD P V 03MEVENT 2231181653_PRO CORPORATE     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | GB        |       275000 | OU      | $36298.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGENTA SECURITY HOLDINGS LLC                           | Magenta Security Holdings LLC 2024 Third Out Term Loan                                                                             | CUSIP: 55909UAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       197269 | PA      | $57044.24     | 0.00%             | 2028-07-27      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  10700800000 | PA      | $2271239.15   | 0.15%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |            1 | NC      | $41719.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                        | Ambipar Lux Sarl                                                                                                                   | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |       814000 | PA      | $795196.60    | 0.05%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                                                                             | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      1355000 | PA      | $1401747.50   | 0.09%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     15094000 | PA      | $3571313.86   | 0.24%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: IRS363453 IRS HUF R F  6.34500 IRS363453_FIX VANILLA / Short: IRS363453 IRS HUF P V 06MBUBOR IRS363453_FLO VANILLA           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | GB        |    340000000 | OU      | $18617.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ditech Holding Corporation                              | Ditech Holding Corporation 2013 Term Loan                                                                                          | CUSIP: 93317CAL0<br>LEI: Z4TM9IUZR644E7BFXU45 | Long             | LON              | CORP              | US        |       183349 | PA      | $0.00         | 0.00%             | 2025-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    205567617 | PA      | $9045859.25   | 0.60%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                                | Alterra Mountain Company 2024 Term Loan B                                                                                          | CUSIP: 46124CAQ0<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      3848184 | PA      | $3843373.55   | 0.25%             | 2028-08-17      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD PLN                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-2962.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                          | Ryan Specialty LLC                                                                                                                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       320000 | PA      | $316633.60    | 0.02%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                                                                    | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       685000 | PA      | $595607.50    | 0.04%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSHIP                           | Sunrise Financing Partnership Term Loan AAA                                                                                        | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |       420398 | PA      | $417543.79    | 0.03%             | 2032-02-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                                      | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       698000 | PA      | $651031.58    | 0.04%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |            1 | NC      | $112148.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                    | Chart Industries Inc                                                                                                               | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       250000 | PA      | $259827.50    | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |       879000 | PA      | $609586.50    | 0.04%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc 2024 1st Lien Term Loan B                                                                                     | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                                         | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      1150000 | PA      | $1166890.63   | 0.08%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3932000 | PA      | $1144298.24   | 0.08%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                                                                              | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       425000 | PA      | $412199.00    | 0.03%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                    | Adnoc Murban Rsc Ltd                                                                                                               | CUSIP: 00723L2B4<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |      3164000 | PA      | $3047327.50   | 0.20%             | 2034-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED IDR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $7436.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** Goldman Sachs Trust II

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President